Multivariate outlier detection in currency exchange rate
In correlation networks analysis, the influential currencies 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 currencies that might have different behavi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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IJENS Publisher, Rawalpindi, Pakistan
2013
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/21567/1/IJBAS-IJENS%20%2013%201%20%202013%20%201%205.pdf |
| _version_ | 1825804583871447040 |
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| author | Sharif, Shamshuritawati Djauhari, Maman. A. Yusoff, Nur Syahidah |
| author_facet | Sharif, Shamshuritawati Djauhari, Maman. A. Yusoff, Nur Syahidah |
| author_sort | Sharif, Shamshuritawati |
| collection | UUM |
| description | In correlation networks analysis, the influential currencies 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 currencies that might have different behaviour compared to the others which is also conducted based on MST by using outlier labelling and testing.A case study on 78 currency exchange rate will be reported and discussed. |
| first_indexed | 2024-07-04T06:17:55Z |
| format | Article |
| id | uum-21567 |
| institution | Universiti Utara Malaysia |
| language | English |
| last_indexed | 2024-07-04T06:17:55Z |
| publishDate | 2013 |
| publisher | IJENS Publisher, Rawalpindi, Pakistan |
| record_format | eprints |
| spelling | uum-215672017-04-16T02:17:10Z https://repo.uum.edu.my/id/eprint/21567/ Multivariate outlier detection in currency exchange rate Sharif, Shamshuritawati Djauhari, Maman. A. Yusoff, Nur Syahidah QA Mathematics In correlation networks analysis, the influential currencies 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 currencies that might have different behaviour compared to the others which is also conducted based on MST by using outlier labelling and testing.A case study on 78 currency exchange rate will be reported and discussed. IJENS Publisher, Rawalpindi, Pakistan 2013-02 Article PeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/21567/1/IJBAS-IJENS%20%2013%201%20%202013%20%201%205.pdf Sharif, Shamshuritawati and Djauhari, Maman. A. and Yusoff, Nur Syahidah (2013) Multivariate outlier detection in currency exchange rate. International Journal of Basic & Applied Sciences, 13 (1). pp. 1-5. ISSN 2077-1223 http://www.ijens.org/Vol_13_I_01/1215906-1301-4747-IJBAS-IJENS.pdf |
| spellingShingle | QA Mathematics Sharif, Shamshuritawati Djauhari, Maman. A. Yusoff, Nur Syahidah Multivariate outlier detection in currency exchange rate |
| title | Multivariate outlier detection in currency exchange rate |
| title_full | Multivariate outlier detection in currency exchange rate |
| title_fullStr | Multivariate outlier detection in currency exchange rate |
| title_full_unstemmed | Multivariate outlier detection in currency exchange rate |
| title_short | Multivariate outlier detection in currency exchange rate |
| title_sort | multivariate outlier detection in currency exchange rate |
| topic | QA Mathematics |
| url | https://repo.uum.edu.my/id/eprint/21567/1/IJBAS-IJENS%20%2013%201%20%202013%20%201%205.pdf |
| work_keys_str_mv | AT sharifshamshuritawati multivariateoutlierdetectionincurrencyexchangerate AT djauharimamana multivariateoutlierdetectionincurrencyexchangerate AT yusoffnursyahidah multivariateoutlierdetectionincurrencyexchangerate |