We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by quantifying the co-movement of asset prices returns, while social structure is meas…
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
Algorithm ensures fair information spread in social networks with community structure.
Heterogeneous SVO leads to diverse policies in sequential social dilemmas.
SINN combines social science and deep learning for predicting opinion dynamics.
Combines global and local features for better social circle prediction in ego-networks.
Understanding tie strength in social networks, and the factors that influence it, have received much attention in a myriad of disciplines for decades. Several models incorporating indicators of tie strength have been proposed and used to quantify relationships in social networks, and a standard set of structural networ…
Finding meaningful communities in social network has attracted the attentions of many researchers. The community structure of complex networks reveals both their organization and hidden relations among their constituents. Most of the researches in the field of community detection mainly focus on the topological structu…
Actors in realistic social networks play not one but a number of diverse roles depending on whom they interact with, and a large number of such role-specific interactions collectively determine social communities and their organizations. Methods for analyzing social networks should capture these multi-faceted role-spec…
Events are happening in real-world and real-time, which can be planned and organized occasions involving multiple people and objects. Social media platforms publish a lot of text messages containing public events with comprehensive topics. However, mining social events is challenging due to the heterogeneous event elem…
Predicting event attendance using social influence from social networks.
The study combines social interaction data into a single network, identifying stable groups of chimpanzees.
Improved neural model for social recommendation by integrating social and interest networks.
Understanding the diffusion in social network is an important task. However, this task is challenging since (1) the network structure is usually hidden with only observations of events like "post" or "repost" associated with each node, and (2) the interactions between nodes encompass multiple distinct patterns which in…
Develops platforms to analyze social media data for human behavior and emotions.
Online voting is an emerging feature in social networks, in which users can express their attitudes toward various issues and show their unique interest. Online voting imposes new challenges on recommendation, because the propagation of votings heavily depends on the structure of social networks as well as the content …
Paper detects social media influencers affecting financial markets.
Game aims to improve social interactions for teenagers with ASD.
We study a networked version of the minority game in which agents can choose to follow the choices made by a neighbouring agent in a social network. We show that for a wide variety of networks a leadership structure always emerges, with most agents following the choice made by a few agents. We find a suitable parameter…
As research into community finding in social networks progresses, there is a need for algorithms capable of detecting overlapping community structure. Many algorithms have been proposed in recent years that are capable of assigning each node to more than a single community. The performance of these algorithms tends to …
With the rise of social media, people can now form relationships and communities easily regardless of location, race, ethnicity, or gender. However, the power of social media simultaneously enables harmful online behavior such as harassment and bullying. Cyberbullying is a serious social problem, making it an important…
Model financial markets with social media influences using hierarchical networks.
Community detection algorithms are fundamental tools to understand organizational principles in social networks. With the increasing power of social media platforms, when detecting communities there are two possi- ble sources of information one can use: the structure of social network and node attributes. However struc…
Learning social media data embedding by deep models has attracted extensive research interest as well as boomed a lot of applications, such as link prediction, classification, and cross-modal search. However, for social images which contain both link information and multimodal contents (e.g., text description, and visu…
Mobile sensing is an emerging technology that utilizes agent-participatory data for decision making or state estimation, including multimedia applications. This article investigates the structure of mobile sensing schemes and introduces crowdsourcing methods for mobile sensing. Inspired by social network, one can estab…
Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …
In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. I…
For a broad range of research, governmental and commercial applications it is important to understand the allegiances, communities and structure of key players in society. One promising direction towards extracting this information is to exploit the rich relational data in digital social networks (the social graph). As…
Generative model captures hubs and dense communities in social networks.
Spatially-sparse predictors are good models for brain decoding: they give accurate predictions and their weight maps are interpretable as they focus on a small number of regions. However, the state of the art, based on total variation or graph-net, is computationally costly. Here we introduce sparsity in the local neig…
In this study, the authors develop a structural model that combines a macro diffusion model with a micro choice model to control for the effect of social influence on the mobile app choices of customers over app stores. Social influence refers to the density of adopters within the proximity of other customers. Using a …
Study predicts social relationships using triadic influence from social networks.
Algorithm of multicurrency trading at the market of Forex is realized on the basis of nonlinear stochastic wavelets. The distinctive feature of the algorithm is the possibility of weakly- and strongly connected horizontal self-assemblies, as well as use of nested structures. On-line trading with eight currency couples …
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or Internet memes shared via social media. Neuron spikes stimulate or inhibit spike…
SLIM model predicts social network polarization using signed links.
In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicat…
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation of the expression describing the declining long-term tail of a social discount c…
Develops algorithm to reduce real-world inequality.
Large graphs are natural mathematical models for describing the structure of the data in a wide variety of fields, such as web mining, social networks, information retrieval, biological networks, etc. For all these applications, automatic tools are required to get a synthetic view of the graph and to reach a good under…
We analyze social and economic systems with a hierarchical structure and show that for such systems, it is possible to construct thermostatistics, based on the intermediate Gentile statistics. We show that in social and economic hierarchical systems there are elements that obey the Fermi-Dirac statistics and can be cal…
A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.
This paper identifies and analyzes biases in risk-adjusted index weighting methods, affecting social welfare and market fairness.
Mastering the dynamics of social influence requires separating, in a database of information propagation traces, the genuine causal processes from temporal correlation, i.e., homophily and other spurious causes. However, most studies to characterize social influence, and, in general, most data-science analyses focus on…
This paper develops an active sensing method to estimate the relative weight (or trust) agents place on their neighbors' information in a social network. The model used for the regression is based on the steady state equation in the linear DeGroot model under the influence of stubborn agents, i.e., agents whose opinion…
Proposes a new algorithm for graph-based semi-parametric contextual bandits.
StratLearner learns strategies to prevent misinformation in social networks.
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…
PHASE dataset simulates complex social interactions in physical environments.
A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can…