Dynamic visualization of large financial networks

Ronald Heijmans, Richard Heuver, Clément Levallois and Iman Lelyveld
Additional contact information
Ronald Heijmans: EM - EMLyon Business School

Post-Print from HAL

Abstract: This paper shows how large data sets can be visualized in a dynamic way to support data exploration, highlight econometric results or provide early warning information. We use payments and unsecured money market transaction data from the Dutch part of the Eurosystem's large value payment system, TARGET2, to showcase how video animations facilitate analysis at three different levels. First, animation shows how the market macrostructure develops. Second, it enables us to follow individual banks that are of interest. Finally, it facilitates a comparison of the same market at different times, and of different markets (such as countries) at the same time.

Keywords: network; theory (search for similar items in EconPapers)
Date: 2016-06-01
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Published in The Journal of Network Theory in Finance, 2016, 2 (2), 57-79 p

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02311907

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().