Representation of financial time series data in a three dimensional space using a geographic model
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Borna, Kambiz
Alshadli, Duaa
Alshadli, Duaa
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2022-06
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Conference Contribution - Oral Presentation
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financial time series data
time series data
financial markets
spatialisation
time series data
financial markets
spatialisation
ANZSRC Field of Research Code (2020)
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Borna, K. & Alshadli, D. (2022, June 29-July 1). Representation of financial time series data in a three dimensional space using a geographic modelt. [Paper presentation]. 62nd New Zealand Association of Economists Annual Conference, Wellington, New Zealand
Abstract
This paper introduces a new approach to visualising and interpolating financial time series data, e.g., Bitcoin prices, in a spatial domain using the notion of spatialization: forming a spatial representation of non-spatial phenomena. The proposed algorithm first utilises temporal components of the observations, i.e., date and time, to build a 2D map-like space. It then uses the coordinates of the observations in the 2D map along with the Bitcoin prices to construct a 3D topographic map. We use this map to create 30-minute frequency data, and compare it with the actual observed Bitcoin prices. The results show the reliability and effectiveness of the proposed method as a new graphical tool in analysing time series data.
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