Yıl 2017, Cilt 3, Sayı 2, Sayfalar 104 - 109 2017-12-24

A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS
BORSA AĞLARININ TOPLULUKLARI İÇİN YENİ BİR TOPOLOJİK ÖLÇÜM

Ömer Akgüller [1] , Sinem Öcal [2] , Mehmet Ali Balcı [3]

151 194

Systems involving interactive actors such as food networks, scientific quotations, social networks, communications networks, the Internet and stock exchange networks have long been studied by many researchers under the concept of complex systems. Such systems are represented by weighted networks. The intensive connections and relationships between actors play a crucial role in forecasting or risk analysis. In this study; we propose a new approach to measure the hierarchical structure of the globally active stock market network. In this approach we propose, the relationship of 21 different world stock exchange markets to each other is determined by Pearson's correlations. Relevant stock network is based on a certain threshold value. At the same time, a new topological measure is used to characterize the interaction of the nodes of the graphical communities of the stock market, and this measure is examined for the time periods of 2008 global economic crisis.

Gıda ağları, bilimsel alıntılar, sosyal ağlar, haberleşme ağları, Internet ve borsa ağları gibi interaktif aktörleri içeren sistemler, karmaşık sistemlerin içeriği kapsamı altında pek çok araştırmacı tarafından incelenmiştir. Bu tür sistemler ağırlıklı ağlar tarafından temsil edilir. Aktörler arasındaki yoğun bağlantılar ve ilişkiler, tahmin veya risk analizinde önemli bir rol oynamaktadır. Bu çalışmada, aktif küresel borsa ağının hiyerarşik yapısını ölçmek için yeni bir yaklaşım önerilmiştir. Önerdiğimiz bu yaklaşımda, 21 farklı dünya borsa piyasalarının birbirleriyle ilişkisi Pearson ilişkileri tarafından belirlenmektedir. İlgili hisse senedi ağı belli bir eşik değerine dayanmaktadır. Aynı zamanda, borsa graf topluluklarının tepelerinin etkileşimini karakterize etmek için yeni bir topolojik ölçüm kullanılmaktadır ve bu ölçü 2008 yılı küresel ekonomik krizin zaman dilimleri için incelenmektedir.

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Konular Mühendislik ve Temel Bilimler
Dergi Bölümü Matematik
Yazarlar

Yazar: Ömer Akgüller
Ülke: Turkey


Yazar: Sinem Öcal

Yazar: Mehmet Ali Balcı

Bibtex @araştırma makalesi { muglajsci348054, journal = {Mugla Journal of Science and Technology}, issn = {2149-3596}, address = {Mugla Sitki Kocman University}, year = {2017}, volume = {3}, pages = {104 - 109}, doi = {10.22531/muglajsci.348054}, title = {A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS}, key = {cite}, author = {Akgüller, Ömer and Öcal, Sinem and Balcı, Mehmet Ali} }
APA Akgüller, Ö , Öcal, S , Balcı, M . (2017). A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS. Mugla Journal of Science and Technology, 3 (2), 104-109. DOI: 10.22531/muglajsci.348054
MLA Akgüller, Ö , Öcal, S , Balcı, M . "A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS". Mugla Journal of Science and Technology 3 (2017): 104-109 <http://dergipark.gov.tr/muglajsci/issue/32374/348054>
Chicago Akgüller, Ö , Öcal, S , Balcı, M . "A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS". Mugla Journal of Science and Technology 3 (2017): 104-109
RIS TY - JOUR T1 - A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS AU - Ömer Akgüller , Sinem Öcal , Mehmet Ali Balcı Y1 - 2017 PY - 2017 N1 - doi: 10.22531/muglajsci.348054 DO - 10.22531/muglajsci.348054 T2 - Mugla Journal of Science and Technology JF - Journal JO - JOR SP - 104 EP - 109 VL - 3 IS - 2 SN - 2149-3596- M3 - doi: 10.22531/muglajsci.348054 UR - http://dx.doi.org/10.22531/muglajsci.348054 Y2 - 2017 ER -
EndNote %0 Mugla Journal of Science and Technology A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS %A Ömer Akgüller , Sinem Öcal , Mehmet Ali Balcı %T A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS %D 2017 %J Mugla Journal of Science and Technology %P 2149-3596- %V 3 %N 2 %R doi: 10.22531/muglajsci.348054 %U 10.22531/muglajsci.348054
ISNAD Akgüller, Ömer , Öcal, Sinem , Balcı, Mehmet Ali . "BORSA AĞLARININ TOPLULUKLARI İÇİN YENİ BİR TOPOLOJİK ÖLÇÜM". Mugla Journal of Science and Technology 3 / 2 (Aralık 2017): 104-109. http://dx.doi.org/10.22531/muglajsci.348054