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On the Analysis of Asymmetric Directed Communication Structures in Electronic Election Markets

In: Agent-Based Computational Modelling

Author

Listed:
  • Markus Franke

    (University of Karlsruhe)

  • Andreas Geyer-Schulz

    (University of Karlsruhe)

  • Bettina Hoser

    (University of Karlsruhe)

Abstract

Summary In this article we introduce a new general method of representing trading structures as complex adjacency matrices and transforming these into Hermitian adjacency matrices which are linear self-adjoint operators in a Hilbert space. The main advantages of the method are that no information is lost, no arbitrary decision on metrics is involved, and that all eigenvalues are real and, therefore, easily interpretable. The analysis of the resulting eigensystem helps in the detection of substructures and general patterns. While this approach is general, we apply the method in the context of analyzing market structure and behaviour based on the eigensystem of market transaction data and we demonstrate the method by analyzing the results of a political stock exchange for the 2002 federal elections in Germany.

Suggested Citation

  • Markus Franke & Andreas Geyer-Schulz & Bettina Hoser, 2006. "On the Analysis of Asymmetric Directed Communication Structures in Electronic Election Markets," Contributions to Economics, in: Francesco C. Billari & Thomas Fent & Alexia Prskawetz & Jürgen Scheffran (ed.), Agent-Based Computational Modelling, pages 37-59, Springer.
    • Handle: RePEc:spr:conchp:978-3-7908-1721-8_3
    DOI: 10.1007/3-7908-1721-X_3
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    Cited by:

    1. Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & W. -X. Zhou, 2012. "Trading networks, abnormal motifs and stock manipulation," Papers 1301.0007, arXiv.org.

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