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Ramex-Forum: a tool for displaying and analysing complex sequential patterns of financial products.

Authors :
Tiple, Pedro
Cavique, Luis
Cavalheiro Marques, Nuno
Source :
Expert Systems. Feb2017, Vol. 34 Issue 1, pn/a-N.PAG. 16p.
Publication Year :
2017

Abstract

Financial data provides a valuable up-to-date knowledge of the world economy. However, it is presented in extremely large data volumes, in diverse formats, and is constantly being updated at a high speed. The Ramex-Forum algorithm is oriented to guide financial experts in finding new and relevant information. We present a sensitivity analysis and new visualizations using an improved version of the Ramex-Forum algorithm. The proposed algorithm is applied to two case studies - the petroleum production chain and the European financial institutions risk analysis. Different combinations of parameters and new ways to visualize data are used. Results highlight the importance of Ramex-Forum for analysing relevant relationships in price variations in financial markets. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02664720
Volume :
34
Issue :
1
Database :
Academic Search Index
Journal :
Expert Systems
Publication Type :
Academic Journal
Accession number :
121289571
Full Text :
https://doi.org/10.1111/exsy.12174