Haidah Asrah | Universiti Teknologi Malaysia - UTM (original) (raw)

Papers by Haidah Asrah

Research paper thumbnail of The FGVH and GDEX Stock Price Modeling Using ARIMA and Holt’s Linear Trend Methods

Research paper thumbnail of Survey on awareness and understanding on goods and services tax

The purpose of this study is to determine the level of public awareness on the implementation of ... more The purpose of this study is to determine the level of public awareness on the implementation of good and services tax (GST) and public understanding on issues of GST. The data was collected from citizens in Parit Raja, Batu Pahat. The methods applied for this study are descriptive statistics, Chi-square test, Cramer’s Contingency Coefficient test and Kruskal-Wallis test. The results from this study show that majority of the respondents, aware about the GST but their understanding about GST is low

Research paper thumbnail of Study on Public Awareness and Perception on the Spreading of COVID-19 in Johor, Malaysia

Enhanced Knowledge in Sciences and Technology, Jul 29, 2021

Research paper thumbnail of Survey on awareness and understanding on goods andservices tax implementation in Malaysia

Faculty Of Applied Sciences And Technology, 2019

Research paper thumbnail of Time series behaviour of the number of Air Asia passengers: A distributional approach

The common practice to time series analysis is by fitting a model and then further analysis is co... more The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.

Research paper thumbnail of Malaysia commercial flight passengers' safety (NEWS)

2012 International Conference on Statistics in Science, Business and Engineering (ICSSBE), 2012

Research paper thumbnail of Work Attitude among Malaysian Academicians in the Public Universities: A Social Network Analysis

This study dealt with a social network analysis approach to comprehend the work attitude amongst ... more This study dealt with a social network analysis approach to comprehend the work attitude amongst academicians in the Malaysian public universities. This work attitude presented the psychological attachment between the employee and the organization. The organizational commitment and workplace spirituality amongst the academicians were highlighted here. A total of 40 factors were found to represent four groups of workplace spirituality and organizational commitment. The similarity amongst the factors was measured with two different kinds of associations. The best measure of association, which was the Tschuprow’s measure of association, showed better results than the other measure in measuring the correlation amongst the factors. The connections and relationships amongst the factors were studied by using minimum spanning trees (MST). The interpretation of the MST was conducted by using the overall centrality measure.

Research paper thumbnail of Malaysia tourism demand forecasting by using time series approaches

Research paper thumbnail of Survey on Kuala Lumpur to Singapore high-speed rail (KL-SG HSR) project among Pagoh residents

The Kuala Lumpur to Singapore high-speed rail (KL-SG HSR) project is the first HSR that will be b... more The Kuala Lumpur to Singapore high-speed rail (KL-SG HSR) project is the first HSR that will be built in Malaysia. This project aim is to facilitate the journey between Malaysia and Singapore. The total length of the KL-SG HSR project is 350 kilometers, it covers 335 kilometers in Malaysia and 15 kilometers in Singapore which can shorten the traveling time between Malaysia and Singapore within 90 minutes compared to four or five hours taken currently by road, seven hours by classic rail service or three hours by air transport. The issues about the HSR project started after the 14th general election when Tun Dr. Mahathir said that this project was not necessary and could be scrapped. After two weeks later, Tun Dr. Mahathir Mohamad clarified that this HSR project was not being scrapped but merely postponed for a few years. Because of this situation, it is crucial to get public opinion and reaction regarding this issue. The study focuses on the public’s opinion toward the HSR project a...

Research paper thumbnail of Modeling medical data using logistics model

The new technique in data robustness, the least quartile difference (LQD) regression modeling and... more The new technique in data robustness, the least quartile difference (LQD) regression modeling and the widely used model, logit modeling have been studied in analyzing the nonlinear modeling. Research of these nonlinear models covered its discoveries, functions of models, assumption of residuals, probability distributions and the estimation techniques. A case study using the two methods of modeling as mentioned above was carried out. The comparison between the least quartile difference (LQD) regression modeling and logit modeling were done to find the better model by using the percentage of accuracy. After comparing the two models, it was found that the least quartile difference (LQD) regression modeling appeared to be the better model, having the highest probability of accuracy and can be proposed as the new effective model.

Research paper thumbnail of PLUS traffic highway: an analysis based on time series similarity approach

Highway is the backbone of a country's transportation system. The highway development is very... more Highway is the backbone of a country's transportation system. The highway development is very important to a country to overcome the demand for efficient road transportation. Better interconnected road network is crucial to increase the economic activities and social development in a country. The Malaysian government is highly committed towards the development of road network. Projek Lebuhraya Usahasama Berhad (PLUS) is one of the highway operators in Malaysia. It is also the largest highway concessionary or Build-Operate-Transfer (BOT) operator company in Malaysia. As the largest highway concessionary in Malaysia, the network analysis of PLUS highway development was studied in this study. The data used were based on the number of vehicles that enter and exit each PLUS toll Plazas from Juru (JRU) toll plaza to Skudai (SKD) toll plaza. The relationships between the toll plazas were studied by using minimal spanning trees and the overall centrality measures were used to determine ...

Research paper thumbnail of Network Topology of People NEWS

The new method in a survey on public opinion called People NEWS will be highlighted. The applicat... more The new method in a survey on public opinion called People NEWS will be highlighted. The application of NEWS which stand for needs, expectations, wants and satisfaction will be highlighted in the process of air travel in Malaysia. The passenger’s opinions according to their NEWS from the first stage process at the departure airport until the final process at the arrival airport will be discussed based on their network topology. The information from the NEWS network can be filtered by using the minimal spanning tree and the description about the behaviour of the network can be explained by using centrality measures. Some important results and recommendations based on passenger’s NEWS for Malaysian commercial flights will be highlighted.

Research paper thumbnail of Monitoring variability in complex manufacturing process: data analysis viewpoint with application

International Journal of Supply Chain Management, 2019

To relate the control limits of Shewhart-type chart to the p-value, the control charting techniqu... more To relate the control limits of Shewhart-type chart to the p-value, the control charting techniques were constructed based on statistical inference scheme. However, in daily practice of complex process variability (CPV) monitoring operation, these limits have nothing to do with the p-value. We cannot put any number to p. Instead, p is just read as “most probably”. These words mean that in practice we are finally working under data analysis scheme instead. For this reason, in this paper we introduce the application of STATIS in CPV monitoring operation. It is a data analysis method to label the sample(s) where anomalous covariance structure occurs. This method is algebraic in nature and dominated by principal component analysis (PCA) principles. The relative position of a covariance matrix among others is visually presented along the first two eigenvalues of the so-called “scalar product matrix among covariance matrices”. Its strength will be illustrated by using a real industrial ex...

Research paper thumbnail of The most important centrality measures in PLUS highway traffic network: An approach based on effective variance

AIP Conference Proceedings

Highway network is important to most developing countries. With the increase of traffic burden on... more Highway network is important to most developing countries. With the increase of traffic burden on highway network, it can be a benchmark for these developing countries to measure their level of development. It is hard to analyze the highway traffic network since it comes from a complex network. This network connected all toll plazas and comes out with thedynamic network. In this study, we will learn to understand the PLUS highway traffic network. The information in the network topology of PLUS highway network can be filtered with the application of minimum spanning trees (MST). The network topology will be based on in-coming and out-coming traffic burden from 2009 until 2013. The incoming and out-coming traffic burden of each toll plazas are referredonthe total number of vehicles thatcome in and out over the corresponding toll plazas. Centrality measures are used to interpret these filtered networks. Then, themost important centrality measures can be determined by using the effective variance (EV) and effective vector variance (EVV) approach. The results will help the PLUS highway management to improve their policies and services in the future.

Research paper thumbnail of Clustering for Binary Data Sets by Using Genetic Algorithm-Incremental K-means

Journal of Physics: Conference Series

This research was initially driven by the lack of clustering algorithms that specifically focus i... more This research was initially driven by the lack of clustering algorithms that specifically focus in binary data. To overcome this gap in knowledge, a promising technique for analysing this type of data became the main subject in this research, namely Genetic Algorithms (GA). For the purpose of this research, GA was combined with the Incremental Kmeans (IKM) algorithm to cluster the binary data streams. In GAIKM, the objective function was based on a few sufficient statistics that may be easily and quickly calculated on binary numbers. The implementation of IKM will give an advantage in terms of fast convergence. The results show that GAIKM is an efficient and effective new clustering algorithm compared to the clustering algorithms and to the IKM itself. In conclusion, the GAIKM outperformed other clustering algorithms such as GCUK, IKM, Scalable K-means (SKM) and K-means clustering and paves the way for future research involving missing data and outliers.

Research paper thumbnail of Forecasting of Unemployment Rate in Malaysia Using Exponential Smoothing Methods

International Journal of Engineering & Technology

One of the issues that triggers worlds lately is the increasing rate of the unemployment rate. Co... more One of the issues that triggers worlds lately is the increasing rate of the unemployment rate. Consequently, this research objective is to compare the most accurate forecast method and to find the most suitable period to predict the future of Malaysia’s unemployment rate in 2016. There are five sets of Malaysia’s unemployment rate and three forecasting methods being used which are Naïve, Simple Exponential Smoothing (SES) and Holt’s method. The forecasting model was then selected based on the smallest accuracy measures. The results indicated that Holt’s is the optimal model in forecasting the overall yearly unemployment rate, male yearly unemployment rate and overall quarterly unemployment rate. Furthermore, for female yearly unemployment rate and overall monthly unemployment rate, the best forecasting method was SES. Meanwhile, the overall unemployment rate of Malaysia in year 2016 was predicted to be 2.9% while 3.4% was estimated to be the value of unemployment rate for second hal...

Research paper thumbnail of Behaviours of Bursa Malaysia: a Multidimensional Network Analysis

International Journal of Engineering & Technology

In current practice, the similarities between two or more univariate time series of stocks are de... more In current practice, the similarities between two or more univariate time series of stocks are determined by using the Pearson correlation coefficient (PCC). However, the economic information might be misleading if the analysis applies only the univariate time series of stock price, as each stock is denoted by four types of prices. Therefore, multidimensional of stocks are taken into account in this paper. The similarities between two or more multi-dimensional of stocks are quantified by using Random Vector (RV) coefficient. Additionally, an algorithm is proposed due to the computational of RV coefficient is tedious and time-consuming when a large number of stocks are included. In this paper, the Malaysian stock network analysis in univariate and multivariate setting are conducted and analysed by using the PCC, RV coefficient, forest of all possible MSTs and centrality measures. In summary, there is some important economic information could not be brought out by univariate network a...

Research paper thumbnail of Granger Causality Analysis on PLUS Highway Traffic Network

International Journal of Engineering & Technology

PLUS Malaysia Berhad (PMB) is the largest toll expressway operator in Malaysia and South East Asi... more PLUS Malaysia Berhad (PMB) is the largest toll expressway operator in Malaysia and South East Asia. Based on this reputation, PLUS handled thousands of vehicles every day. It covers the in-coming and out-coming traffic burdens from the northern areas to the southern areas. In order to manage these traffic burdens, toll plazas are located along this highway. Previous studies revealed that some of these toll plazas are important in managing the traffic burdens. This study analyze the importance of Skudai (SKD) toll plaza in Johor from 2009 until 2013. The causal relationship between SKD toll plaza with other toll plazas in Johor is studied to determine if there is any potential correlation or relationship of SKD with other toll plazas by using the Granger causality analysis. The findings show that there is a bidirectional Granger causality between SKD and Tangkak (TGK) as well as Machap (MAC) toll plazas. Meanwhile, there is only a unidirectional Granger causality between SKD and Yon...

Research paper thumbnail of Multidimensional Minimal Spanning Tree: The Bursa Malaysia

Journal of Science and Technology

The stock market has constituted a complex system since the interrelationships among the stocks a... more The stock market has constituted a complex system since the interrelationships among the stocks are complicated and unpredictable. Moreover, the stock price does not stagnate at a certain price all the time but the price keeps changing from minute to minute during the transaction hours. Thus, it is quite difficult to indicate which stock influences the performances of other stocks as well as the behaviours of the stocks in a network. The economic information might be misleading and incomplete if the analysis applies with univariate time series of stock price only as each stock is represented by four features of the price. To obtain the complete information of the Bursa Malaysia stock network as well as the interrelationships among the stocks, multivariate time series of stocks are measured by using RV coefficient. Besides, minimum spanning tree and centrality measures are applied in this paper in order to construct the stock network virtually and determine the behaviours of the stocks by using the recent data of top 100 stocks in Bursa Malaysia.

Research paper thumbnail of PLUS highway network analysis: Case of in-coming traffic burden in 2013

AIP Conference Proceedings

Research paper thumbnail of The FGVH and GDEX Stock Price Modeling Using ARIMA and Holt’s Linear Trend Methods

Research paper thumbnail of Survey on awareness and understanding on goods and services tax

The purpose of this study is to determine the level of public awareness on the implementation of ... more The purpose of this study is to determine the level of public awareness on the implementation of good and services tax (GST) and public understanding on issues of GST. The data was collected from citizens in Parit Raja, Batu Pahat. The methods applied for this study are descriptive statistics, Chi-square test, Cramer’s Contingency Coefficient test and Kruskal-Wallis test. The results from this study show that majority of the respondents, aware about the GST but their understanding about GST is low

Research paper thumbnail of Study on Public Awareness and Perception on the Spreading of COVID-19 in Johor, Malaysia

Enhanced Knowledge in Sciences and Technology, Jul 29, 2021

Research paper thumbnail of Survey on awareness and understanding on goods andservices tax implementation in Malaysia

Faculty Of Applied Sciences And Technology, 2019

Research paper thumbnail of Time series behaviour of the number of Air Asia passengers: A distributional approach

The common practice to time series analysis is by fitting a model and then further analysis is co... more The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.

Research paper thumbnail of Malaysia commercial flight passengers' safety (NEWS)

2012 International Conference on Statistics in Science, Business and Engineering (ICSSBE), 2012

Research paper thumbnail of Work Attitude among Malaysian Academicians in the Public Universities: A Social Network Analysis

This study dealt with a social network analysis approach to comprehend the work attitude amongst ... more This study dealt with a social network analysis approach to comprehend the work attitude amongst academicians in the Malaysian public universities. This work attitude presented the psychological attachment between the employee and the organization. The organizational commitment and workplace spirituality amongst the academicians were highlighted here. A total of 40 factors were found to represent four groups of workplace spirituality and organizational commitment. The similarity amongst the factors was measured with two different kinds of associations. The best measure of association, which was the Tschuprow’s measure of association, showed better results than the other measure in measuring the correlation amongst the factors. The connections and relationships amongst the factors were studied by using minimum spanning trees (MST). The interpretation of the MST was conducted by using the overall centrality measure.

Research paper thumbnail of Malaysia tourism demand forecasting by using time series approaches

Research paper thumbnail of Survey on Kuala Lumpur to Singapore high-speed rail (KL-SG HSR) project among Pagoh residents

The Kuala Lumpur to Singapore high-speed rail (KL-SG HSR) project is the first HSR that will be b... more The Kuala Lumpur to Singapore high-speed rail (KL-SG HSR) project is the first HSR that will be built in Malaysia. This project aim is to facilitate the journey between Malaysia and Singapore. The total length of the KL-SG HSR project is 350 kilometers, it covers 335 kilometers in Malaysia and 15 kilometers in Singapore which can shorten the traveling time between Malaysia and Singapore within 90 minutes compared to four or five hours taken currently by road, seven hours by classic rail service or three hours by air transport. The issues about the HSR project started after the 14th general election when Tun Dr. Mahathir said that this project was not necessary and could be scrapped. After two weeks later, Tun Dr. Mahathir Mohamad clarified that this HSR project was not being scrapped but merely postponed for a few years. Because of this situation, it is crucial to get public opinion and reaction regarding this issue. The study focuses on the public’s opinion toward the HSR project a...

Research paper thumbnail of Modeling medical data using logistics model

The new technique in data robustness, the least quartile difference (LQD) regression modeling and... more The new technique in data robustness, the least quartile difference (LQD) regression modeling and the widely used model, logit modeling have been studied in analyzing the nonlinear modeling. Research of these nonlinear models covered its discoveries, functions of models, assumption of residuals, probability distributions and the estimation techniques. A case study using the two methods of modeling as mentioned above was carried out. The comparison between the least quartile difference (LQD) regression modeling and logit modeling were done to find the better model by using the percentage of accuracy. After comparing the two models, it was found that the least quartile difference (LQD) regression modeling appeared to be the better model, having the highest probability of accuracy and can be proposed as the new effective model.

Research paper thumbnail of PLUS traffic highway: an analysis based on time series similarity approach

Highway is the backbone of a country's transportation system. The highway development is very... more Highway is the backbone of a country's transportation system. The highway development is very important to a country to overcome the demand for efficient road transportation. Better interconnected road network is crucial to increase the economic activities and social development in a country. The Malaysian government is highly committed towards the development of road network. Projek Lebuhraya Usahasama Berhad (PLUS) is one of the highway operators in Malaysia. It is also the largest highway concessionary or Build-Operate-Transfer (BOT) operator company in Malaysia. As the largest highway concessionary in Malaysia, the network analysis of PLUS highway development was studied in this study. The data used were based on the number of vehicles that enter and exit each PLUS toll Plazas from Juru (JRU) toll plaza to Skudai (SKD) toll plaza. The relationships between the toll plazas were studied by using minimal spanning trees and the overall centrality measures were used to determine ...

Research paper thumbnail of Network Topology of People NEWS

The new method in a survey on public opinion called People NEWS will be highlighted. The applicat... more The new method in a survey on public opinion called People NEWS will be highlighted. The application of NEWS which stand for needs, expectations, wants and satisfaction will be highlighted in the process of air travel in Malaysia. The passenger’s opinions according to their NEWS from the first stage process at the departure airport until the final process at the arrival airport will be discussed based on their network topology. The information from the NEWS network can be filtered by using the minimal spanning tree and the description about the behaviour of the network can be explained by using centrality measures. Some important results and recommendations based on passenger’s NEWS for Malaysian commercial flights will be highlighted.

Research paper thumbnail of Monitoring variability in complex manufacturing process: data analysis viewpoint with application

International Journal of Supply Chain Management, 2019

To relate the control limits of Shewhart-type chart to the p-value, the control charting techniqu... more To relate the control limits of Shewhart-type chart to the p-value, the control charting techniques were constructed based on statistical inference scheme. However, in daily practice of complex process variability (CPV) monitoring operation, these limits have nothing to do with the p-value. We cannot put any number to p. Instead, p is just read as “most probably”. These words mean that in practice we are finally working under data analysis scheme instead. For this reason, in this paper we introduce the application of STATIS in CPV monitoring operation. It is a data analysis method to label the sample(s) where anomalous covariance structure occurs. This method is algebraic in nature and dominated by principal component analysis (PCA) principles. The relative position of a covariance matrix among others is visually presented along the first two eigenvalues of the so-called “scalar product matrix among covariance matrices”. Its strength will be illustrated by using a real industrial ex...

Research paper thumbnail of The most important centrality measures in PLUS highway traffic network: An approach based on effective variance

AIP Conference Proceedings

Highway network is important to most developing countries. With the increase of traffic burden on... more Highway network is important to most developing countries. With the increase of traffic burden on highway network, it can be a benchmark for these developing countries to measure their level of development. It is hard to analyze the highway traffic network since it comes from a complex network. This network connected all toll plazas and comes out with thedynamic network. In this study, we will learn to understand the PLUS highway traffic network. The information in the network topology of PLUS highway network can be filtered with the application of minimum spanning trees (MST). The network topology will be based on in-coming and out-coming traffic burden from 2009 until 2013. The incoming and out-coming traffic burden of each toll plazas are referredonthe total number of vehicles thatcome in and out over the corresponding toll plazas. Centrality measures are used to interpret these filtered networks. Then, themost important centrality measures can be determined by using the effective variance (EV) and effective vector variance (EVV) approach. The results will help the PLUS highway management to improve their policies and services in the future.

Research paper thumbnail of Clustering for Binary Data Sets by Using Genetic Algorithm-Incremental K-means

Journal of Physics: Conference Series

This research was initially driven by the lack of clustering algorithms that specifically focus i... more This research was initially driven by the lack of clustering algorithms that specifically focus in binary data. To overcome this gap in knowledge, a promising technique for analysing this type of data became the main subject in this research, namely Genetic Algorithms (GA). For the purpose of this research, GA was combined with the Incremental Kmeans (IKM) algorithm to cluster the binary data streams. In GAIKM, the objective function was based on a few sufficient statistics that may be easily and quickly calculated on binary numbers. The implementation of IKM will give an advantage in terms of fast convergence. The results show that GAIKM is an efficient and effective new clustering algorithm compared to the clustering algorithms and to the IKM itself. In conclusion, the GAIKM outperformed other clustering algorithms such as GCUK, IKM, Scalable K-means (SKM) and K-means clustering and paves the way for future research involving missing data and outliers.

Research paper thumbnail of Forecasting of Unemployment Rate in Malaysia Using Exponential Smoothing Methods

International Journal of Engineering & Technology

One of the issues that triggers worlds lately is the increasing rate of the unemployment rate. Co... more One of the issues that triggers worlds lately is the increasing rate of the unemployment rate. Consequently, this research objective is to compare the most accurate forecast method and to find the most suitable period to predict the future of Malaysia’s unemployment rate in 2016. There are five sets of Malaysia’s unemployment rate and three forecasting methods being used which are Naïve, Simple Exponential Smoothing (SES) and Holt’s method. The forecasting model was then selected based on the smallest accuracy measures. The results indicated that Holt’s is the optimal model in forecasting the overall yearly unemployment rate, male yearly unemployment rate and overall quarterly unemployment rate. Furthermore, for female yearly unemployment rate and overall monthly unemployment rate, the best forecasting method was SES. Meanwhile, the overall unemployment rate of Malaysia in year 2016 was predicted to be 2.9% while 3.4% was estimated to be the value of unemployment rate for second hal...

Research paper thumbnail of Behaviours of Bursa Malaysia: a Multidimensional Network Analysis

International Journal of Engineering & Technology

In current practice, the similarities between two or more univariate time series of stocks are de... more In current practice, the similarities between two or more univariate time series of stocks are determined by using the Pearson correlation coefficient (PCC). However, the economic information might be misleading if the analysis applies only the univariate time series of stock price, as each stock is denoted by four types of prices. Therefore, multidimensional of stocks are taken into account in this paper. The similarities between two or more multi-dimensional of stocks are quantified by using Random Vector (RV) coefficient. Additionally, an algorithm is proposed due to the computational of RV coefficient is tedious and time-consuming when a large number of stocks are included. In this paper, the Malaysian stock network analysis in univariate and multivariate setting are conducted and analysed by using the PCC, RV coefficient, forest of all possible MSTs and centrality measures. In summary, there is some important economic information could not be brought out by univariate network a...

Research paper thumbnail of Granger Causality Analysis on PLUS Highway Traffic Network

International Journal of Engineering & Technology

PLUS Malaysia Berhad (PMB) is the largest toll expressway operator in Malaysia and South East Asi... more PLUS Malaysia Berhad (PMB) is the largest toll expressway operator in Malaysia and South East Asia. Based on this reputation, PLUS handled thousands of vehicles every day. It covers the in-coming and out-coming traffic burdens from the northern areas to the southern areas. In order to manage these traffic burdens, toll plazas are located along this highway. Previous studies revealed that some of these toll plazas are important in managing the traffic burdens. This study analyze the importance of Skudai (SKD) toll plaza in Johor from 2009 until 2013. The causal relationship between SKD toll plaza with other toll plazas in Johor is studied to determine if there is any potential correlation or relationship of SKD with other toll plazas by using the Granger causality analysis. The findings show that there is a bidirectional Granger causality between SKD and Tangkak (TGK) as well as Machap (MAC) toll plazas. Meanwhile, there is only a unidirectional Granger causality between SKD and Yon...

Research paper thumbnail of Multidimensional Minimal Spanning Tree: The Bursa Malaysia

Journal of Science and Technology

The stock market has constituted a complex system since the interrelationships among the stocks a... more The stock market has constituted a complex system since the interrelationships among the stocks are complicated and unpredictable. Moreover, the stock price does not stagnate at a certain price all the time but the price keeps changing from minute to minute during the transaction hours. Thus, it is quite difficult to indicate which stock influences the performances of other stocks as well as the behaviours of the stocks in a network. The economic information might be misleading and incomplete if the analysis applies with univariate time series of stock price only as each stock is represented by four features of the price. To obtain the complete information of the Bursa Malaysia stock network as well as the interrelationships among the stocks, multivariate time series of stocks are measured by using RV coefficient. Besides, minimum spanning tree and centrality measures are applied in this paper in order to construct the stock network virtually and determine the behaviours of the stocks by using the recent data of top 100 stocks in Bursa Malaysia.

Research paper thumbnail of PLUS highway network analysis: Case of in-coming traffic burden in 2013

AIP Conference Proceedings