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Fractional Interaction of Financial Agents in a Stock Market Network

Mehmet Ali Balcı

Mehmet Ali Balcı

Muğla Sıtkı Koçman University, Faculty of Science, Department of MathematicsMuğla, Turkey
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Balcı, Mehmet Ali
  
31 mars 2020
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Publié en ligne: 31 mars 2020
Pages: 317 - 336
Reçu: 14 juin 2019
Accepté: 20 août 2019
DOI: https://doi.org/10.2478/amns.2020.1.00030
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© 2020 Mehmet Ali Balcı, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.

Fig. 1

The network of XU 100 with the threshold value 0.6854.
The network of XU 100 with the threshold value 0.6854.

Fig. 2

The matrix of correlation distance among the financial agents of XU 100. The darker points are closer to 1 while the lighter ones are closer to 0.
The matrix of correlation distance among the financial agents of XU 100. The darker points are closer to 1 while the lighter ones are closer to 0.

Fig. 3

The community plot of the resulting network.
The community plot of the resulting network.

Fig. 4

MST (above) and PMFG (below) filtering of Community 1.
MST (above) and PMFG (below) filtering of Community 1.

Fig. 5

MST (above) and PMFG (below) filtering of Community 2.
MST (above) and PMFG (below) filtering of Community 2.

Fig. 6

The solutions of the initial value problem 40–41 for α = 0.1
The solutions of the initial value problem 40–41 for α = 0.1

Fig. 7

The solutions of the initial value problem 40–41 for α = 0.2
The solutions of the initial value problem 40–41 for α = 0.2

Fig. 8

The solutions of the initial value problem 40–41 for α = 0.3
The solutions of the initial value problem 40–41 for α = 0.3

Fig. 9

The solutions of the initial value problem 40–41 for α = 0.4
The solutions of the initial value problem 40–41 for α = 0.4

Fig. 10

The solutions of the initial value problem 40–41 for α = 0.5
The solutions of the initial value problem 40–41 for α = 0.5

Fig. 11

The solutions of the initial value problem 40–41 for α = 0.6
The solutions of the initial value problem 40–41 for α = 0.6

Fig. 12

The solutions of the initial value problem 40–41 for α = 0.7
The solutions of the initial value problem 40–41 for α = 0.7

Fig. 13

The solutions of the initial value problem 40–41 for α = 0.8
The solutions of the initial value problem 40–41 for α = 0.8

Fig. 14

The solutions of the initial value problem 40–41 for α = 0.9
The solutions of the initial value problem 40–41 for α = 0.9

Fig. 15

The solutions of the initial value problem 40–41 for α = 0.10
The solutions of the initial value problem 40–41 for α = 0.10

Sectors of each considered stock

FinancialsAKBNK, SKBNK, SNGYO, TSKB, TEKST, TRGYO, VKGYO, ALGYO, ISGYO, GARAN, ALBRK, GLYHO, ISCTR, YKBNK, SAHOL, GOZDE, HALKB, VAKBN, ECZYT, SAFGY, EKGYO, SAHOL, GSDHO
IndustrialsASELS, TAVHL, TKFEN, TTRAK, CLEBI
Consumer DiscretionaryASUZU, TKNSA, TOASO, YAZIC, AKSA, ARCLK, GSRAY, KARSN, THYAO, BRISA, DOAS, FENER, MNDRS, METRO, VESBE, ADEL, BJKAS, NTTUR, GOODY, OTKAR, TMSN, EGEEN, FROTO, IHLAS
EnergyAYGAZ, TUPRS, IPEKE, KCHOL
TechnologyNETAS, VESTL
MaterialsSASA, AFYON, ANACM, BAGFS, CIMSA, KONYA, KOZAA, ERBOS, KRDMD, PRKME, SISE, ALKIM, TRKCM, GUBRF, KOZAL, BRSAN, KARTN, PETKM, GOLTS, EREGL
CommunicationsTTKOM, TCELL, DOHOL, HURGZ
Consumer StaplesAEFES, CCOLA, BIZIM, ECILC, BIMAS, MGROS, SODA, ULKER
UtilitiesAKSEN, ALARK, TRCAS, ZOREN, ENKAI
Langue:
Anglais
Périodicité:
1 fois par an
Sujets de la revue:
Sciences de la vie, Sciences de la vie, autres, Mathématiques, Mathématiques appliquées, Mathématiques générales, Physique, Physique, autres
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