金融可視化研究（Quant visualization)—–Heat map

      最近聽了Nividia關於可視化計算的技術後，感想頗深。如果能把事務或者資料以圖形的方式展現出來，可以給人以最直接的感覺。金融市場的行數資料量巨大，金融市場交易品種越來越多（股票數、基金數、債券數、衍生品等），如果將這個資料以更直接的方式展現在投資決策者眼睛前，可以非常有效協助其瞭解市場整體情況，更迅速正確的做出投資決策。

       下面是自己用matlab做的一個股票市場收益情況，可以表現的更顯著，可以根據時間進行變動……

 

 

http://finviz.com/map3d.ashx

Heat mapFrom Wikipedia, the free encyclopediaJump to: navigation, search

A heat map is a graphical representation of data where the values taken by a variable in a two-dimensional map are represented as colors. A very similar presentation form is a tree map. The term is also used to mean its thematic application as a choropleth map.

Heat Maps originated in 2D displays of the values in a data matrix. Larger values were represented by small dark gray or black squares (pixels) and smaller values by lighter squares. Sneath (1957) displayed the results of a cluster analysis by permuting the rows and the columns of a matrix to place similar values near each other according to the clustering. Jacques Bertin used a similar representation to display data that conformed to a Guttman scale.The idea for joining cluster trees to the rows and columns of the data matrix originated with Robert Ling in 1973. Ling used overstruck printer characters to represent different shades of gray, one character-width per pixel. Leland Wilkinson developed the first computer program in 1994 (SYSTAT) to produce a cluster heatmap as a high-resolution color graphic. The Eisen et al. display shown in the figure is a replication of the earlier SYSTAT design.

There are several different kinds of heat map.

• Web heat maps have been used for displaying areas of a Web page most frequently scanned by visitors. These have been incorporated in Web analysis tools such as Google Analytics.

Heat map generated from DNA microarray data reflecting gene expression values in several conditions

• Biology heat maps are typically used in molecular biology to represent the level of expression of many genes across a number of comparable samples (e.g. cells in different states, samples from different patients) as they are obtained from DNA microarrays.

• The tree map is a 2D hierarchical partitioning of data that visually resembles a heat map. They have been most famously used in the Map of the Market applet featured on SmartMoney's website.

• A mosaic plot is a tiled heat map for representing a two-way or higher-way table of data. As with treemaps, the rectangular regions in a mosaic plot are hierarchically organized. The means that the regions are rectangles instead of squares. Friendly (1994) surveys the history and usage of this graph