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Networks capture our intuition about relationships in the world. They describe the friendships between Facebook users, interactions in financial markets, and synapses connecting neurons in the brain. These networks are richly structured…
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…
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times, which we refer to as data distortion. The presence of such…
Data extracted from social media platforms, such as Twitter, are both large in scale and complex in nature, since they contain both unstructured text, as well as structured data, such as time stamps and interactions between users. A key…
Monitoring news content automatically is an important problem. The news content, unlike traditional text, has a temporal component. However, few works have explored the combination of natural language processing and dynamic system models.…
Twitter updates now represent an enormous stream of information originating from a wide variety of formal and informal sources, much of which is relevant to real-world events. In this paper we adapt existing bio-surveillance algorithms to…
We have witnessed a boosted demand for graph analytics at Twitter in recent years, and graph analytics has become one of the key parts of Twitter's large-scale data analytics and machine learning for driving engagement, serving the most…
The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a past event can only increase the occurrence of future…
Micro-blogging systems such as Twitter expose digital traces of social discourse with an unprecedented degree of resolution of individual behaviors. They offer an opportunity to investigate how a large-scale social system responds to…
Information diffusion occurs on microblogging platforms like Twitter as retweet cascades. When a tweet is posted, it may be retweeted and henceforth further retweeted, and the retweeting process continues iteratively and indefinitely. A…
The proliferation of social media such as real time microblogging and online reputation systems facilitate real time sensing of social patterns and behavior. In the last decade, sensing and decision making in social networks have witnessed…
The Hawkes model is suitable for describing self and mutually exciting random events. In addition, the exponential decay in the Hawkes process allows us to calculate the moment properties in the model. However, due to the complexity of the…
There is a large amount of interest in understanding users of social media in order to predict their behavior in this space. Despite this interest, user predictability in social media is not well-understood. To examine this question, we…
Online social networks are a dominant medium in everyday life to stay in contact with friends and to share information. In Twitter, users can connect with other users by following them, who in turn can follow back. In recent years,…
In this paper we propose an overview of the recent academic literature devoted to the applications of Hawkes processes in finance. Hawkes processes constitute a particular class of multivariate point processes that has become very popular…
Social networks represent complex ecosystems where the interactions between users or groups play a pivotal role in information dissemination, opinion formation, and social interactions. Effectively harnessing event sequence data within…
Online social media such as Twitter, Facebook, Wikis and Linkedin have made a great impact on the way we consume information in our day to day life. Now it has become increasingly important that we come across appropriate content from the…
The Hawkes process is used to model point process data where events occur in clusters and bursts. In a standard multivariate Hawkes process, every event that occurs in a dimension has an equal impact on the process intensity. However, this…
Twitter has become one of the main sources of news for many people. As real-world events and emergencies unfold, Twitter is abuzz with hundreds of thousands of stories about the events. Some of these stories are harmless, while others could…
Twitter stream has become a large source of information for many people, but the magnitude of tweets and the noisy nature of its content have made harvesting the knowledge from Twitter a challenging task for researchers for a long time.…