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Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models. Based on the order flow data of 18 liquid…

Statistical Finance · Quantitative Finance 2014-03-18 Gao-Feng Gu , Xiong Xiong , Wei Zhang , Yong-Jie Zhang , Wei-Xing Zhou

We analyze a large-scale mobile phone call dataset containing information on the age, gender, and billing locality of users to get insight into social closeness in pairs of individuals of similar age. We show that in addition to using the…

Social and Information Networks · Computer Science 2019-08-08 Mikaela Irene D. Fudolig , Daniel Monsivais , Kunal Bhattacharya , Hang-Hyun Jo , Kimmo Kaski

Following up on Barabasi's recent letter to Nature [435, 207--211 (2005)], we systematically investigate the time series of e-mail usage for 3,188 users at a university. We focus on two quantities for each user: the time interval between…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Daniel B. Stouffer , R. Dean Malmgren , Luis A. N. Amaral

Using large-scale call detail records of anonymised mobile phone service subscribers with demographic and location information, we investigate how a long-distance residential move within the country affects the mobile communication patterns…

Social and Information Networks · Computer Science 2021-04-07 Mikaela Irene D. Fudolig , Daniel Monsivais , Kunal Bhattacharya , Hang-Hyun Jo , Kimmo Kaski

Human activities from hunting to emailing are performed in a fractal-like scale invariant pattern. These patterns are considered efficient for hunting or foraging, but are they efficient for gathering information? Here we link the scale…

Physics and Society · Physics 2017-01-12 Arko Ghosh , Jean-Pascal Pfister , Matthew Cook

Intertrade duration of equities is an important financial measure characterizing the trading activities, which is defined as the waiting time between successive trades of an equity. Using the ultrahigh-frequency data of a liquid Chinese…

Statistical Finance · Quantitative Finance 2011-04-01 Yong-Ping Ruan , Wei-Xing Zhou

The distribution of intervals between human actions such as email posts or keyboard strokes demonstrates distinct properties at short vs long time scales. For instance, at long time scales, which are presumably controlled by complex process…

Social and Information Networks · Computer Science 2020-07-22 Jean-Pascal Pfister , Arko Ghosh

We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U. S. economy over a period of four years. For all companies we find that: (i) the probability density function…

Statistical Mechanics · Physics 2009-11-10 Plamen Ch. Ivanov , Ainslie Yuen , Boris Podobnik , Youngki Lee

Recent research has shown the deep impact of the dynamics of human interactions (or temporal social networks) on the spreading of information, opinion formation, etc. In general, the bursty nature of human interactions lowers the…

Physics and Society · Physics 2015-06-16 Giovanna Miritello , Rubén Lara , Esteban Moro

Mobile phone log data (e.g., phone call log) is not static as it is progressively added to day-by-day according to individ- ual's diverse behaviors with mobile phones. Since human behavior changes over time, the most recent pattern is more…

Computers and Society · Computer Science 2017-12-19 Iqbal H. Sarker , Muhammad Ashad Kabir , Alan Colman , Jun Han

Human mobility and other social activity patterns influence various aspects of society such as urban planning, traffic predictions, crisis resilience, and epidemic prevention. The behaviour of individuals, like their communication…

Social and Information Networks · Computer Science 2023-11-27 Fumiko Ogushi , Chandreyee Roy , Kimmo Kaski

Without having direct access to the information that is being exchanged, traces of information flow can be obtained by looking at temporal sequences of user interactions. These sequences can be represented as causality trees whose…

Physics and Society · Physics 2013-02-04 Fernando Peruani , Lionel Tabourier

We present a link-centric approach to study variation in the mobile phone communication patterns of individuals. Unlike most previous research on call detail records that focused on the variation of phone usage across individual users, we…

Social and Information Networks · Computer Science 2020-01-08 Mikaela Irene D. Fudolig , Kunal Bhattacharya , Daniel Monsivais , Hang-Hyun Jo , Kimmo Kaski

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

Physics and Society · Physics 2010-01-19 Bosiljka Tadic , G. J. Rodgers

In this study we analyze one year of anonymized telecommunications data for over one million customers from a large European cellphone operator, and we investigate the relationship between people's calls and their physical location. We…

Physics and Society · Physics 2011-07-22 Francesco Calabrese , Zbigniew Smoreda , Vincent D. Blondel , Carlo Ratti

Human mobility analysis is an important issue in social sciences, and mobility data are among the most sought-after sources of information in ur- Data ban studies, geography, transportation and territory management. In network sciences…

Computers and Society · Computer Science 2013-01-29 Thomas Couronne , Zbigniew Smoreda , Ana-Maria Olteanu

Mobile phone datasets allow for the analysis of human behavior on an unprecedented scale. The social network, temporal dynamics and mobile behavior of mobile phone users have often been analyzed independently from each other using mobile…

Recent advances on human dynamics have focused on the normal patterns of human activities, with the quantitative understanding of human behavior under extreme events remaining a crucial missing chapter. This has a wide array of potential…

Physics and Society · Physics 2014-06-27 Liang Gao , Chaoming Song , Ziyou Gao , Albert-László Barabási , James P. Bagrow , Dashun Wang

People in modern societies form different social networks through numerous means of communication. These communication networks reflect different aspects of human's societal structure. The billing records of calls among mobile phone users…

Physics and Society · Physics 2016-01-19 Ming-Xia Li , Wen-Jie Xie , Zhi-Qiang Jiang , Wei-Xing Zhou

In the last decade, the effects of interruptions through mobile notifications have been extensively researched in the field of Human-Computer Interaction. Breakpoints in tasks and activities, cognitive load, and personality traits have all…

Human-Computer Interaction · Computer Science 2019-07-11 Christoph Anderson , Judith Simone Heinisch , Sandra Ohly , Klaus David , Veljko Pejovic