Mohd Tahir Ismail

Study of Bitcoin volatility dynamics: MSGARCH model approach

2021 · AIP conference proceedings

This paper investigated the existence of structural break and impact of Gold and Platinum value on Bitcoin value. We also examined changes in the regime using three MSGARCH models, namely single-regime, two-regime, and three-regime, and …

Evaluation of clustering approach with euclidean and Manhattan distance for outlier detection

2021 · AIP conference proceedings

This paper presents the results of the seaweed drying data. We compared the two main approaches to clustering analysis between K-Means and (Partitioning Around Medoid) PAM. In agriculture, Clustering application is the method of finding …