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.

引用

页数：6

共 49 条

[41] Analysis of under-connectivity in Autism using the minimum spanning tree: application on large multi-site dataset
Benabdallah, Fatima Zahra
El Maliani, Ahmed Driss
Lotfi, Dounia
Jennane, Rachid
El Hassouni, Mohammed
9TH INTERNATIONAL SYMPOSIUM ON SIGNAL, IMAGE, VIDEO AND COMMUNICATIONS (ISIVC 2018), 2018, : 296 - 299
[42] Functional brain network analysis using minimum spanning trees in Multiple Sclerosis: An MEG source-space study
Tewarie, P.
Hillebrand, A.
Schoonheim, M. M.
van Dijk, B. W.
Geurts, J. J. G.
Barkhof, F.
Polman, C. H.
Stam, C. J.
NEUROIMAGE, 2014, 88 : 308 - 318
[43] Dynamical mechanism in aero-engine gas path system using minimum spanning tree and detrended cross-correlation analysis
Dong, Keqiang
Zhang, Hong
Gao, You
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 465 : 363 - 369
[44] Systems with Discrete Interactions and Difference A Posteriori Algorithm (DAPOST)-Information Encoding Using Hypergraph and Critical Point for Network Formation as Minimum Spanning Tree Problem
Klonowski, Wlodzimierz
PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES, 2009, 8 : 596 - 600
[45] Network analysis of the foreign exchange market using minimum spanning trees constructed from the dynamic time warping distance measure
Landmesser-Rusek, Joanna Malgorzata
ARGUMENTA OECONOMICA, 2024, 52 (01):
[46] Disentangling age- and disease-related alterations in schizophrenia brain network using structural equation modeling: A graph theoretical study based on minimum spanning tree
Liu, Xinyu
Yang, Hang
Becker, Benjamin
Huang, Xiaoqi
Luo, Cheng
Meng, Chun
Biswal, Bharat
HUMAN BRAIN MAPPING, 2021, 42 (10) : 3023 - 3041
[47] Aberrant Structural Network Architecture in Leber's Hereditary Optic Neuropathy. Minimum Spanning Tree Graph Analysis Application into Diffusion 7T MRI
Jonak, Kamil
Krukow, Pawel
Karakula-Juchnowicz, Hanna
Rahnama-Hezavah, Mansur
Jonak, Katarzyna E.
Ste, Andrzej
Niedzialek, Anna
Toborek, Michal
Podkowinski, Arkadiusz
Symms, Mark
Grochowski, Cezary
NEUROSCIENCE, 2021, 455 : 128 - 140
[48] Classification of Alzheimer's Disease, Mild Cognitive Impairment, and Normal Controls With Subnetwork Selection and Graph Kernel Principal Component Analysis Based on Minimum Spanning Tree Brain Functional Network
Cui, Xiaohong
Xiang, Jie
Guo, Hao
Yin, Guimei
Zhang, Huijun
Lan, Fangpeng
Chen, Junjie
FRONTIERS IN COMPUTATIONAL NEUROSCIENCE, 2018, 12
[49] Quantitative and Qualitative Comparison of EEG-Based Neural Network Organization in Two Schizophrenia Groups Differing in the Duration of Illness and Disease Burden: Graph Analysis With Application of the Minimum Spanning Tree
Jonak, Kamil
Krukow, Pawel
Jonak, Katarzyna E.
Grochowski, Cezary
Karakula-Juchnowicz, Hanna
CLINICAL EEG AND NEUROSCIENCE, 2019, 50 (04) : 231 - 241

← 1 2 3 4 5 →