Related papers: Mutually Exciting Point Processes for Crowdfunding…
Previous work has shown that popular trending events are important external factors which pose significant influence on user search behavior and also provided a way to computationally model this influence. However, their problem formulation…
We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…
Self-exciting processes of Hawkes type have been used to model various phenomena including earthquakes, neural activities, and views of online videos. Studies of temporal networks have revealed that sequences of social interevent times for…
Predicting popularity, or the total volume of information outbreaks, is an important subproblem for understanding collective behavior in networks. Each of the two main types of recent approaches to the problem, feature-driven and generative…
Crowdfunding is an emerging finance platform for creators to fund their efforts by soliciting relatively small contributions from a large number of individuals using the Internet. Due to the unique rules, a campaign succeeds in trading only…
Video sharing and entertainment websites have rapidly grown in popularity and now constitute some of the most visited websites on the Internet. Despite the active user engagement on these online video-sharing platforms, most of recent…
The Hawkes process has garnered attention in recent years for its suitability to describe the behavior of online information cascades. Here, we present a fully tractable approach to analytically describe the distribution of the number of…
The growing popularity of online fundraising (aka "crowdfunding") has attracted significant research on the subject. In contrast to previous studies that attempt to predict the success of crowdfunded projects based on specific…
The emergence of online social platforms, such as social networks and social media, has drastically affected the way people apprehend the information flows to which they are exposed. In such platforms, various information cascades spreading…
Recommender systems are an important part of the modern human experience whose influence ranges from the food we eat to the news we read. Yet, there is still debate as to what extent recommendation platforms are aligned with the user goals.…
The contagion dynamics can emerge in social networks when repeated activation is allowed. An interesting example of this phenomenon is retweet cascades where users allow to re-share content posted by other people with public accounts. To…
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…
Modeling and predicting the popularity of online content is a significant problem for the practice of information dissemination, advertising, and consumption. Recent work analyzing massive datasets advances our understanding of popularity,…
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…
Recent years have witnessed the increasing interests in research of crowdfunding mechanism. In this area, dynamics tracking is a significant issue but is still under exploration. Existing studies either fit the fluctuations of time-series…
This work introduces a self and mutually exciting point process that embeds flexible residuals and intensity with discretely Markovian dynamics. By allowing the integration of diverse residual distributions, this model serves as an…
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…
We propose an extension to Hawkes processes by treating the levels of self-excitation as a stochastic differential equation. Our new point process allows better approximation in application domains where events and intensities accelerate…
A growing share of human interactions now occurs online, where the expression and perception of emotions are often amplified and distorted. Yet, the interplay between different emotions and the extent to which they are driven by external…
This study proposes a versatile model for the dynamics of the best bid and ask prices using an extended Hawkes process. The model incorporates the zero intensities of the spread-narrowing processes at the minimum bid-ask spread,…