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dc.contributor.authorBorna, Kambiz
dc.date.accessioned2022-07-07T01:42:55Z
dc.date.available2022-07-07T01:42:55Z
dc.date.issued2022-06
dc.identifier.urihttps://hdl.handle.net/10652/5733
dc.description.abstractThis paper introduces a new approach to visualising and interpolating financial time series data, e.g., Bitcoin prices, in a spatial domain using the notion of spatialization: forming a spatial representation of non-spatial phenomena. The proposed algorithm first utilises the temporal components of the observations, i.e., date and time, to build a 2D virtual geographic map. It then uses the assigned coordinates to the observations and their values to estimate unknown values and construct a 3D topographic map. We assess the 3D maps using the price time series of Bitcoin with 30-minute frequency, and the results show the reliability of the 3D maps in analysing the time series data.en_NZ
dc.language.isoenen_NZ
dc.rightsAll rights reserveden_NZ
dc.subjectBitcoinen_NZ
dc.subjectfinancial time series dataen_NZ
dc.subjecttime series dataen_NZ
dc.subjectfinancial marketsen_NZ
dc.subjectspatialisationen_NZ
dc.subjectalgorithmsen_NZ
dc.titleInterpolation of financial time series data in a virtual geographic environmenten_NZ
dc.typeConference Contribution - Oral Presentationen_NZ
dc.date.updated2022-06-29T14:30:03Z
dc.rights.holderAuthoren_NZ
dc.subject.marsden350203 Financial econometricsen_NZ
dc.identifier.bibliographicCitationBorna, Kambiz. (2022, June). Interpolation of financial time series data in a virtual geographic environment. Paper presented at the 62nd Annual Conference of the New Zealand Association of Economists, Wellington.en_NZ
unitec.publication.titleNZAE2022 / the New Zealand Association of Economistsen_NZ
unitec.conference.title62nd Annual Conference of the New Zealand Association of Economistsen_NZ
unitec.conference.orgNew Zealand Association of Economistsen_NZ
unitec.conference.locationWellingtonen_NZ
unitec.conference.sdate2022-06-29
unitec.conference.edate2022-07-01
unitec.peerreviewedyesen_NZ
dc.contributor.affiliationUnitec Institute of Technologyen_NZ
unitec.identifier.roms68578en_NZ
unitec.institution.studyareaAccounting and Financeen_NZ


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