BORSA AĞLARININ TOPLULUKLARI İÇİN YENİ BİR TOPOLOJİK ÖLÇÜM

Yıl 2017, , 104 - 109, 24.12.2017

Ömer Akgüller , Sinem Öcal , Mehmet Ali Balcı

https://doi.org/10.22531/muglajsci.348054

Cited By: 1

Öz

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.

Anahtar Kelimeler

Korelasyon Ağları, Ağ Yapılandırması, Minimum Geren Ağaç, Topolojik Ölçüm

A NEW TOPOLOGICAL MEASURE FOR THE COMMUNITIES OF STOCK MARKET NETWORKS

Öz

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.

Anahtar Kelimeler

Correlation Networks, Network Construction, Minimum Spanning Tree, Topological Measure

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