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...

書目詳細資料
主要作者:	Gan, Siew Lee
格式:	Thesis
語言:	英语
出版:	2016
主題:	QA Mathematics
在線閱讀:	http://eprints.utm.my/78035/1/GanSiewLeePFS2016.pdf

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