A new method uses CML to speed up social signal annotation.
problem Manual annotation of social signals in large multi-modal corpora is time-consuming and exhausting.
method CML techniques to predict local parts first, followed by a session-independent classification model.
result The method has the potential to significantly reduce human labelling efforts.
We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process and a two-component FIARCH process to generate coupled fractal signals with long-range power-law correlations which are at the same time lo…
This paper uses social signals to improve cryptocurrency price forecasting.
problem Improving cryptocurrency price forecasting using social signals.
method LSTMs trained on historical price data and social data from GitHub and Reddit.
result Social signals reduce error in forecasting cryptocurrency prices, especially for Bitcoin.
Graph-based methods for signal processing have shown promise for the analysis of data exhibiting irregular structure, such as those found in social, transportation, and sensor networks. Yet, though these systems are often dynamic, state-of-the-art methods for signal processing on graphs ignore the dimension of time, tr…
This paper reconstructs complex graph signals using kernel methods on manifolds.
problem Reconstructing complex graph signals from samples on graph vertices.
method Kernel methods on complex manifolds, embedding vertices into higher-dimensional spaces.
result Effective reconstruction of complex graph signals, outperforming conventional methods.
Gaussian Process model improves blood glucose prediction using contextual data.
problem Improving blood glucose prediction with contextual information.
method Gaussian Process model combining blood glucose and contextual data.
result Gaussian Process model outperforms common methods and blood glucose values alone.
DASC combines social media and car sensors to improve disaster response.
problem Inconsistent reliability and inconsistent availability of human sensors.
method Hybrid social-car sensing system using game theory, feedback control, and MDP.
result DASC improves detection accuracy and efficiency in disaster response.
This paper considers a statistical signal processing problem involving agent based models of financial markets which at a micro-level are driven by socially aware and risk- averse trading agents. These agents trade (buy or sell) stocks by exploiting information about the decisions of previous agents (social learning) v…
Social media signals are most informative about financial volatility when sentiment is high.
problem Understanding when social media can predict financial market volatility.
method Cluster analysis of social and financial variables using information theory.
result Social media is most informative about financial volatility when the ratio of bullish to bearish sentiment is high.
Framework detects fake news using weak social signals from multiple sources.
problem Lack of annotated data for early fake news detection.
method Jointly uses weak social signals and clean data to train deep neural networks in a meta-learning framework.
result Framework outperforms state-of-the-art baselines for early fake news detection.
AI investors signal higher debt in ESG firms, boosting portfolio management.
problem Determining the value of ESG investing amid AI investment trends.
method Cross-sectional regressions of ESG scores and debt ratios of S&P 500 firms.
result ESG scores signal higher debt in firms, supporting ESG investing.
Sentiment analysis from news and social media predicts forex market movements.
problem Forecasting forex market movements using sentiment analysis.
method Lexicon-based analysis and Naive Bayes machine learning.
result Sentiment analysis is effective in predicting forex market movements.
Adaptive social media event detection improves accuracy by 350%.
problem Concept drift in event signals over time.
method Continuous concept drift adaptation using machine learning classifiers.
result 350% improvement in landslide detection accuracy.
What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique possibility to measure socio-economic signals from such digital traces. Here, we foc…
Study uses LLMs to categorize financial tweets, revealing useful sentiment signals.
problem Discovering meaningful sentiment signals from unstructured financial social media data.
method Leveraged LLMs to automatically label financial tweets with event categories and aligned with returns.
result Certain event labels consistently yield negative alpha, with statistically significant Sharpe ratios and information coefficients.
Paper presents a new method for reducing data dimensions on graphs.
problem High-dimensional datasets in signal processing and machine learning.
method Nonlinear dimensionality reduction framework for graphs.
result Framework captures nonlinear correlations and multiple graphs.
HERMES model predicts nonstationary fashion trends using social media data.
problem Forecasting nonstationary fashion time series for optimal inventory decisions.
method Hybrid model combining parametric models, seasonal components, and recurrent neural networks with external signals.
result State-of-the-art results on fashion dataset and M4 competition time series.
This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a reinforcement learning (adaptive filtering) algorithm that facilitates learning…
FinGPT uses LLMs for real-time market sentiment analysis.
problem Real-time market sentiment analysis for trading.
method Synthesizes financial news and social media data, integrates with technical indicators, uses FinGPT for sentiment analysis.
result Generates actionable trading signals using LLMs.
A guide to using low-pass graph filters for network data.
problem Understanding and processing graph data with low-pass filters.
method Definition and application of low-pass graph filters to graph data.
result Low-pass filters effectively retain lower frequency graph data contents.
Event detection has been one of the most important research topics in social media analysis. Most of the traditional approaches detect events based on fixed temporal and spatial resolutions, while in reality events of different scales usually occur simultaneously, namely, they span different intervals in time and space…
We consider a group of Bayesian agents who try to estimate a state of the world θ through interaction on a social network. Each agent v initially receives a private measurement of θ: a number Sv picked from a Gaussian distribution with mean θ and standard deviation one. Then, in each discrete time iteration,…
Advances text explanation method for social media attacks.
problem Identifying personal attacks in social media comments.
method Adversarial approach to extract high-recall explanations from neural text classifiers.
result Demonstrates the importance of manually setting a default behavior for the model.
Financial economic models often assume that investors know (or agree on) the fundamental value of the shares of the firm, easing the passage from the individual to the collective dimension of the financial system generated by the Share Exchange over time. Our model relaxes that heroic assumption of one unique "true val…
MGpi model predicts social actions in group interactions.
problem Social interaction among multiple agents and groups.
method Deep neural network with Kinesic-Proxemic-Message gate for social signal gating.
result Achieves state-of-the-art performance in group identification.
This chapter teaches how to model social media events using Hawkes processes.
problem Modeling discrete, inter-dependent events over continuous time in social media.
method Introduction to point processes, Hawkes process, event intensity function, event simulation, parameter estimation.
result Demonstrates modeling retweet cascades using a Hawkes self-exciting process.
Friend recommendation system using heterogeneous edge embeddings.
problem Inadequate performance of existing network embedding techniques on multi-graph social networks.
method Proposes a method to mine network representation exploiting heterogeneity in multi-graphs.
result Outperforms state-of-the-art baselines on Hike's social network in terms of accuracy and user satisfaction.
Paper detects social media influencers affecting financial markets.
problem Impact of social media influencers on financial markets.
method Developed an early warning system for detecting suspicious social network activity.
result Discrepancy in meme and non-meme stocks' reactions to social networks.
Detects radical content on Twitter using textual, psychological, and behavioral signals.
problem Limit the spread of extremist narratives on social media.
method Analyzed extremist material, created contextual text-based model, inferred psychological properties, evaluated on Twitter.
result Radical users exhibit distinguishable textual, psychological, and behavioral properties.
Formulates LGFO to measure fair ML systems using legal signals.
problem Formally incompatible measures of unfairness in ML systems.
method Uses legal signals to measure social cost of unfairness.
result LGFO aligns with societal view of unfairness.
The paper infers multiple graphs from stationary signals on them.
problem Inferring multiple graphs from signals observed on their nodes.
method Convex optimization method leveraging matrix polynomial commutation.
result High-probability bounds on recovery error provided.
A number of applications in engineering, social sciences, physics, and biology involve inference over networks. In this context, graph signals are widely encountered as descriptors of vertex attributes or features in graph-structured data. Estimating such signals in all vertices given noisy observations of their values…
The paper develops algorithms to increase social activity online.
problem Increasing user engagement in social networks.
method Modeling social activity as marked temporal point processes and deriving SDEs with jumps to develop online algorithms.
result The developed algorithms consistently steer social activity more effectively than existing methods.
Kernel analysis reveals rumor truth from diffusion patterns alone.
problem Detecting unverified rumors on Twitter using text and user identities.
method Graph kernels to extract diffusion patterns from Twitter cascade structures.
result Diffusion patterns are highly informative of rumor truth or falsehood.
Improved neural model for social recommendation by integrating social and interest networks.
problem Data sparsity and lack of higher-order relationships in social recommendation.
method DiffNet++ models neural influence diffusion and interest diffusion in a unified framework using a multi-level attention network.
result Extensive experiments on real-world datasets show the effectiveness of DiffNet++.
The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces of human behavior offer a great potential to drive trading strategies. We contrib…
Modeling social network activity through user and topic interaction.
problem Understanding complex dynamics of opinion formation in social networks.
method Mixture of Interacting Cascades (MIC) model of marked multidimensional Hawkes processes.
result MIC achieves superior performance in modeling information cascade spread.
Study tracks cryptocurrency news on social media.
problem Real-time tracking of relevant cryptocurrency news.
method Matched web news with social media tweets, analyzed tweet activity, and used machine learning models.
result Random forest autoregressive model performs well in predicting article mentions.
Detecting depression early from social media texts.
problem Early diagnosis and prevention of depression.
method Topic analysis and learned confidence scores.
result Achieved good results compared to state of the art.
Prediction markets can shape political behavior through persistent signals, not just forecast accuracy.
problem The role of prediction markets beyond forecasting.
method Transaction-level evidence from the 2024 U.S. presidential election, Signal Credibility Index (SCI).
result Price signals in prediction markets are more influential due to persistence, breadth of trader types, and cross-platform consensus.
The study visualizes Spanish fish and meat processing companies using financial, environmental, and social ratios.
problem Mapping financial, environmental, and social performance of Spanish processing companies.
method Used compositional data and principal-component analysis biplot for statistical analysis.
result Identified clusters of companies with similar financial, environmental, and social performance.
Paper infers multiplex network structure from social interactions.
problem Challenges in understanding diffusion in social networks due to hidden structure and multiple interaction patterns.
method Proposes Multiplex Diffusion Model (MDM) using multivariate marked Hawkes process and topic model.
result MDM more effectively uncovers multiplex network structure compared to previous methods.
LoCEC classifies user relationships in large social networks, addressing sparsity issues.
problem Sparse relationship feature and label data in real social platforms.
method Local Community-based Edge Classification (LoCEC) framework with three-phase processing.
result Effective and efficient classification of user relationships in large-scale networks.
Study enhances cryptocurrency sentiment analysis using TikTok and Twitter data.
problem Lack of comprehensive sentiment analysis in cryptocurrency markets.
method Multimodal analysis of TikTok and Twitter data using large language models.
result TikTok's video sentiment influences speculative assets and short-term trends.
Deep learning ensemble detects social media rumors faster.
problem Timely detection of rumors on social media platforms.
method Ensemble model using deep neural networks and time-series tweet data.
result Improved rumor detection performance by 7.9%.
New method clusters directed graphs using Koopman operators.
problem Challenges in clustering directed graphs, especially complex eigenvalues and lack of cluster definition.
method Relate graph Laplacians to transfer operators and metastable sets in stochastic systems, derive clustering algorithms for directed and time-evolving graphs.
result Clusters can be interpreted as coherent sets, useful for analyzing transport and mixing processes.
Efficient nonparametric Bayesian topic model for social media text.
problem Text analytics for social media data.
method Hierarchical Pitman-Yor processes for topic modeling.
result Nonparametric model outperforms existing parametric models.
Study shows social influence significantly impacts mobile app adoption in African app stores.
problem Understanding social influence on mobile app choices in app stores.
method Developed a structural model combining diffusion and choice models, used Bayesian estimation.
result Customer choices explained better by offline social influence than online density.