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dc.contributor.author | Pedroche Sánchez, Francisco | es_ES |
dc.contributor.author | Criado, Regino | es_ES |
dc.contributor.author | García, Esther Higueras | es_ES |
dc.contributor.author | Romance, Miguel | es_ES |
dc.contributor.author | Sánchez, Victoria E. | es_ES |
dc.date.accessioned | 2016-07-05T10:08:11Z | |
dc.date.available | 2016-07-05T10:08:11Z | |
dc.date.issued | 2015-03 | |
dc.identifier.issn | 1556-1801 | |
dc.identifier.uri | http://hdl.handle.net/10251/67097 | |
dc.description | 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 | es_ES |
dc.description.abstract | 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 concept of evolutive Kendall's coe cient for a series of partial rankings. The theoretical framework consists of a four-layer multiplex network. Regarding the treatment of ties, our approach allows to de ne a tie between two values when they are close enough, depending on a threshold. We show an application using data from the Spanish Stock Market; we analyse the series of rankings de ned by 25 companies that have contributed to the IBEX-35 return and volatility values over the period 2003 to 2013. | es_ES |
dc.description.sponsorship | This work was partially supported by Spanish MICINN Funds and FEDER Funds MTM2009-13848, MTM2010-16153 and MTM2010-18674, and Junta de Andalucia Funds FQM-264. The authors would like to thank the referees for their valuable comments and remarks. | en_EN |
dc.language | Inglés | es_ES |
dc.publisher | American Institute of Mathematical Sciences (AIMS) | es_ES |
dc.relation.ispartof | Networks and Heterogeneous Media | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Ranking analysis | es_ES |
dc.subject | Competitiveness | es_ES |
dc.subject | Competitivity graphs | es_ES |
dc.subject | Volatility | es_ES |
dc.subject | Return | es_ES |
dc.subject.classification | MATEMATICA APLICADA | es_ES |
dc.title | Comparing series of rankings with ties by using complex networks: An analysis of the Spanish stock market (IBEX-35 index) | es_ES |
dc.type | Artículo | es_ES |
dc.identifier.doi | 10.3934/nhm.2015.10.101 | |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//MTM2009-13848/ES/Analisis Estructural, Optimizacion Y Dinamica En Sistemas Reales Con Estructuras Tipo Red/ / | es_ES |
dc.relation.projectID | info:eu-repo/grantAgreement/Junta de Andalucía//FQM-264/ES/Estructuras De Jordan/ | es_ES |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//MTM2010-16153/ES/SISTEMAS DE JORDAN Y ALGEBRAS DE LIE/ | es_ES |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//MTM2010-18674/ES/SOLUCION ITERATIVA DE SISTEMAS LINEALES Y APLICACIONES/ | es_ES |
dc.rights.accessRights | Abierto | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada | es_ES |
dc.description.bibliographicCitation | 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. https://doi.org/10.3934/nhm.2015.10.101 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | http://dx.doi.org/doi:10.3934/nhm.2015.10.101 | es_ES |
dc.description.upvformatpinicio | 101 | es_ES |
dc.description.upvformatpfin | 125 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 10 | es_ES |
dc.description.issue | 1 | es_ES |
dc.relation.senia | 301430 | es_ES |
dc.identifier.eissn | 1556-181X | |
dc.contributor.funder | Junta de Andalucía | es_ES |