Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST)

Mahamood, Fatin Nur Amirah and Bahaludin, Hafizah and Abdullah, Mimi Hafizah (2019) Network analysis of shariah-compliant stocks on Bursa Malaysia by using minimum spanning tree (MST). In: The 4th Innovation and Analytics Conference & Exhibition (IACE 2019), 25th–28th March 2019, Sintok, Kedah.

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Abstract

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.

Item Type:	Conference or Workshop Item (Plenary Papers)
Additional Information:	9007/74473
Uncontrolled Keywords:	Network analysis, shariah-compliant stocks, Bursa Malaysia , minimum spanning tree, MST
Subjects:	Q Science > QA Mathematics > QA276 Mathematical Statistics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Science Kulliyyah of Science > Department of Computational and Theoretical Sciences
Depositing User:	Hafizah Bahaludin
Date Deposited:	30 Sep 2019 10:45
Last Modified:	07 Jan 2020 17:30
URI:	http://irep.iium.edu.my/id/eprint/74473

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