Multivariate outlier detection in currency exchange rate

In correlation networks analysis, the influential currencies is usually identified by using minimal spanning tree (MST) to filter the important information followed by the centrality measures analysis.In this paper, we introduce an analysis to identify the currencies that might have different behavi...

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Bibliographic Details
Main Authors: Sharif, Shamshuritawati, Djauhari, Maman. A., Yusoff, Nur Syahidah
Format: Article
Language:en
Published: IJENS Publisher, Rawalpindi, Pakistan 2013
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/21567/1/IJBAS-IJENS%20%2013%201%20%202013%20%201%205.pdf
https://repo.uum.edu.my/id/eprint/21567/
http://www.ijens.org/Vol_13_I_01/1215906-1301-4747-IJBAS-IJENS.pdf
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