A similarity of multivariate time series in stocks network analysis
Correlation-based network as a model for financial markets, especially stock market, is a complex system has received much attention. There have been a lot of studies which deals with stocks network analysis, where each stock is represented by a univariate time series of its closing price, and then...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
2016
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://eprints.utm.my/id/eprint/78035/1/GanSiewLeePFS2016.pdf |
| الوسوم: |
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