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金融可视化研究(Quant visualization)-----Heat mapHeat map

金融可视化研究(Quant visualization)-----Heat mapHeat map

      最近听了Nividia关于可视化计算的技术后,感想颇深。如果能把事务或者数据以图形的方式展现出来,可以给人以最直接的感觉。金融市场的行数数据量巨大,金融市场交易品种越来越多(股票数、基金数、债券数、衍生品等),如果将这个数据以更直接的方式展现在投资决策者眼睛前,可以非常有效帮助其了解市场整体情况,更迅速正确的做出投资决策。

       下面是自己用matlab做的一个股票市场收益情况,可以表现的更显著,可以根据时间进行变动……

金融可视化研究(Quant visualization)-----Heat mapHeat map

http://finviz.com/map3d.ashx

Heat map

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A heat map is a graphical representation of data where the values taken by a variable in a two-dimensional map are represented as colors. A very similar presentation form is a tree map. The term is also used to mean its thematic application as a choropleth map.

Heat Maps originated in 2D displays of the values in a data matrix. Larger values were represented by small dark gray or black squares (pixels) and smaller values by lighter squares. Sneath (1957) displayed the results of a cluster analysis by permuting the rows and the columns of a matrix to place similar values near each other according to the clustering. Jacques Bertin used a similar representation to display data that conformed to a Guttman scale.The idea for joining cluster trees to the rows and columns of the data matrix originated with Robert Ling in 1973. Ling used overstruck printer characters to represent different shades of gray, one character-width per pixel. Leland Wilkinson developed the first computer program in 1994 (SYSTAT) to produce a cluster heatmap as a high-resolution color graphic. The Eisen et al. display shown in the figure is a replication of the earlier SYSTAT design.

There are several different kinds of heat map.

  • Web heat maps have been used for displaying areas of a Web page most frequently scanned by visitors. These have been incorporated in Web analysis tools such as Google Analytics.

Heat map generated from DNA microarray data reflecting gene expression values in several conditions

  • Biology heat maps are typically used in molecular biology to represent the level of expression of many genes across a number of comparable samples (e.g. cells in different states, samples from different patients) as they are obtained from DNA microarrays.
  • The tree map is a 2D hierarchical partitioning of data that visually resembles a heat map. They have been most famously used in the Map of the Market applet featured on SmartMoney's website.
  • A mosaic plot is a tiled heat map for representing a two-way or higher-way table of data. As with treemaps, the rectangular regions in a mosaic plot are hierarchically organized. The means that the regions are rectangles instead of squares. Friendly (1994) surveys the history and usage of this graph

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