Complexity of major UK companies between 2006 and 2010: Hierarchical structure method approach

作者: Tolga Ulusoy , Mustafa Keskin , Ayoub Shirvani , Bayram Deviren , Ersin Kantar

DOI: 10.1016/J.PHYSA.2012.01.026

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摘要: Abstract This study reports on topology of the top 40 UK companies that have been analysed for predictive verification markets for period 2006–2010, applying concept minimal spanning tree and hierarchical (HT) analysis. Construction (MST) is confined to a brief description methodology definition correlation function between pair based London Stock Exchange (LSE) index in order quantify synchronization companies. A derivation organization construction minimal-spanning trees 2006–2008 2008–2010 periods used results validate predictive applied semantics. The are known as useful tools perceive detect global structure, taxonomy hierarchy financial data. From these trees, two different clusters 2006 were detected. They also show three 2008 2010, according their proximity. match each other regards common production activities or strong interrelationship. key generally given by major economic expected. work gives comparative approach MST HT methods from statistical physics information theory with analysis may give new valuable market dynamics.

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