A gap analysis to identify the outlier of stocks traded at Bursa Malaysia
In stock networks analysis, the influential stocks is usually identified by using minimal spanning tree (MST) to filter the important information followed by the centrality measures analysis.In this paper, we introduce an analysis to identify the stocks that might have different behaviour compared t...
| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2012
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| Online Access: | https://repo.uum.edu.my/id/eprint/12678/1/06396529.pdf |
| _version_ | 1825803048187854848 |
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| author | Sharif, Shamshuritawati Djauhari, Maman A. |
| author_facet | Sharif, Shamshuritawati Djauhari, Maman A. |
| author_sort | Sharif, Shamshuritawati |
| collection | UUM |
| description | In stock networks analysis, the influential stocks is usually identified by using minimal spanning tree (MST) to filter the important information followed by the centrality measures analysis.In this paper, we introduce an analysis to identify the stocks that might have different behaviour compared to the others. Like the centrality measures analysis, this analysis is also conducted based on MST. A case study on stock networks at KLSE will be reported and discussed. |
| first_indexed | 2024-07-04T05:50:32Z |
| format | Conference or Workshop Item |
| id | uum-12678 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T05:50:32Z |
| publishDate | 2012 |
| record_format | eprints |
| spelling | uum-126782016-12-05T07:23:20Z https://repo.uum.edu.my/id/eprint/12678/ A gap analysis to identify the outlier of stocks traded at Bursa Malaysia Sharif, Shamshuritawati Djauhari, Maman A. HD28 Management. Industrial Management In stock networks analysis, the influential stocks is usually identified by using minimal spanning tree (MST) to filter the important information followed by the centrality measures analysis.In this paper, we introduce an analysis to identify the stocks that might have different behaviour compared to the others. Like the centrality measures analysis, this analysis is also conducted based on MST. A case study on stock networks at KLSE will be reported and discussed. 2012-09-10 Conference or Workshop Item PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/12678/1/06396529.pdf Sharif, Shamshuritawati and Djauhari, Maman A. (2012) A gap analysis to identify the outlier of stocks traded at Bursa Malaysia. In: International Conference on Statistics in Science, Business, and Engineering (ICSSBE), 10-12 Sept. 2012, Langkawi. http://dx.doi.org/10.1109/ICSSBE.2012.6396529 doi:10.1109/ICSSBE.2012.6396529 doi:10.1109/ICSSBE.2012.6396529 |
| spellingShingle | HD28 Management. Industrial Management Sharif, Shamshuritawati Djauhari, Maman A. A gap analysis to identify the outlier of stocks traded at Bursa Malaysia |
| title | A gap analysis to identify the outlier of stocks traded at Bursa Malaysia |
| title_full | A gap analysis to identify the outlier of stocks traded at Bursa Malaysia |
| title_fullStr | A gap analysis to identify the outlier of stocks traded at Bursa Malaysia |
| title_full_unstemmed | A gap analysis to identify the outlier of stocks traded at Bursa Malaysia |
| title_short | A gap analysis to identify the outlier of stocks traded at Bursa Malaysia |
| title_sort | gap analysis to identify the outlier of stocks traded at bursa malaysia |
| topic | HD28 Management. Industrial Management |
| url | https://repo.uum.edu.my/id/eprint/12678/1/06396529.pdf |
| work_keys_str_mv | AT sharifshamshuritawati agapanalysistoidentifytheoutlierofstockstradedatbursamalaysia AT djauharimamana agapanalysistoidentifytheoutlierofstockstradedatbursamalaysia AT sharifshamshuritawati gapanalysistoidentifytheoutlierofstockstradedatbursamalaysia AT djauharimamana gapanalysistoidentifytheoutlierofstockstradedatbursamalaysia |