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A gap analysis to identify the outlier of stocks traded at Bursa Malaysia


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.

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Abstract

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.

Item Type: Conference or Workshop Item (Paper)
Additional Information: Print ISBN: 978-1-4673-1581-4
Uncontrolled Keywords: correlation matrix; distance matrix; gamma distribution; Kruskal’s Algorithm
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: College of Arts and Sciences
Depositing User: Dr. Shamshuritawati Sharif
Date Deposited: 13 Nov 2014 02:17
Last Modified: 05 Dec 2016 07:23
URI: http://repo.uum.edu.my/id/eprint/12678

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