CHARACTERISTICS ANALYSIS ON GLOBAL STOCK MARKETS DURING FINANCIAL CRISIS 2008 BY USING RMT-LOUVAIN/LPAM+/COMBO-WAVELET COHERENCE

CHARACTERISTICS ANALYSIS ON GLOBAL STOCK MARKETS DURING FINANCIAL CRISIS 2008 BY USING RMT-LOUVAIN/LPAM+/COMBO-WAVELET COHERENCE

Study on stock market closing day prices was done for DAX, FTSE, HSI, Nikkei225, S&P500 and SSE Composite during June 2006-June 2011 which has a purpose to know about stock market characteristics during global financial crisis 2008. Four main steps of this study are data segmentation, data filte...

Saved in:

書目詳細資料
主要作者:	IQBAL ARRAFI'I (NIM : 10214081), MUHAMMAD
格式:	Final Project
語言:	Indonesia
主題:	Fisika
在線閱讀:	https://digilib.itb.ac.id/gdl/view/29255
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Institut Teknologi Bandung
語言:	Indonesia

相似書籍

RANDOM NOISE EFFECT IDENTIFICATION ON STOCK MARKET EFFICIENCY USING MST AND RMT+MST IN 21 STOCK EXCHANGES AROUND THE WORLD
由: Genta Ananda, Feby

WAVELET COHERENCE METHOD FOR COMOVEMENT ANALYSIS OF SECTORAL STOCK PRICE INDICES AGAINST RUPIAH EXCHANGE RATE IN 2015 AND 2018 DOUBLE CRISIS EVENT
由: Nadhila Zatudina, Siti

Comovement Analysis of Islamic Stock Jakarta Islamic Index (JII) on Rupiah Exchange Rate During Rupiah Crisis of the 2015 and 2018 Periode using a Wavelet Coherence Method
由: Eny Fitria, Lailatul

COMOVEMENT ANALYSIS OF GLOBAL CRUDE OIL PRICES AGAINST STOCK PRICES OF CERTAIN OIL AND GAS COMPANIES USING WAVELET COHERENCE
由: Zakiy Muyamman, Ahmad

COMOVEMENT AND VOLATILITY ANALYSIS USING THE WAVELET COHERENCE METHOD (CASE STUDY OF WORLD OIL, GOLD, AND RUPIAH EXCHANGE RATE PRICES FOR LQ45 STOCK PRICE INDEX)
由: Ahsanah, Adilah

ANALYSIS OF BITCOIN COMOVEMENT WITH FUNDAMENTAL FACTORS AND 10 CRYPTOCURRENCY IN THE BUBBLE AND CRASH EVENT THROUGH WAVELET COHERENCE METHOD
由: Yasir Hia, Khalili

DENOISE EFFECT WITH DAUBECHIES WAVELET ON THE PREDICTION ACCURACY OF THE SVR METHOD (CASE STUDY: SOCMED STOCKS)
由: Wahyudi, Firman

COMOVEMENT ANALYSIS OF 5 STATE-OWNED INFRASTRUCTURE COMPANIES AGAINST RUPIAHâS EXCHANGE RATE DURING 2015-2018 USING WAVELET COHERENCE METHOD
由: Rizqita Raharja, Ahmad

ANALYSIS OF STOCKASTIC DYNAMICS IN SECTORAL LQ45 STOCK USING WAVELET TRANSFORMATION AND SUPPORT VECTOR REGRESSION (CASE STUDY ON ROA-ROE-NPM-EPS)
由: Mulia Arti, Halinda

PENERAPAN TRANSFORMASI WAVELET UNTUK REDUKSI SPEKEL, ESTRAKSI CIRI DAN SEGMENTASI CITRA BERDASARKAN TEKSTUR
由: Kun Wardana Abyoto, R.

ANALYSIS OF STOCKS MOVEMENTS USING DEEP LEARNING
由: Harapan Pangihutan, Rio

STOCK PORTOFOLIO VALUE AT RISK MINIMIZATION USING COMBINED METHOD OF GENETIC ALGORITHM AND SIMULATED ANNEALING
由: Unsulangi, Kevin

ANALYSIS OF NEWS SENTIMENT ON STOCK PRICE DYNAMICS USING LONG SHORT-TERM MEMORY (LSTM) NETWORKS
由: Dewi Nadhifa, Angghita

ANALYSIS OF STOCK PORTFOLIO OPTIMIZATION ON JAKARTA ISLAMIC INDEX USING SIMULATED ANNEALING AND GENETIC ALGORITHM METHOD
由: Bintang Ramadhanti, Nadya

ANALYSIS OF GLOBAL CRUDE OIL PRICE MOVEMENTS AND THEIR EFFECTS ON OIL AND GAS COMPANY STOCK PRICES IN INDONESIA
由: Zakiy Muyamman, Ahmad

ANALYSIS OF THE EFFECT OF SVR KERNEL PARAMETERS VARIATION & DATASET RATIO IN OPTIMIZING BANK STOCK PRICE PREDICTION
由: Lokheswara Renanda, Enggar

ANALYSIS OF KERNEL FUNCTION VARIATIONS ON AGRICULTURAL INDUSTRY SECTOR STOCK PREDICTION USING SUPPORT VECTOR REGRESSION METHOD
由: Rahmah, Gesti

ANALYSIS OF CHARACTERISTIC OF GLOBAL STOCK INDEX AND PRECIOUS METAL PRICE RESPECT TO THE FALLING WORLD OIL PRICE IN THE YEAR OF 2016
由: Illahi, Fajri

MODELING THE WAVE FUNCTION ON SURROUNDING-GATE-MOSFET
由: Iqbal Ibrahim, Mohammad

NETWORK PARAMETERS ANALYSIS OF THE BRAZIL NUT EFFECT PHENOMENON ON BINARY MIXTURE TWO-DIMENSIONAL GRANULAR SYSTEMS
由: Iqbal Rahmadhan Putra, Muhammad

STOCK PRICE MOVEMENT PREDICTION IN INDONESIA USING SUPPORT VECTOR MACHINE
由: Irzky Ardyanta, Ervandio

KONTROL KINEMATIKA DARI ALAT BANTU MOBILITAS BAGI PENYANDANG DISABILITAS MENGGUNAKAN LOGIKA FUZZY
由: Mauludi (Ben Gurion), M.Iqbal

ANALYSIS OF STOCK PORTFOLIO OPTIMIZATION USING THE COMBINATION OF GENETIC ALGORITHM AND SIMULATED ANNEALING METHODS WITH THE PERFORMANCE COMPARISON OF PORTFOLIO TOWARDS EQUITY FUNDS (CASE STUDIES OF LQ45 INDEX AND JII)
由: Rizki Utami, Adela

IMPLEMENTATION OF PARALLEL LOUVAIN ALGORITHM USING MULTI-GPU
由: Bezalel Iman Gustaman, Steve

2008 financial crisis and stock markets intertemporal linkages across Asia and U.S.
由: Wang, Binzhu, et al.
出版: (2011)

Corrections to LRT on large-dimensional covariance matrix by RMT
由: Bai, Z., et al.
出版: (2014)

An Application of Louvain Method on Overlapping Community Detection to Improve The Detection Time
由: Syamsu - NIM: 23516050, Rosalina

Employee stock options and the impact on firm performance after the global financial crisis in 2008.
由: Tan, Sing Nan., et al.
出版: (2012)

THE STUDY OF STRESS DISTRIBUTION AROUND A WELLBORE WHILE DOING HYDRAULIC FRACTURING
由: Rofi Mufdhila, Ardhi

MUSI RIVER PHENOMENON IN PHYSICS
由: Muthmainah

PROPS FOR OBSERVE THE KINETIC FRICTION COEFFICIENT DEPEND ON THE RATE
由: Anggraini, Radhiah

THE DEVELOPMENT OF STEM-BASED LEARNING MATERIALS FOR HIGH SCHOOL STUDENTS
由: Kurniawati, Hani

CALCULATING NUCLEI DEFORMATION ENERGY USING DROPLET SHAPED MONTE CARLO
由: Misrano Khanwijaya, Kevin

SIMULATION OF OBJECT MOTION WITH FRICTION ON A QUARTER CIRCLE USING VBA MACRO FOR EXCEL
由: Hadijah Binti Marfin, Sitti

DEVELOPMENT OF FAST, CONTROLLED, AND HIGH ACCURACY DEAD-END BASED SYSTEM TO EVALUATE AND ANALYZE THE FLUX AND CLOGGING MECHANISM OF WATER FILTER MEMBRANE
由: Shaf, Rachman

THE CHARACTERIZATION OF PARTICULATE MATTER SENSOR SPS30 AND ITS APPLICATION FOR FILTER TEST AND AIR POLLUTION MONITORING
由: Wibowo, Harianto

SIMULATION OF ONE-DIMENSIONAL IDEAL GAS WITH THE VARIATION OF PARTICLE SIZE
由: Fandi Kurnia, Mohammad

DYNAMICAL SYSTEM MINIMAL THEORY OF MASSIVE GRAVITY IN HIGHER DIMENSION
由: Khoirul Falah, Ahmad

HIGHER DIMENSIONAL TORSION SCALAR THEORY
由: Hidayah Alineng, Rahmat

SOLID-LIQUID INTERACTION SIMULATIONS AND EXPERIMENTS ON MSRâS (MOLTEN SALT REACTOR) FREEZE PLUG VALVE USING MPS (MOVING PARTICLE SEMI-IMPLICIT) METHOD
由: Ifthacharo, Melati