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Visual Market Sector Analysis for Financial Time Series Data

Jan 11th, 2011 | By | Category: Featured Articles, News

The massive amount of financial data that originates from the stock markets generates large amounts of complex financial time series data of high interest. In their VAST 2010 paper, Ziegler and colleagues from the University of Konstanz, Germany introduce two techniques and applications that support the analysis of large amounts of financial time series data [...]