Interpolation of financial time series data in a three-dimensional spatialisation

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Title

Interpolation of financial time series data in a three-dimensional spatialisation

Content partner

Unitec

Collection

Research Bank

Description

This paper introduces a new approach to interpolating and visualising financial time series data, e.g., Bitcoin prices, in a spatial domain using the notion of spatialisation: forming a spatial representation of non-spatial phenomena. The proposed algorithm first utilises the temporal components of the Bitcoin prices, i.e., date and time of day, to build a 2D vector map based on four observations per day, i.e., opening, high, low and closing prices. It then uses the coordinates assigned to th...

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Format

Research paper

Research format

Conference item

Date created

2022-08-28

Creator

Borna, Kambiz. / Moore, A.B.

URL

https://hdl.handle.net/10652/6150

Related subjects

Bitcoin, financial time series data, time series data, financial markets, spatialisation, algorithms / Bitcoin / financial time series data / time series data / financial markets / spacialisation / algorithms / Financial economics

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