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...
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| 格式: | Thesis |
| 语言: | English |
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2016
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| 主题: | |
| 在线阅读: | http://eprints.utm.my/id/eprint/78035/1/GanSiewLeePFS2016.pdf |
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