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Behavioral economics show us that emotions play an important role in individual behavior and decision-making. Does this also affect collective decision making in a community? Here we investigate whether the community sentiment energy of a…

Social and Information Networks · Computer Science 2017-09-11 Xiang Wang , Chen Wang , Zhaoyun Ding , Min Zhu , Jiumin Huang

In this work, we study the event occurrences of individuals interacting in a network. To characterize the dynamic interactions among the individuals, we propose a group network Hawkes process (GNHP) model whose network structure is observed…

Methodology · Statistics 2023-08-31 Guanhua Fang , Ganggang Xu , Haochen Xu , Xuening Zhu , Yongtao Guan

The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…

Machine Learning · Computer Science 2021-02-05 Rui Zhang , Christian Walder , Marian-Andrei Rizoiu

There has been a tremendous rise in the growth of online social networks all over the world in recent years. This has facilitated users to generate a large amount of real-time content at an incessant rate, all competing with each other to…

Computers and Society · Computer Science 2012-02-03 Louis Yu , Sitaram Asur , Bernardo A. Huberman

We predict the popularity of short messages called tweets created in the micro-blogging site known as Twitter. We measure the popularity of a tweet by the time-series path of its retweets, which is when people forward the tweet to others.…

Social and Information Networks · Computer Science 2014-11-25 Tauhid Zaman , Emily B. Fox , Eric T. Bradlow

Social networks are flooded with different pieces of emotional information, the propagation of which helps to shape the development of public sentiment. To help designing effective communication strategies during the entire development of…

Social and Information Networks · Computer Science 2020-11-17 Fulian Yin

The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…

Methodology · Statistics 2024-11-15 Lingxiao Zhou , Georgia Papadogeorgou

Predicting the popularity of social media content in real time requires approaches that efficiently operate at global scale. Popularity prediction is important for many applications, including detection of harmful viral content to enable…

Social and Information Networks · Computer Science 2021-12-23 Daniel Haimovich , Dima Karamshuk , Thomas J. Leeper , Evgeniy Riabenko , Milan Vojnovic

Fake news has emerged as a pervasive problem within Online Social Networks, leading to a surge of research interest in this area. Understanding the dissemination mechanisms of fake news is crucial in comprehending the propagation of…

Social and Information Networks · Computer Science 2023-08-29 Yichen Jiang , Michael D. Porter

Modeling online discourse dynamics is a core activity in understanding the spread of information, both offline and online, and emergent online behavior. There is currently a disconnect between the practitioners of online social media…

Social and Information Networks · Computer Science 2021-03-15 Quyu Kong , Rohit Ram , Marian-Andrei Rizoiu

Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual…

Applications · Statistics 2019-02-12 Achraf Bahamou , Maud Doumergue , Philippe Donnat

Modeling event dynamics is central to many disciplines. Patterns in observed event arrival times are commonly modeled using point processes. Such event arrival data often exhibits self-exciting, heterogeneous and sporadic trends, which is…

Applications · Statistics 2021-08-16 Jing Wu , Owen G. Ward , James Curley , Tian Zheng

In microblogging, hashtags are used to be topical markers, and they are adopted by users that contribute similar content or express a related idea. However, hashtags are created in a free style and there is no domain category information…

Information Retrieval · Computer Science 2015-05-06 Shuangyong Song , Yao Meng

This chapter provides an accessible introduction for point processes, and especially Hawkes processes, for modeling discrete, inter-dependent events over continuous time. We start by reviewing the definitions and the key concepts in point…

Machine Learning · Statistics 2017-10-10 Marian-Andrei Rizoiu , Young Lee , Swapnil Mishra , Lexing Xie

We propose a new jump-diffusion process, the Heston-Queue-Hawkes (HQH) model, combining the well-known Heston model and the recently introduced Queue-Hawkes (Q-Hawkes) jump process. Like the Hawkes process, the HQH model can capture the…

Pricing of Securities · Quantitative Finance 2023-02-13 Luis A. Souto Arias , Pasquale Cirillo , Cornelis W. Oosterlee

The spread and resonance of users' opinions on SinaWeibo, the most popular micro-blogging website in China, are tremendously influential, having significantly affected the processes of many real-world hot social events. We select 21 hot…

Social and Information Networks · Computer Science 2015-06-15 Wanqiu Guan , Haoyu Gao , Mingmin Yang , Yuan Li , Haixin Ma , Weining Qian , Zhigang Cao , Xiaoguang Yang

We introduce a model for predicting page-view dynamics of promoted content. The regularity of the content promotion process on Wikipedia provides excellent experimental conditions which favour detailed modelling. We show that the popularity…

Computers and Society · Computer Science 2013-09-12 Marijn ten Thij , Yana Volkovich , David Laniado , Andreas Kaltenbrunner

The social characteristics of players in a social network are closely associated with their network positions and relational importance. Identifying those influential players in a network is of great importance as it helps to understand how…

Methodology · Statistics 2024-12-31 Yingying Ma , Wei Lan , Chenlei Leng , Ting Li , Hansheng Wang

Across a wide variety of applications, the self-exciting Hawkes process has been used to model phenomena in which the history of events influences future occurrences. However, there may be many situations in which the past events only…

Probability · Mathematics 2021-01-12 Andrew Daw , Jamol Pender

The Hawkes process is a model for counting the number of arrivals to a system which exhibits the self-exciting property - that one arrival creates a heightened chance of further arrivals in the near future. The model, and its…

Methodology · Statistics 2024-05-20 Patrick J. Laub , Young Lee , Philip K. Pollett , Thomas Taimre