Multivariate time series similarity-based complex network in stocks market analysis: case of NYSE during global crisis 2008

Long before we started with the 21st millennium, Stephen Hawking saw the current millennium as the millennium of complex systems. Until present, he was right due to the fast growing technology in computer. Nowadays, in the era of digital world where big data is our daily menu, we cannot escape from...

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Bibliographic Details
Main Authors: Djauhari, Maman Abdurachman, Gan, Siew Lee
Format: Conference or Workshop Item
Language:English
Published: 2015
Online Access:http://psasir.upm.edu.my/id/eprint/66890/1/MyStats%202015-1.pdf
http://psasir.upm.edu.my/id/eprint/66890/
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