The Kuala Lumpur Stock Exchange (KLSE) is the big data that need to be stored, processed and analyzed as it trade day-to-day. Analyzing and finding similar components (stock market price) may assist investor. However, it is not easy to find the similar components in the KLSE. This is because the components in the KLSE are changing everyday in the market. This paper focus is on using the Hadoop ...

This study employed the Hinich portmanteau bicorrelation test (Hinich and Patterson, 1995; Hinich, 1996) as a diagnostic tool to determine the adequacy of the GARCH model in describing the returns generating process of Malaysia’s stock market, specifically the Kuala Lumpur Stock Exchange Composite Index (KLSE CI). The bicorrelation results demonstrated that, while GARCH model is commonly applie...

Neural networks have been actively researched by computer scientists and engineers for many years. They have captured the attention of business community in recent years and potential applications of the technology have emerged, such as the application of neural networks in forecasting. In this paper, based on the rescaled range analysis, the indices of Kuala Lumpur Stock Exchange (KLSE) are pr...

The worldwide increase in share price volatility in recent years has stimulated an abundance of research in an effort to understand individual share price volatility in international markets. The objectives of this study are: (i) to isolate factors suggested by investment theories and practices and to observe their ability to jointly explain share price volatility on the developing Kuala Lumpur...

This paper presents the research of neural networks as applied in equity forecast ing in an emerging market such as the Kuala Lumpur Stock Exchange KLSE Backpropagation neural networks are used to capture the relationship between the technical indicators and the levels of the KLSE index over time The exper iment shows that useful predictions can be made without the use of extensive market data ...

Pandemik COVID-19 telah memberi kesan negatif terhadap sektor kewangan dan ekonomi dunia. Secara umumnya, pelabur akan mula melabur dalam aset berisiko rendah seperti emas minyak mentah ketika tidak stabil. Oleh itu, kajian ini bertujuan untuk mengkaji hubungan komoditi indeks Bursa Malaysia KLCI (KLSE) menentukan sifat Barrick Gold Corp (GOLD) harga hadapan (WTI). Hubungan antara KLSE, GOLD WT...

Application of a spectrally efficient coded modulation technique called Trellis Coded Modulation (TCM) to optical Differential Quadrature Phase Shift Keying (oDQPSK) is discussed. Symbol Error Rate (SER) performance of the resultant system in the presence of Amplified Spontaneous Emission (ASE) noise is evaluated using the Karhunene Loeve Series Expansion (KLSE) method. Optical Signal to Noise ...

Purpose – The purpose of this paper is to examine the extent to which the capital control measures implemented by the Malaysian central bank in late 1998 had an influence on segmenting the Malaysian equity market from other major equity markets. Design/methodology/approach – The S&P 500, the Nikkei 225 Index, the STI Index and the KLSE Composite Index are considered. The discrete wavelet transf...

Traditionally, technical analysis approach, that predicts stock prices based on historical prices and volume, basic concepts of trends, price patterns and oscillators, is commonly used by stock investors to aid investment decisions. Advanced intelligent techniques, ranging from pure mathematical models and expert systems to neural networks, have also been used in many financial trading systems ...