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Information Visualization Of An Agent-Based Financial System Model

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Author Info
Wei Jiang () (Faculty of Science and I.T. University of Newcastle, Australia)
Richard Webber & Ric D Herbert
Abstract

This paper considers the application of information visualization techniques to an agent-based model of a financial system. The minority game is a simple agent-based model which can be used to simulate the events in a real-world financial market. To aid understanding of this model, we can apply information visualization techniques. Treemap and sunburst are two such information visualization techniques, which previous research tells us can effectively represent information similar to that generated by the minority game. Another information visualization technique, called logical fisheye-lens, can be used to augment treemap and sunburst, allowing users to magnify areas of interest in these visualizations. In this paper, treemap and sunburst, both with and without fisheye-lens, are applied to the minority game, and their effectiveness is evaluated. This evaluation is carried out through an analysis of users performing various tasks on (simulated) financial market data using the visualization techniques. A subjective questionnaire is also used to measure the users’ impressions of the visualization techniques.

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2005 with number 468.

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Date of creation: 11 Nov 2005
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Handle: RePEc:sce:scecf5:468

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Related research
Keywords: Dynamic Models Minority Game Visualization

Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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  1. Arthur, W Brian, 1994. "Inductive Reasoning and Bounded Rationality," American Economic Review, American Economic Association, vol. 84(2), pages 406-11, May. [Downloadable!] (restricted)
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