Sharif, Shamshuritawati and Djauhari, Maman A. (2011) A centrality measure in currency exchange rate. In: Simposium Kebangsaan Sains Matematik (SKSM 19), 09-11 November 2011, UiTM Pulau Pinang. (Unpublished)
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Abstract
We propose the average of weights of all links adjacent to each currency as a centrality measure. This measure, together with the existing centrality measures will be helpful in interpreting the network topology of currencies. A case study will be presented and discussed to illustrate the advantage of the proposed measure.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Uncontrolled Keywords: | correlation matrix, Kruskal algorithm, minimum spanning tree, sub-dominant ultrametric |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | School of Quantitative Sciences |
| Depositing User: | Dr. Shamshuritawati Sharif |
| Date Deposited: | 16 Apr 2017 02:57 |
| Last Modified: | 16 Apr 2017 02:57 |
| URI: | https://repo.uum.edu.my/id/eprint/21566 |
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