Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 181
Analysis of Casablanca Stock Market Topology Based on Hierarchical Clustering and Network Theory
Jaouad Madkour, Cherif El Msiyah, Ali Ait Lahcen, Ayoub Kyoud, Younes Berouaga
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 24, 2022
March 03, 2165
April 15, 2165

Abstract: Numerous data analysis approaches are currently being used to analyse data within different domains. Among all these approaches, clustering and network analysis are the most used. They are typically adopted in order to group data based on their similarities and assess the interrelations between them. The aim of this study is to apply the Agglomerative Hierarchical Clustering implemented on Dynamic Time Warping distance matrix to investigate the dynamics within Casablanca Stock Exchange, a survey that was performed over various trends deducted from Bai and Perron (2003) Break-point ...