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Dergiler / Hacettepe Journal of Mathematics and Statistics / 2018 / Cilt: 47 - Sayı: 4

Hierarchies in communities of Borsa Istanbul Stock Exchange

Mehmet Ali BALCI
Sayfa
921–936
Yayın Tarihi
2022-10-18
DOI
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Yapay Zeka Hızlı Bakış & Çıkarımlar

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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

The results suggest that the approach is demonstrably effective for Borsa Istanbul sessionally data returns.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Nowadays, increase of the analyzing stock markets as complex systems lead graph theory to play key role.
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Temel Bulgular & Veri:For instance detecting graph communities is an important task in the analysis of stocks, and minimum spanning trees let us to get important information for the topology of the market.
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Sonuç & Katkı:The results suggest that the approach is demonstrably effective for Borsa Istanbul sessionally data returns.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Financial networks · Graph communities · Hierarchy structures

Abstract

Nowadays, increase of the analyzing stock markets as complex systems lead graph theory to play key role. For instance detecting graph communities is an important task in the analysis of stocks, and minimum spanning trees let us to get important information for the topology of the market. In this paper, we introduce a method to build a connected graph representation of Borsa Istanbul based on the spectrum. We, then, detect graph communities and internal hierarchies by using the minimum spanning trees. The results suggest that the approach is demonstrably effective for Borsa Istanbul sessionally data returns.

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Bu Makaleye Atıf Yap

BALCI, M. A. (2022). Hierarchies in communities of Borsa Istanbul Stock Exchange. Hacettepe Journal of Mathematics and Statistics, Cilt: 47 - Sayı: 4, 921–936. https://ajindex.com/articles/529881

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Kaynakça (14)

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