ÖMER AKGÜLLER, Sinem ÖCAL, MEHMET ALİ BALCI

BORSA AĞLARININ TOPLULUKLARI İÇİN YENİ BİR TOPOLOJİK ÖLÇÜM

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

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.

Keywords:

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

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