Abstract
Analysis of industries in the stock market using graph theoretic model is performed. It is shown that in the Russian stock market there are some big industries which form sets that do not have any connection between each other and can be called clusters. The result is obtained not only by conventional approach to analyse the stock markets such as studying histograms, finding cliques and independent sets, but also by a more detailed investigation which is related, in particular, with the degrees of vertices. This analysis could provide division of the market to some sets of stocks which constitute industries in the stock market.
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References
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Acknowledgements
The authors are partially supported by LATNA Laboratory, NRU HSE, RF Government Grant N. 11.G34.31.0057 and RFFI Grant 14-01-00807.
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Appendix
Appendix
Number | Code | Full names |
---|---|---|
1 | BEGY | JSC Bashkirenergo common stock |
2 | DVEC | JSC Far East Energy Company common stock |
3 | EONR | JSC OGK 4 common stock |
4 | ETGK | JSC Yenisei TGK 13 common stock |
5 | FEES | JSC Federal Grid Company of Unified Energy System |
 |  | common stock |
6 | HYDR | JSC RusGidro |
7 | IRGZ | JSC Irkutskenergo common stock |
8 | KCHE | JSC Kamchatskenergo common stock |
9 | KISB | JSC Kirovenergosbyt common stock |
10 | KISBP | JSC Kirovenergosbyt preferred stock |
11 | KRSG | JSC Krasnoyarsk hydro electric station common stock |
12 | KUBE | JSC Energy and Electrification of Kuban |
13 | LSNG | JSC Energy and Electrification Lenenergo common stock |
14 | LSNGP | JSC Energy and Electrification Lenenergo preferred stock |
15 | MRKC | JSC Interregional Distribution Grid Company of the center Caucasus |
 |  | common stock |
16 | MRKH | JSC Interregional Distribution Grid Companies Holding common stock |
17 | MRKHP | JSC Interregional Distribution Grid Companies Holding preferred stock |
18 | MRKK | JSC Interregional Distribution Grid Company of the North Caucasus |
 |  | common stock |
19 | MRKP | JSC Interregional Distribution Grid Company of the Center and Privolzhe |
 |  | common stock |
20 | MRKS | Interregional Distribution Grid Company of the Siberia common stock |
21 | MRKU | JSC Interregional Distribution Grid Company of Urals common stock |
22 | MRKV | Interregional Distribution Grid Company of Volgi common stock |
23 | MRKY | Interregional Distribution Grid Company of the South common stock |
24 | MRKZ | Interregional Distribution Grid Company of the North-West common stock |
25 | MSNG | Mosenergo common stock |
26 | MSRS | JSC Moscow United Electric Grid Company common stock |
27 | MSSB | JSC Mosenergosbyt common stock |
28 | MSSV | JSC Moscow United Energy Company common stock |
29 | OGKA | JSC OGK 1 common stock |
30 | OGKB | JSC OGK 2 common stock |
31 | OGKC | JSC OGK 3 common stock |
32 | OGKE | JSC OGK 5 |
33 | PMSB | JSC Perm Energy Retail Company common stock |
34 | PMSBP | JSC Perm Energy Retail Company preferred stock |
35 | RKKE | Rocket and Space Corporation Energia Korolev common stock |
36 | RTSB | JSC Energosbyt Rostovenergo common stock |
37 | RTSBP | JSC Energosbyt Rostovenergo preferred stock |
38 | RZSB | JSC Ryazan Energy Retail Company common stock |
39 | STSBP | JSC Stavropolenergosbyt preferred stock |
40 | SVSB | JSC Sverdlovenergosbyt common stock |
41 | SVSBP | JSC Sverdlovenergosbyt preferred stock |
42 | TASB | JSC Tambov Energy Company common stock |
43 | TASBP | JSC Tambov Energy Company preferred stock |
44 | TGKA | TGK 1 common stock |
45 | TGKB | TGK 2 common stock |
46 | TGKBP | TGK 2 preferred stock |
47 | TGKD | JSC Kvadra common stock |
48 | TGKDP | JSC Kvadra preferred stock |
49 | TGKE | JSC TGK 5 common stock |
50 | TGKF | JSC TGK 6 common stock |
51 | TGKI | JSC TGK 9 common stock |
52 | TGKJ | JSC Fortum common stock |
53 | TGKK | JSC TGK 11 common stock |
54 | TGKN | JSC TGK 14 common stock |
55 | TORS | JSC Tomsk distribution company common stock |
56 | TORSP | JSC Tomsk distribution company preferred stock |
57 | UDSB | JSC Udmurt Energy Retail Company |
58 | UDSBP | JSC Udmurt Energy Retail Company preferred stock |
59 | VDSB | JSC Vladymirenergosbyt common stock |
60 | VGSB | JSC Volgograd Energy Retail Companycommon stock |
61 | VGSBP | JSC Volgograd Energy Retail Company preferred stock |
62 | VRAO | JSC Rao Energy System of East common stock |
63 | YKEN | JSC YakutskEnergo common stock |
64 | YKENP | JSC YakutskEnergo preferred stock |
65 | ASSB | JSC Astrakhan Energy Retail Company |
66 | KBSB | JSC Kubanenergosbyt common stock |
67 | CLSB | JSC Chelyabenergosbyt |
68 | CLSBP | JSC Chelyabenergosbyt preferred stock |
69 | DASB | Dagenstan Energy Retail Company common stock |
70 | AMEZ | JSC Ashin iron plant common stock |
71 | ARMD | JSC ARMADA common stock |
72 | CHEP | JSC Chelyabinsk Pipe Rolling Plant common stock |
73 | CHMF | JSC Severstal common stock |
74 | CHZN | Chelyabinsk Zinc Plant common stock |
75 | GMKN | JSC Norilsk Nickel common stock |
76 | IRKT | JSC Irkut Corporation common stock |
77 | LNZL | JSC Lenzoloto common stock |
78 | MAGN | JSC Magnitogorst Iron and Steel Plant common stock |
79 | MTLR | JSC Mechel common stock |
80 | NLMK | JSC Novolipetsk Metallurgical combine common stock |
81 | PLZL | JSC Polyus Gold |
82 | PMTL | JSC Polymetal common stock |
83 | RUSP | JSC Ruspolimet common stock |
84 | GAZP | JSC Gazprom common stock |
85 | ROSN | JSC Rosneft |
86 | LKOH | JSC Lukoil common stock |
87 | SIBN | JSC Gazprom Neft common stock |
88 | SNGS | JSC Surgutneftegas common stock |
89 | SNGSP | JSC Surgutneftegas preferred stock |
90 | TATN | JSC Tatneft common stock |
91 | TATNP | JSC Tatneft preferred stock |
92 | UKUZ | JSC South Kuzbass common stock |
93 | MFGS | Slavneft-Megionneftegaz common stock |
94 | MFGSP | Megionneftegas preferred stock |
95 | AKRN | JSC Akron common stock |
96 | AZKM | JSC Azot common stock |
97 | DGBZ | JSC Dorogobuzh common stock |
98 | DGBZP | JSC Dorogobuzh preferred stock |
99 | KLNA | JSC Concern Kalina common stock |
100 | NKNC | JSC Nizhnekamskneftekhim common stock |
101 | NKNCP | JSC Nizhnekamskneftekhim preferred stock |
102 | PHST | JSC Pharmstandart common stock |
103 | URKA | JSC Uralkali common stock |
104 | VLHZ | JSC Vladimir Chemical Plant common stock |
105 | VRPH | JSC VEROPHARM common stock |
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Lozgacheva, N.N., Koldanov, A.P. (2014). Analysis of Russian Industries in the Stock Market. In: Batsyn, M., Kalyagin, V., Pardalos, P. (eds) Models, Algorithms and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics, vol 104. Springer, Cham. https://doi.org/10.1007/978-3-319-09758-9_6
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DOI: https://doi.org/10.1007/978-3-319-09758-9_6
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