Yıl 2018, Cilt 47, Sayı 4, Sayfalar 921 - 936 2018-08-01

Hierarchies in communities of Borsa Istanbul Stock Exchange

Mehmet Ali Balcı [1]

5 14

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.
Financial networks, Graph communities, Hierarchy structures, Spectral graph theory, Minimum spanning trees
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Birincil Dil en
Konular Matematik ve İstatistik
Dergi Bölümü İstatistik
Yazarlar

Yazar: Mehmet Ali Balcı (Sorumlu Yazar)

Bibtex @araştırma makalesi { hujms453129, journal = {Hacettepe Journal of Mathematics and Statistics}, issn = {1303-5010}, address = {Hacettepe Üniversitesi}, year = {2018}, volume = {47}, pages = {921 - 936}, doi = {}, title = {Hierarchies in communities of Borsa Istanbul Stock Exchange}, key = {cite}, author = {Balcı, Mehmet Ali} }
APA Balcı, M . (2018). Hierarchies in communities of Borsa Istanbul Stock Exchange. Hacettepe Journal of Mathematics and Statistics, 47 (4), 921-936. Retrieved from http://dergipark.gov.tr/hujms/issue/38872/453129
MLA Balcı, M . "Hierarchies in communities of Borsa Istanbul Stock Exchange". Hacettepe Journal of Mathematics and Statistics 47 (2018): 921-936 <http://dergipark.gov.tr/hujms/issue/38872/453129>
Chicago Balcı, M . "Hierarchies in communities of Borsa Istanbul Stock Exchange". Hacettepe Journal of Mathematics and Statistics 47 (2018): 921-936
RIS TY - JOUR T1 - Hierarchies in communities of Borsa Istanbul Stock Exchange AU - Mehmet Ali Balcı Y1 - 2018 PY - 2018 N1 - DO - T2 - Hacettepe Journal of Mathematics and Statistics JF - Journal JO - JOR SP - 921 EP - 936 VL - 47 IS - 4 SN - 1303-5010- M3 - UR - Y2 - 2016 ER -
EndNote %0 Hacettepe Journal of Mathematics and Statistics Hierarchies in communities of Borsa Istanbul Stock Exchange %A Mehmet Ali Balcı %T Hierarchies in communities of Borsa Istanbul Stock Exchange %D 2018 %J Hacettepe Journal of Mathematics and Statistics %P 1303-5010- %V 47 %N 4 %R %U
ISNAD Balcı, Mehmet Ali . "Hierarchies in communities of Borsa Istanbul Stock Exchange". Hacettepe Journal of Mathematics and Statistics 47 / 4 (Ağustos 2018): 921-936.