sPortfolio: Stratified Visual Analysis of Stock Portfolios.

Quantitative Investment, built on the solid foundation of robust financial theories, is at the center stage in investment industry today. The essence of quantitative investment is the multi-factor model, which explains the relationship between the risk and return of equities. However, the multi-factor model generates enormous quantities of factor data, through which even experienced portfolio managers find it difficult to navigate. This has led to portfolio analysis and factor research being limited by a lack of intuitive visual analytics tools. Previous portfolio visualization systems have mainly focused on the relationship between the portfolio return and stock holdings, which is insufficient for making actionable insights or understanding market trends. In this paper, we present s Portfolio, which, to the best of our knowledge, is the first visualization that attempts to explore the factor investment area. In particular, sPortfolio provides a holistic overview of the factor data and aims to facilitate the analysis at three different levels: a Risk-Factor level, for a general market situation analysis; a Multiple-Portfolio level, for understanding the portfolio strategies; and a Single-Portfolio level, for investigating detailed operations. The system's effectiveness and usability are demonstrated through three case studies. The system has passed its pilot study and is soon to be deployed in industry.

Evaluating the Readability of Force Directed Graph Layouts: A Deep Learning Approach.

Existing graph layout algorithms are usually not able to optimize all the aesthetic properties desired in a graph layout. To evaluate how well the desired visual features are reflected in a graph layout, many readability metrics have been proposed in the past decades. However, the calculation of these readability metrics often requires access to the node and edge coordinates and is usually computationally inefficient, especially for dense graphs. Importantly, when the node and edge coordinates are not accessible, it becomes impossible to evaluate the graph layouts quantitatively. In this paper, we present a novel deep learning-based approach to evaluate the readability of graph layouts by directly using graph images. A convolutional neural network architecture is proposed and trained on a benchmark dataset of graph images, which is composed of synthetically generated graphs and graphs created by sampling from real large networks. Multiple representative readability metrics (including edge crossing, node spread, and group overlap) are considered in the proposed approach. We quantitatively compare our approach to traditional methods and qualitatively evaluate our approach by showing usage scenarios and visualizing convolutional layers. This paper is a first step towards using deep learning based methods to quantitatively evaluate images from the visualization field.