- -

Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index)

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Compartir/Enviar a

Citas

Estadísticas

Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index)

Mostrar el registro completo del ítem

Pedroche Sánchez, F.; Criado, R.; García, EH.; Romance, M.; Sánchez, VE. (2015). Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index). Networks and Heterogeneous Media. 10(1):101-125. doi:10.3934/nhm.2015.10.101.

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/67097

Ficheros en el ítem

Metadatos del ítem

Título: Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index)
Autor:
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties (partial rankings). We extend the usual method used to compute Kendall's coe cient for two partial rankings to the ...[+]
Palabras clave: Ranking analysis , Competitiveness , Competitivity graphs , Volatility , Return
Derechos de uso: Reserva de todos los derechos
Fuente:
Networks and Heterogeneous Media. (issn: 1556-1801 ) (eissn: 1556-181X )
DOI: 10.3934/nhm.2015.10.101
Editorial:
American Institute of Mathematical Sciences (AIMS)
Versión del editor: http://dx.doi.org/doi:10.3934/nhm.2015.10.101
Descripción: This is a pre-copy-editing, author-produced PDF of an article accepted for publication in [Networks and Heterogeneous Media] following peer review. The definitive publisher-authenticated version [Pedroche, F… (et al.) (2015). Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index). Springfield, MO: American Institute of Mathematical Science. Networks and Heterogeneous Media.Volume 10, Number 1, March 2015, pp. 101-125. eISSN 1556-181X] is available online at: https://aimsciences.org/journals/pdfs.jsp?paperID=10842&mode=full
Patrocinador:
This work was partially supported by Spanish MICINN Funds and FEDER Funds MTM2009-13848, MTM2010-16153 and MTM2010-18674
Junta de Andalucía Funds FQM-264
Tipo: Artículo

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro completo del ítem