Dynamic visualization of large financial networks

Ronald Heijmans, Richard Heuver, Clement Levallois and Iman van Lelyveld

Journal of Network Theory in Finance

Abstract: 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.

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