Visualization and Statistical Modeling of Financial Big Data: Log-Linear Modeling With Skew Error

28 Pages Posted: 21 May 2018

See all articles by Masayuki Jimichi

Masayuki Jimichi

Kwansei Gakuin University - School of Business Administration

Daisuke Miyamoto

Nara Institute of Science and Technology

Chika Saka

Kwansei Gakuin University; Kwansei Gakuin University

Shuichi Nagata

Kwansei Gakuin University - School of Business Administration; Kwansei Gakuin University - Department of Mathematical Sciences

Date Written: May 9, 2018

Abstract

In this paper, we consider the visualization and statistical modeling of financial data (e.g., sales, assets) for many global firms which are listed and delisted. This study presents an exploratory data analysis carried out in the R programming language. The results show that a log-linear model with skew-t error is useful for modeling the total sales volume (in thousands of U.S. dollars) as a function of the number of employees and the total assets (in thousands of U.S. dollars), and is obtained by comparing the Akaike information criteria between several log-linear models with error terms which are independent and identically distributed random variables with skew distributions. These models are also evaluated by cross-validation.

Keywords: Financial Big Data, Exploratory Data Analysis, Data Visualization, Log-Linear Model, Skew Distribution, SparkR

JEL Classification: C13, C21, C44, C46

Suggested Citation

Jimichi, Masayuki and Miyamoto, Daisuke and Saka, Chika and Saka, Chika and Nagata, Shuichi, Visualization and Statistical Modeling of Financial Big Data: Log-Linear Modeling With Skew Error (May 9, 2018). Available at SSRN: https://ssrn.com/abstract=3166440 or http://dx.doi.org/10.2139/ssrn.3166440

Masayuki Jimichi (Contact Author)

Kwansei Gakuin University - School of Business Administration ( email )

1-155 Uegahara-1bancho
Nishinomiya, Hyogo 662-8501
Japan

Daisuke Miyamoto

Nara Institute of Science and Technology ( email )

5 Takayamacho
Ikoma, 630-0192
Japan

Chika Saka

Kwansei Gakuin University ( email )

1-155, Uegahara, Ichiban-cho
Nishinomiya, Hyogo 662-8501
Japan

Kwansei Gakuin University ( email )

1-155, Uegahara, Ichiban-cho
Nishinomiya, Hyogo 662-8501
Japan

Shuichi Nagata

Kwansei Gakuin University - School of Business Administration ( email )

1-155 Uegahara-1bancho
Nishinomiya, Hyogo 662-8501
Japan

Kwansei Gakuin University - Department of Mathematical Sciences ( email )

Japan

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