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The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
A pandemic poses particular challenges to decision-making because of the need to continuously adapt decisions to rapidly changing evidence and available data. For example, which countermeasures are appropriate at a particular stage of the…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
In this work we review some recent development in the mathematical modelling of quantitative sociology by means of statistical mechanics. After a short pedagogical introduction to static and dynamic properties of many body systems, we…
A central task in the analysis of human movement behavior is to determine systematic patterns and differences across experimental conditions, participants and repetitions. This is possible because human movement is highly regular, being…
Behavioural analytics provides insights into individual and crowd behaviour, enabling analysis of what previously happened and predictions for how people may be likely to act in the future. In defence and security, this analysis allows…
We demonstrate the power of data mining techniques for the analysis of collective social dynamics within British Tweets during the Olympic Games 2012. The classification accuracy of online activities related to the successes of British…
A method to study and evaluate the occupation of a Hospital Surgery Service, with some specificity in its activity, is outlined in this work. Its application is exemplified with real data, and it is shown that it is simple, practical, and…
Modeling event patterns is a central task in a wide range of disciplines. In applications such as studying human activity patterns, events often arrive clustered with sporadic and long periods of inactivity. Such heterogeneity in event…
The tension between qualitative theorizing and quantitative methods is pervasive in the social sciences, and poses a constant challenge to empirical research. But in science studies as an interdisciplinary specialty, there are additional…
A vast amount of textual web streams is influenced by events or phenomena emerging in the real world. The social web forms an excellent modern paradigm, where unstructured user generated content is published on a regular basis and in most…
A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…
The movement of pedestrians is supposed to show certain regularities which can be best described by an ``algorithm'' for the individual behavior and is easily simulated on computers. This behavior is assumed to be determined by an intended…
Recent years have witnessed an explosion of extensive geolocated datasets related to human movement, enabling scientists to quantitatively study individual and collective mobility patterns, and to generate models that can capture and…
A theory of citations should not consider cited and/or citing agents as its sole subject of study. One is able to study also the dynamics in the networks of communications. While communicating agents (e.g., authors, laboratories, journals)…
Contrary to the structural aspect of conventional social network analysis, a new method in behavioral analysis is proposed. We define behavioral measures including self-loops and multiple links and illustrate the behavioral analysis with…
This thesis summarises my scientific contributions in the domain of network science, human dynamics and computational social science. These contributions are associated to computer science, physics, statistics, and applied mathematics. The…
We investigate the response function of human agents as demonstrated by written correspondence, uncovering a new universal pattern for how the reactive dynamics of individuals is distributed across the set of each agent's contacts. In…
Human travelling behaviours are markedly regular, to a large extent, predictable, and mostly driven by biological necessities (\eg sleeping, eating) and social constructs (\eg school schedules, synchronisation of labour). Not surprisingly,…
This opening editorial aims to interest researchers and encourage novel research in the closely related fields of sociophysics and computational social science. We briefly discuss challenges and possible research directions in the study of…