Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis
The dynamics of stock market has been questioned for decades. Its behavior appeared random yet some found it behaves as chaos. Up to 5000 daily adjusted closing data of FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLSE) was investigated through recurrence plot and recurrence quantification anal...
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2023
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my.uniten.dspace-226162023-05-29T14:11:20Z Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis Niu B.V.W. Noorani M.S.M. Jaaman S.H. 57193526784 6603683028 26531398900 The dynamics of stock market has been questioned for decades. Its behavior appeared random yet some found it behaves as chaos. Up to 5000 daily adjusted closing data of FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLSE) was investigated through recurrence plot and recurrence quantification analysis. Results were compared between stochastic system, chaotic system and deterministic system. Results show that KLSE daily adjusted closing data behaves chaotically. � 2016 Author(s). Final 2023-05-29T06:11:20Z 2023-05-29T06:11:20Z 2016 Conference Paper 10.1063/1.4966832 2-s2.0-85014625565 https://www.scopus.com/inward/record.uri?eid=2-s2.0-85014625565&doi=10.1063%2f1.4966832&partnerID=40&md5=233e5ad7270dc812ecf658e4c3eafbb5 https://irepository.uniten.edu.my/handle/123456789/22616 1784 50013 American Institute of Physics Inc. Scopus |
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The dynamics of stock market has been questioned for decades. Its behavior appeared random yet some found it behaves as chaos. Up to 5000 daily adjusted closing data of FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLSE) was investigated through recurrence plot and recurrence quantification analysis. Results were compared between stochastic system, chaotic system and deterministic system. Results show that KLSE daily adjusted closing data behaves chaotically. � 2016 Author(s). |
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57193526784 |
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57193526784 Niu B.V.W. Noorani M.S.M. Jaaman S.H. |
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Conference Paper |
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Niu B.V.W. Noorani M.S.M. Jaaman S.H. |
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Niu B.V.W. Noorani M.S.M. Jaaman S.H. Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis |
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Niu B.V.W. |
title |
Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis |
title_short |
Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis |
title_full |
Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis |
title_fullStr |
Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis |
title_full_unstemmed |
Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis |
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chaotic behavior in malaysian stock market: a study with recurrence quantification analysis |
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American Institute of Physics Inc. |
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2023 |
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1806427652334026752 |
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13.18916 |