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Agent-Based Computational Modelling pp 37–59Cite as

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

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Part of the book series: Contributions to Economics ((CE))

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.

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Author information

Authors and Affiliations

  1. Information Services and Electronic Markets, University of Karlsruhe, Germany

    Markus Franke, Andreas Geyer-Schulz & Bettina Hoser

Authors
  1. Markus Franke
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  2. Andreas Geyer-Schulz
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  3. Bettina Hoser
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Editor information

Editors and Affiliations

  1. Instituto di Metodi Quantitativi, Università Bocconi & IGIER, Viale Isonzo 25, 20135, Milano, Italy

    Francesco C. Billari

  2. Vienna Institute of Demography, Prinz Eugen-Straße 8-10, 1040, Vienna, Austria

    Thomas Fent  & Alexia Prskawetz  & 

  3. ACDIS, University of Illinois, 505 East Armory Ave., Champaign, IL, 61820, USA

    Jürgen Scheffran

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© 2006 Physica-Verlag Heidelberg

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Franke, M., Geyer-Schulz, A., Hoser, B. (2006). On the Analysis of Asymmetric Directed Communication Structures in Electronic Election Markets. In: Billari, F.C., Fent, T., Prskawetz, A., Scheffran, J. (eds) Agent-Based Computational Modelling. Contributions to Economics. Physica-Verlag HD. https://doi.org/10.1007/3-7908-1721-X_3

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