We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomena driven by psychological factors (for example, popularity of rock groups, or a number of students pursuing a given majo…
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48 results for “social bubbles”
Study detects endogenous bubbles in meme stocks using CI.
problem Detecting endogenous bubbles in meme stocks.
method Used Log-Periodic Power Law (LPPL) Confidence Indicator (CI).
result CI detected numerous bubbles in meme stocks but struggled with predicting exogenous rallies.
Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Modelscs.CL
New dataset and models detect cryptocurrency bubbles using social media data.
problem Detecting anomalous market behavior in cryptocoins and meme stocks.
method Developed a novel multi-span identification task and sequence-to-sequence hyperbolic models.
result Models effectively detect cryptocoins and meme stocks bubbles in zero-shot settings.
Divestment from fossil fuels can accelerate climate policy, study finds.
problem Achieving Paris climate agreement requires reducing fossil fuel reserves.
method Stochastic agent-based model of financial market and investors' beliefs.
result Small share of socially responsible investors can initiate decarbonization.
The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economyphysics.soc-ph
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…
Characterizing Polarization in Social Networks using the Signed Relational Latent Distance Modelstat.ML
SLIM model predicts social network polarization using signed links.
problem Polarization and filter bubbles in social networks.
method Signed relational Latent dIstance Model (SLIM) using Skellam distribution.
result SLIM model accurately predicts friendships and animosity in social networks.
In Maslov (2003), a two level model of the occurrence of financial pyramid (bubbles) has been considered. We also considered the mathematical analogy of this model to Bose condensation. In the present paper, we explain why Ponzi schemes and bubbles result in a crisis in real economics. In Maslov (2005), the law of incr…
Market bubbles and crashesq-fin.RM
Episodes of market crashes have fascinated economists for centuries. Although many academics, practitioners and policy makers have studied questions related to collapsing asset price bubbles, there is little consensus yet about their causes and effects. This review and essay evaluates some of the hypotheses offered to …
We introduce a model of super-exponential financial bubbles with two assets (risky and risk-free), in which rational investors and noise traders co-exist. Rational investors form expectations on the return and risk of a risky asset and maximize their constant relative risk aversion expected utility with respect to thei…
Model financial markets with social media influences using hierarchical networks.
problem Understanding social media's impact on financial markets.
method Agent-based model with hierarchical influence network.
result Model accurately simulates real-world financial market behaviors.
FAIRY: A Framework for Understanding Relationships between Users' Actions and their Social Feedscs.SI
FAIRY explains user actions and social media feeds.
problem Users struggle to understand why certain items appear in their social feeds.
method FAIRY uses an interaction graph to model user behavior and ranks feed items, scoring paths connecting user actions and feed items.
result FAIRY provides clear explanations for user actions and feed items, enhancing transparency and user understanding.
This study examines gender bias in Dutch newspapers from 1950-1990 using word embeddings.
problem Examining gender bias in historical newspapers.
method Word embeddings to measure bias changes over time.
result Clear differences in gender bias and changes within newspapers over time.
On December 16th, 2011, Zynga, the well-known social game developing company went public. This event followed other recent IPOs in the world of social networking companies, such as Groupon or Linkedin among others. With a valuation close to 7 billion USD at the time when it went public, Zynga became one of the biggest …
Unified model connects rational and local martingale bubbles to equity risk premium.
problem Connecting two types of financial bubbles and their impact on risk premium.
method Developed a unified modeling framework that includes rational and local martingale bubbles and relates them to equity risk premium.
result Local martingale bubble model includes rational bubble as a special case and relates both to equity risk premium.
The US GDP per capita growth alternates between high and low rates, with an average growth rate of 1.6% since 1800.
problem Understanding the fluctuations and stability of US GDP growth rates over time.
method Wavelet transform analysis of US GDP per capita data from 1800 to 2010.
result The growth rate of US GDP per capita is bimodal, alternating between high and low rates with an average of 1.6% since 1800.
Characterizes critical points in convex double and triple bubbles.
problem Critical points of double and triple bubbles in convex shapes.
method Characterization through stationary varifolds in and .
result Characterization of critical points in convex shapes.
Survey on soap bubble partitions and their stability.
problem Characterizing and stabilizing soap bubble partitions.
method Survey and analysis of recent research.
result Recent advancements in multi-bubble isoperimetric minimizers and stability.
Bubble Necessity Theoremecon.TH
Bubbles are essential in certain economic models with high growth and low interest rates.
problem Asset price bubbles exceeding fundamental values.
method Developed the Bubble Necessity Theorem in economic models with specific growth and interest rate conditions.
result Bubbles are inevitable in certain economic scenarios with high growth and low interest rates.
Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.
problem Bubbling configurations in Yang-Mills fields on four-manifolds.
method Derived Pohozaev type compatibility between weak limit connection and bubbles, involving Weyl tensor.
result Obstructions to certain bubbling configurations on CP2.
Rational bubbles form in nonstationary models of real assets.
problem Understanding the emergence of rational bubbles in real assets.
method Developed economic models showing bubbles inevitably emerge in nonstationary systems.
result Bubbles in real assets are inevitable and can be analyzed using mathematical theorems.
Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
problem Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
method Perturbations of geodesic standard double bubbles centered at critical points of the ambient scalar curvature and aligned along eigen-vectors of the ambient Ricci tensor, with general multiplicity results via Lusternik-Schnirelman theory.
result Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
Defines speculative bubbles in discrete-time models based on discounted stock price losing mass.
problem Characterizing speculative bubbles in discrete-time models.
method Introduces a new definition based on discounted stock price behavior and provides probabilistic characterizations.
result Speculative bubbles in discrete time are linked to solutions of a linear Volterra integral equation.
Degenerate solutions found in 2D H-system bubbles with higher degrees.
problem Existence of degenerate solutions in H-system bubbles with degree ≥ 3.
method Algebraic characterization of degenerate bubbles.
result Degenerate solutions can exist for H-system bubbles with degree ≥ 3.
Study detects Chinese stock market bubbles using LPPLS confidence indicator.
problem Early detection of stock market bubbles in China.
method LPPLS confidence indicator applied to CSI 300 index data.
result LPPLS detects positive and negative bubbles with high accuracy.
In 1D, optimal double bubbles are intervals or spheres.
problem Finding the least-perimeter way to enclose two volumes with a log-convex density.
method Analyzing the density function's log-convexity to determine the optimal configuration.
result In 1D, the optimal configuration can be intervals or spheres.
Trading bubbles form when traders adapt to price mismatches.
problem Self-sustained price bubbles driven by adaptive trading behavior.
method Multi-agent model illustrating price bubble formation and statistical properties.
result Price bubbles can be driven by adaptive investment strategies.
Continuous time analysis of bubble formation in harmonic maps.
problem Understanding bubble formation in harmonic map heat flow.
method Continuous time approach to analyze bubbling sequences.
result Solutions approach multi-bubble configurations in continuous time.
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 25 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that docum…
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experime…
Solves the quintuple bubble problem on spheres and Euclidean spaces.
problem Minimizing total perimeter of multiple bubbles enclosing fixed volumes.
method Developed spectral theory of Jacobi operator and new bubble deformation method.
result Confirmed quintuple bubble conjecture on spheres and Euclidean spaces.
This is the second installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 7 bubbles in 7 different global assets; for 4 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that documen…
Fearless versus Fearful Speculative Financial Bubblescond-mat.stat-mech
Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies 9 time series that have been previously considered as bubbles ending in crashes. The …
New method detects asset price bubbles in young markets.
problem Detecting asset price bubbles in young, immature markets.
method Proposed a simple but effective statistical method to capture and quantify bubbles.
result New method applicable to immature markets without sufficient data.
Paper evaluates whether AI is a bubble or a productivity revolution.
problem Determining if AI investments are a bubble or a sustainable technology.
method Hybrid review and diagnostic framework combining asset pricing foundations and modern econometric methods.
result AI investments show both genuine fundamentals and bubble-like fragilities.
Detects negative oil bubble and positive USD bubble in 2014-2016.
problem Detecting market bubbles in oil and USD.
method Log-Periodic Power Law (LPPL) methodology with .
result Strong anti-correlation between oil price and USD.
Study detects Bitcoin bubbles and predicts crashes using adaptive multilevel time series detection.
problem Detecting and predicting Bitcoin price bubbles and crashes.
method Adaptive multilevel time series detection based on LPPLS model.
result LPPLS confidence indicator provides effective warnings for bubble detection and crash prediction.
The paper analyzes potential housing bubbles in China using statistical tests.
problem Detecting potential housing bubbles in China's real estate market.
method Applied Engle-Granger cointegration test and Log-Periodic-Power-Law-Singularity (LPPLS) model.
result Evidence of unsustainable speculative behaviors in Chinese real estate markets.
Study on metric bubbles in complex dimensions 1 and 2.
problem Understanding degenerations of Kähler-Einstein metrics.
method Investigation of metric bubble trees for non-collapsing cases.
result Description of a conjectural higher-dimensional picture.
Modeling stochastic arbitrage bubbles in Black-Scholes framework.
problem Analyzing arbitrage bubbles in financial markets.
method Developed a generalized Black-Scholes equation with stochastic arbitrage bubbles.
result The Black-Scholes model is a low-energy limit of a stochastic model.
Study predicts NFT bubbles using LPPL model.
problem Tackles bubble prediction of NFTs.
method Applied logarithmic periodic power law (LPPL) model to NFT price data.
result NFTs, Decentraland, and ArtBlocks are in bubbles, while Ethereum Name Service is in a negative bubble.
Study asset price bubbles in markets with short sales prohibitions and model uncertainty.
problem Investigating asset price bubbles in markets with short sales prohibitions and model uncertainty.
method Introducing a novel definition of the fundamental price and analyzing the types and characterization of bubbles using a new fundamental theorem of asset pricing and superhedging duality.
result Two distinct types of bubbles arise depending on the maturity structure of the asset, and conditions for their existence are provided.
NFT Bubblesq-fin.PR
Study reveals investor behavior in NFT bubbles.
problem Understanding retail investor behavior in asset bubbles.
method Systematic study of NFTs using public blockchain data.
result Sophisticated investors outperform others in NFT bubbles.
Study of immersions with Willmore energy leading to spherical and catenoid bubbles.
problem Classifying immersions with specific energy properties.
method Analyzing sequences of weak immersions with diverging conformal classes, applying Möbius transformations, and strong -limits.
result Obtaining spherical and catenoid bubbles as limits of immersions.
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bifurcations and phase transitions, the log-periodic power law (LPPL) model has been developed as a flexible tool to detec…
Planar Soap Bubblesmath.MG
The generalized soap bubble problem seeks the least perimeter way to enclose and separate n given volumes in R^m. We study the possible configurations for perimeter minimizing bubble complexes enclosing more than two regions. We prove that perimeter minimizing planar bubble complexes with equal pressure regions and wit…
Example of spacetime with causal bubbling, splitting into timelike and spacelike parts.
problem Understanding causal bubbling in spacetimes.
method Example of a globally hyperbolic spacetime with a continuous metric, splitting orthogonally into timelike and spacelike parts.
result The synthetic timelike curvature-dimension (TCD) condition does not prevent causal bubbling.
Study asset price bubbles with proportional transaction costs.
problem Impact of transaction costs on asset price bubbles.
method Define fundamental value, use super-replication theorem, investigate bubbles intrinsically.
result Model intrinsically includes the birth of a bubble.
Deep neural network detects asset bubbles with improved accuracy.
problem Detecting asset bubbles in financial markets.
method Developed a deep learning neural network to estimate diffusion coefficient of price processes.
result Improved detection of asset bubbles compared to existing methods.