Ramex‐Forum: a tool for displaying and analysing complex sequential patterns of financial products. Issue 1 (24th October 2016)

• Record Type: Journal Article
• Authors: Tiple, Pedro; Cavique, Luis; Cavalheiro Marques, Nuno
• Other Names: Cortez Paulo guestEditor.; Santos Manuel Filipe guestEditor.; Hall Jon guestEditor.
• Is Part Of: Expert systems. Volume 34:Issue 1(2017)
• Page Start: n/a
• Page End: n/a
• Publication Date: 2016-10-24
• Subjects: business intelligence -- data analysis -- European financial data -- petroleum production chain -- rule learning; Expert systems (Computer science); 006.33
• DOI: 10.1111/exsy.12174
• Languages: English
• ISSNs: 0266-4720

Abstract

Abstract: Financial data provides a valuable up‐to‐date knowledge of the world economy. However, it is presented in extremely large data volumes, in diverse formats, and is constantly being updated at a high speed. The Ramex‐Forum algorithm is oriented to guide financial experts in finding new and relevant information. We present a sensitivity analysis and new visualizations using an improved version of the Ramex‐Forum algorithm. The proposed algorithm is applied to two case studies – the petroleum production chain and the European financial institutions risk analysis. Different combinations of parameters and new ways to visualize data are used. Results highlight the importance of Ramex‐Forum for analysing relevant relationships in price variations in financial markets.