Talking Circle: PPIM Colloquium (01/2023) / Nor Ashikin Sahrom, Nadiah Mohamed and Nurul Aityqah Yaacob

College of Computing, Informatics and Media Studies UiTM Negeri Sembilan Kampus Kuala Pilah have organized the Talking Circle: FSKM Colloquium (01/2023) on 2nd February 2023. This colloquium was held online on Google Meet from 9 to 10 a.m. For this colloquium, there are two presenters. Dr. Yusrina b...

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Bibliographic Details
Main Authors: Sahrom, Nor Ashikin, Mohamed, Nadiah, Yaacob, Nurul Aityqah
Format: Monograph
Language:English
Published: Universiti Teknologi MARA, Negeri Sembilan 2023
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/82055/1/82055.pdf
https://ir.uitm.edu.my/id/eprint/82055/
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Summary:College of Computing, Informatics and Media Studies UiTM Negeri Sembilan Kampus Kuala Pilah have organized the Talking Circle: FSKM Colloquium (01/2023) on 2nd February 2023. This colloquium was held online on Google Meet from 9 to 10 a.m. For this colloquium, there are two presenters. Dr. Yusrina binti Andu who was the first speaker, and his presentation was titled Nonstationary daily healthcare stock market price using non-transformed dimension reduction technique. The dimensionality reduction of nonstationary stock market price was performed by using generalized dynamic principal component (GDPC), adapting Brillinger dynamic principal component (BDPC) concept based on the reconstruction of the stock market price. The results shows that GDPC have a higher percentage of explained variance percentage (above 90%) and lower mean squared error among the other methods. Thus, this shows that a direct application may also achieved better result performance.