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...

書誌詳細
第一著者:	Gan, Siew Lee
フォーマット:	学位論文
言語:	英語
出版事項:	2016
主題:	QA Mathematics
オンライン･アクセス:	http://eprints.utm.my/78035/1/GanSiewLeePFS2016.pdf

類似資料

A hybrid of bekk garch with neural network for modeling and forecasting time series
著者:: Pung, Yean Ping
出版事項: (2021)

Time series forecasting of airline passenger no-shows using fir neural network
著者:: Muhammad Hussein, Muhammad Zaly Shah
出版事項: (2002)

Improving Time Series Models Prediction Based On Empirical Mode Decomposition Using Stock Market Data
著者:: Hossain, Mohammad Raquibul
出版事項: (2021)

Improved models in fuzzy time series for forecasting
著者:: Sadaei, Hossein Javedani
出版事項: (2013)

The comparative forecast performance of univariate and multivariate model: an application to time series forecasting
著者:: Sallehuddin, Roselina, 等
出版事項: (2009)

Multivariate time series modelling of taxes revenue in Nigeria
著者:: Baba Gimba, Alhassan
出版事項: (2022)

Error magnitude and directional accuracy for time series forecasting evaluation
著者:: Nor, Maria Elena
出版事項: (2014)

Combine holts winter and support vector machines in forecasting time series
著者:: Salisu, Alfa Mohammed
出版事項: (2013)

Preprocessing And Clustering Short Time-Series Microarray
著者:: Loh, Wei Ping
出版事項: (2008)

Formulation of the integral multivariate statistical process control monitoring framework
著者:: Lee, Lean Eng
出版事項: (2002)

Developing defuzzifying method of fuzzy time-variant series for forecasting product demand
著者:: Saeed, Akbarnatajbisheh
出版事項: (2013)

Detecting Structural Break In Commodity Time Series Data
著者:: Jatarona , Nurul Najwa
出版事項: (2010)

Application of similarity solution on gaseous pollutant problems
著者:: Ng, Sin Yi
出版事項: (2015)

Modeling Malaysian Road Accidents: The Structural Time Series Approach
著者:: Junus, Noor Wahida Binti Md
出版事項: (2018)

Multivariate process variability monitoring for general sample design
著者:: Sagadavan, Revathi
出版事項: (2016)

Mathematical thinking in multivariable calculus through blended learning
著者:: Kashefi, Hamidreza
出版事項: (2012)

Multivariate approach for shoe size modelling of Malaysian Women
著者:: Mohd Hamzah, Mohd Faizal
出版事項: (2020)

Modelling of multivariable systems using advance fuzzy arithmetic
著者:: Wan Mohamad, Wan Munirah
出版事項: (2019)

Interminable Long Memory Model And Its Hybrid For Time Series Modeling
著者:: Alhaji, Jibrin Sanusi
出版事項: (2019)

SWGARCH : an enhanced GARCH model for time series forecasting
著者:: Shbier, Mohammed Z. D
出版事項: (2017)

A hybrid multivariate time series m odel for forecasting m eteorological data in peninsular malaysia
著者:: Norrulashikin, Siti Mariam
出版事項: (2018)

Homotopy methods for finding all isolated solutions of multivariate polynomial systems
著者:: Saeed Bawazir, Hassan Mohamed
出版事項: (2011)

Multivariate disaggregation of daily to hourly rainfall series
著者:: Lim, Tou Hin
出版事項: (2013)

Multivariate disaggregation of daily to hourly rainfall series
著者:: Lim, Tou Hin
出版事項: (2013)

Extensions Of Multivariate Coefficient Of Variation Control Charts
著者:: Ayyoub, Heba Nasr Awwad
出版事項: (2021)

Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach
著者:: Rose, Farid Zamani Che
出版事項: (2023)

Time arrival in series forecasting model for tourist National Park Kuala Tahan, Pahang
著者:: Megat Muhammad Afif, Megat Muainuddin
出版事項: (2021)

Travelling-Wave Similarity Solutions For Unsteady Thin-Film Flows
著者:: Abas, Siti Sabariah
出版事項: (2016)

Cluster-Based Estimators For Multiple And Multivariate Linear Regression Models
著者:: Alih, Ekele
出版事項: (2015)

Adaptive Control Charts For Monitoring The Univariate And Multivariate Coefficient Of Variation
著者:: Khaw, Khai Wah
出版事項: (2017)

New Univariate Synthetic Double Sampling X And Multivariate Synthetic Double Sampling T2 Control Charts
著者:: Lee, How Chinh
出版事項: (2017)

Rainfall time series modeling for a mountainous region in West Iran
著者:: Mekanik, Fatemeh
出版事項: (2010)

Improved robust estimator and clustering procedures for multivariate outliers detection
著者:: Sharifah Sakinah, Syed Abd Mutalib
出版事項: (2023)

Univariate And Multivariate Synthetic Control Charts For Monitoring The Process Mean Of Skewed Distributions
著者:: Atta, Abdu Mohammed Ali
出版事項: (2010)

Univariate And Multivariate Synthetic Control Charts For Monitoring The Process Mean Of Skewed Distributions
著者:: Ali Atta, Abdu Mohammed
出版事項: (2010)

Univariate And Multivariate Synthetic Control Charts For Monitoring The Process Mean Of Skewed Distributions
著者:: Ali Atta, Abdu Mohammed
出版事項: (2010)

Time series modeling and designing of artifical neural network (ANN) for revenue forecasting
著者:: Mohd. Yusof, Norfadzlia
出版事項: (2005)

Multiple Similarity Solutions Of Steady And Unsteady Convection Boundary Layer Flows In Viscous Fluids And Nanofluids
著者:: Mohd Rohni, Azizah
出版事項: (2013)

Outlier detection in wireless sensor network based on time series approach
著者:: Safaei, Mahmood
出版事項: (2019)

Optimal Designs Of Univariate And Multivariate Synthetic Control Charts Based On Median Run Length
著者:: Wong, Voon Hee
出版事項: (2012)