A proposed algorithm of random vector in measuring similarity for network topology of Bursa Malaysia

The stock market is a complex system where the interrelationships between the stocks are complicated because it is in multivariate time series setting which consists of opening, highest, lowest and closing prices. Basically, the Pearson correlation coefficient (PCC) is applied to measure the similar...

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Bibliographic Details
Main Author:	Lim, San Yee
Format:	Thesis
Language:	English English English
Published:	2018
Subjects:	QA Mathematics
Online Access:	http://eprints.uthm.edu.my/300/
Abstract	Abstract here

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