Serdar Can Güzel’s research while affiliated with Muğla University and other places

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Publications (1)


Figure 1. Communities emerge in pre-and post-referendum networks.
Figure 2. Hierarchies in Communities of Pre-Referendum Period.
Figure 3. Hierarchies in Communities of Post-Referendum Period.
Topological measures for pre-and post-referendum networks.
Mean disparity measures of community 1 of post-referendum network.

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Hierarchies in communities of UK stock market from the perspective of Brexit
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July 2020

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12 Citations

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Serdar Can Güzel

Nowadays, increase of analyzing stock markets as complex systems lead graph theory to play a key role. For instance, detecting graph communities is an important task in the analysis of stocks, and as planar maximally filtered graphs let us to get important information for the topology of the market. In this study, we first obtain correlation network representation of UK's leading stock market network by using a novel threshold method. Then, we determine vertex clusters by using modularity and analyze clusters in planar maximally filtered graph substructures. Our analyze include a new measure called weighted Gini index for measuring the sparsity. The main goal of this paper is to study the hierarchical evolution of the market communities throughout the Brexit referendum, which is known as the stress period for the stock market. Hence, the overall sample is divided into two sub-periods of pre-referendum, and post-referendum to obtain communities and hierarchical structures. Our results indicate that financial companies are leading elements of the clusters. Moreover, the significant changes within the network topologies are observed for insurance, consumer goods, consumer services, mining, and technology sectors whereas oil and gas and health care sectors have not been affected by Brexit stress.

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Citations (1)


... PMFG serves as a sophisticated network filtering technique designed to distill the most significant connections within the brain network while preserving its fundamental topological properties [57][58][59][60]. Mathematically, the PMFG process begins by considering the weighted adjacency matrix W ′ ∈ R n×n , where each element W ′ ij represents the normalized CD value between ROIs v i and v j . ...

Reference:

Functional Brain Network Disruptions in Parkinson's Disease: Insights from Information Theory and Machine Learning
Hierarchies in communities of UK stock market from the perspective of Brexit