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- W2516407841 abstract "Nowadays, increase of the analyzing stock markets as complex systems lead graph theory to play key role. For instance detecting graph communities is an important task in the analysis of stocks, and minimum spanning trees let us to get important information for the topology of the market. In this paper, we introduce a method to build a connected graph representation of Borsa Istanbul based on the spectrum. We, then, detect graph communities and internal hierarchies by using the minimum spanning trees. The results suggest that the approach is demonstrably effective for Borsa Istanbul sessionally data returns." @default.
- W2516407841 created "2016-09-16" @default.
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- W2516407841 date "2016-09-04" @default.
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- W2516407841 title "Hierarchies in Communities of Borsa Istanbul Stock Exchange" @default.
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- W2516407841 doi "https://doi.org/10.15672/hjms.201614520777" @default.
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