Add to ORKGIn 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 behaviour compared to the others which is also conducted based on MST by using outlier labelling and testing.A case study on 78 currency exchange rate will be reported and discussed
The outlier detection in the field of data mining and Knowledge Discovering from Data (KDD) is captu...
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are ...
Correlation network based on similarity is the common approach in financial network analyses where t...
In correlation networks analysis, the influential currencies is usually identified by using minimal ...
This paper analyses a correlation network of world currency exchange rate. We examine the network to...
In this paper we use a network topology approach to examine the interrelationship of 55 world curren...
A currency exchange rate is the price of one country's currency in terms of another country's curren...
In this study, the existences of k-upper outliers are investigated in distribution samples of gamma,...
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxono...
In this paper we use a network topology approach to examine the interrelationship of 55 world curren...
We modeled the currency networks through the use of REER (real effective exchange rate) instead of a...
This project studies and implements the clustering methods introduced by Fenn et al. to detect corre...
This paper proposes an improvement to the method for clustering exchange rates given by D. J. Fenn e...
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. ...
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. ...
The outlier detection in the field of data mining and Knowledge Discovering from Data (KDD) is captu...
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are ...
Correlation network based on similarity is the common approach in financial network analyses where t...
In correlation networks analysis, the influential currencies is usually identified by using minimal ...
This paper analyses a correlation network of world currency exchange rate. We examine the network to...
In this paper we use a network topology approach to examine the interrelationship of 55 world curren...
A currency exchange rate is the price of one country's currency in terms of another country's curren...
In this study, the existences of k-upper outliers are investigated in distribution samples of gamma,...
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxono...
In this paper we use a network topology approach to examine the interrelationship of 55 world curren...
We modeled the currency networks through the use of REER (real effective exchange rate) instead of a...
This project studies and implements the clustering methods introduced by Fenn et al. to detect corre...
This paper proposes an improvement to the method for clustering exchange rates given by D. J. Fenn e...
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. ...
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. ...
The outlier detection in the field of data mining and Knowledge Discovering from Data (KDD) is captu...
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are ...
Correlation network based on similarity is the common approach in financial network analyses where t...