Local Variation of Hashtag Spike Trains and Popularity in Twitter

Detection of Mutual Exciting Structure in Stock Price Trend Dynamics

We investigated a comprehensive analysis of the mutual exciting mechanism for the dynamic of stock price trends. A multi-dimensional Hawkes-model-based approach was proposed to capture the mutual exciting activities, which take the form of point processes induced by dual moving average crossovers. We first performed statistical measurements for the crossover event sequence, introducing the distribution of the inter-event times of dual moving average crossovers and the correlations of local variation (LV), which is often used in spike train analysis. It was demonstrated that the crossover dynamics in most stock sectors are generally more regular than a standard Poisson process, and the correlation between variations is ubiquitous. In this sense, the proposed model allowed us to identify some asymmetric cross-excitations, and a mutually exciting structure of stock sectors could be characterized by mutual excitation correlations obtained from the kernel matrix of our model. Using simulations, we were able to substantiate that a burst of the dual moving average crossovers in one sector increases the intensity of burst both in the same sector (self-excitation) as well as in other sectors (cross-excitation), generating episodes of highly clustered burst across the market. Furthermore, based on our finding, an algorithmic pair trading strategy was developed and backtesting results on real market data showed that the mutual excitation mechanism might be profitable for stock trading.

Interactional and Informational Attention on Twitter

Twitter may be considered to be a decentralized social information processing platform whose users constantly receive their followees’ information feeds, which they may in turn dispatch to their followers. This decentralization is not devoid of hierarchy and heterogeneity, both in terms of activity and attention. In particular, we appraise the distribution of attention at the collective and individual level, which exhibits the existence of attentional constraints and focus effects. We observe that most users usually concentrate their attention on a limited core of peers and topics, and discuss the relationship between interactional and informational attention processes—all of which, we suggest, may be useful to refine influence models by enabling the consideration of differential attention likelihood depending on users, their activity levels, and peers’ positions.

A model for meme popularity growth in social networking systems based on biological principle and human interest dynamics

We analyze five big data sets from a variety of online social networking (OSN) systems and find that the growth dynamics of meme popularity exhibit characteristically different behaviors. For example, there is linear growth associated with online recommendation and sharing platforms, a plateaued (or an "S"-shape) type of growth behavior in a web service devoted to helping users to collect bookmarks, and an exponential increase on the largest and most popular microblogging website in China. Does a universal mechanism with a common set of dynamical rules exist, which can explain these empirically observed, distinct growth behaviors? We provide an affirmative answer in this paper. In particular, inspired by biomimicry to take advantage of cell population growth dynamics in microbial ecology, we construct a base growth model for meme popularity in OSNs. We then take into account human factors by incorporating a general model of human interest dynamics into the base model. The final hybrid model contains a small number of free parameters that can be estimated purely from data. We demonstrate that our model is universal in the sense that, with a few parameters estimated from data, it can successfully predict the distinct meme growth dynamics. Our study represents a successful effort to exploit principles in biology to understand online social behaviors by incorporating the traditional microbial growth model into meme popularity. Our model can be used to gain insights into critical issues such as classification, robustness, optimization, and control of OSN systems.

Temporal dynamics of online petitions

Online petitions are an important avenue for direct political action, yet the dynamics that determine when a petition will be successful are not well understood. Here we analyze the temporal characteristics of online-petition signing behavior in order to identify systematic differences between popular petitions, which receive a high volume of signatures, and unpopular ones. We find that, in line with other temporal characterizations of human activity, the signing process is typically non-Poissonian and non-homogeneous in time. However, this process exhibits anomalously high memory for human activity, possibly indicating that synchronized external influence or contagion play and important role. More interestingly, we find clear differences in the characteristics of the inter-event time distributions depending on the total number of signatures that petitions receive, independently of the total duration of the petitions. Specifically, popular petitions that attract a large volume of signatures exhibit more variance in the distribution of inter-event times than unpopular petitions with only a few signatures, which could be considered an indication that the former are more bursty. However, petitions with large signature volume are less bursty according to measures that consider the time ordering of inter-event times. Our results, therefore, emphasize the importance of accounting for time ordering to characterize human activity.

Input-output relationship in social communications characterized by spike train analysis

We study the dynamical properties of human communication through different channels, i.e., short messages, phone calls, and emails, adopting techniques from neuronal spike train analysis in order to characterize the temporal fluctuations of successive interevent times. We first measure the so-called local variation (LV) of incoming and outgoing event sequences of users and find that these in- and out-LV values are positively correlated for short messages and uncorrelated for phone calls and emails. Second, we analyze the response-time distribution after receiving a message to focus on the input-output relationship in each of these channels. We find that the time scales and amplitudes of response differ between the three channels. To understand the effects of the response-time distribution on the correlations between the LV values, we develop a point process model whose activity rate is modulated by incoming and outgoing events. Numerical simulations of the model indicate that a quick response to incoming events and a refractory effect after outgoing events are key factors to reproduce the positive LV correlations.

Separating temporal and topological effects in walk-based network centrality

The recently introduced concept of dynamic communicability is a valuable tool for ranking the importance of nodes in a temporal network. Two metrics, broadcast score and receive score, were introduced to measure the centrality of a node with respect to a model of contagion based on time-respecting walks. This article examines the temporal and structural factors influencing these metrics by considering a versatile stochastic temporal network model. We analytically derive formulas to accurately predict the expectation of the broadcast and receive scores when one or more columns in a temporal edge-list are shuffled. These methods are then applied to two publicly available data sets and we quantify how much the centrality of each individual depends on structural or temporal influences. From our analysis, we highlight two practical contributions: a way to control for temporal variation when computing dynamic communicability and the conclusion that the broadcast and receive scores can, under a range of circumstances, be replaced by the row and column sums of the matrix exponential of a weighted adjacency matrix given by the data.