Network Analysis of Shariah-compliant Stocks on Bursa Malaysia by using Minimum Spanning Tree (MST)

被引：2
|
作者：
Mahamood, Fatin Nur Amirah [1 ]
Bahaludin, Hafizah [1 ]
Abdullah, Mimi Hafizah [1 ]
机构：
[1] Int Islamic Univ Malaysia, Kulliyyah Sci, Dept Computat & Theoret Sci, Kuantan 25200, Pahang, Malaysia
来源：
4TH INNOVATION AND ANALYTICS CONFERENCE & EXHIBITION (IACE 2019) | 2019年 / 2138卷
关键词：
HIERARCHICAL STRUCTURE; CENTRALITY;
D O I：
10.1063/1.5121093
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
In this study, a financial network of stocks traded in Bursa Malaysia was constructed using a minimum spanning tree (MST) method. The network constructed focuses on the companies that are listed in the shariah-compliant measures degree, betweenness and closeness centrality were used to determine the most influential stock. The financial network helps market participants by providing an overview of correlations of stocks and identifying the stocks that have major roles in the market as well as presents as a platform for the design of investment tactics.
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页数：6
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