Financial Intelligence and Strategy Extraction via Visual Analysis Approaches

PhD Thesis Proposal Defence


Title: "Financial Intelligence and Strategy Extraction via Visual Analysis 
Approaches"

by

Mr. Xuanwu YUE


Abstract:

Visualization techniques have been widely utilized to facilitate the analysis 
in different financial fields, such as trading markets, risk assessment, 
anomaly transaction detection, asset management, etc. Visual analysis 
techniques could contribute to systematic intelligence generation and strategy 
extraction for domain practitioners and overcome the perceptual barrier for the 
public. However, previous works mainly focus on the novel visual representation 
or internal system which relies on high domain knowledge. In this proposal, we 
focused on the interactive analysis of financial transaction data to generate 
intelligence, strategies, and patterns that are more easily accepted by the 
public and end-users, rather than being limited to the professionals with 
strong domain knowledge. We grounded our study on specific applications: 
cryptocurrency exchange and quantitative investment.

The first research problem we addressed focuses on the evolutionary transaction 
patterns of cryptocurrency exchanges. Delving into the analysis of the 
transaction patterns of exchanges can shed light on the evolution and trends in 
the Bitcoin market, and participants can gain hints for identifying credible 
exchanges as well. Our second focusing area is quantitative investment. The 
essence of quantitative investment is the multi-factor model, one that explains 
the relationship between the risk and return of equities. The challenge is to 
develop visualization tools that can effectively analyze financial factors in 
stock selection and portfolio construction. Also, the portfolio measurement has 
also been expanded to factors-level except the return and position which is 
insufficient for actionable insights and understanding of market trends. We 
introduce the progress to date by summarizing the methods we have developed 
that address the aforementioned research problems. We also briefly discuss our 
ongoing and future research works as well as open questions in visualization 
for financial data.


Date:			Friday, 12 July 2019

Time:                  	10:00am - 12:00noon

Venue:                  Room 3494
                         lifts 25/26

Committee Members:	Prof. Huamin Qu (Supervisor)
 			Prof. Cunsheng Ding (Chairperson)
 			Dr. Dimitris Papadopoulos
 			Prof. Ke Yi


**** ALL are Welcome ****