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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 mar 2020
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Data publikacji: 31 mar 2020
Zakres stron: 317 - 336
Otrzymano: 14 cze 2019
Przyjęty: 20 sie 2019
DOI: https://doi.org/10.2478/amns.2020.1.00030
Słowa kluczowe
© 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
Język:
Angielski
Częstotliwość wydawania:
1 razy w roku
Dziedziny czasopisma:
Nauki biologiczne, Nauki biologiczne, inne, Matematyka, Matematyka stosowana, Matematyka ogólna, Fizyka, Fizyka, inne
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