Stock Market Data As Art: Self-Organizing Maps
1. Self-Organized clusters of S&P500 stocks, plus screened Growth, Quality and Value stocks 1. Statistics of the self-organized clusters shwoing the model variables of the screened stocks 3. Short/Long Areas of the self-organizing map. Though generated for serious analysis of the U.S. stock markets, these colorful self-organizing maps are attractive in an artistic way. Taken from my financial markets Blog, these images were generated using Self-Organizing Map technology [SOM], which is a form of Artificial Intelligence. In essence the map clustered elements according to their degree of similarity. Imagine it as a matrix with each row representing a stock, and each column filled with data on fundmental and technical characteristics of the stock e.g. its P/E, the last 5 years Return, the Sharpe Ratio, the estimated Earnings Per Share etc. All in there were about 30 variables for each stock. The SOM took into account all the variables of all the stocks simultaneously when plotting...