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Mobile Crowd Sensing (MCS) is a new paradigm which takes advantage of pervasive smartphones to efficiently collect data, enabling numerous novel applications. To achieve good service quality for a MCS application, incentive mechanisms are…
Epilepsy is a neurological disorder characterized by recurrent seizures affecting more than 70 million people worldwide. Often, an individual with epilepsy is more likely to experience subsequent seizures following an initial seizure, a…
As the driving force of crowdsourcing is the interaction among participants, various incentive mechanisms have been proposed to attract sufficient participants. However, the existing works assume that all the providers always meet 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…
In customer support contact centers, every service interaction involves a messaging dialogue between a customer and an agent; together, they exchange information, solve problems, and collectively co-produce the service. Because the service…
We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a point process mainly characterized by 4 kernels associated with…
Large-scale data resulting from users online interactions provide the ultimate source of information to study emergent social phenomena on the Web. From individual actions of users to observable collective behaviors, different mechanisms…
We consider a mean-variance portfolio selection problem in a financial market with contagion risk. The risky assets follow a jump-diffusion model, in which jumps are driven by a multivariate Hawkes process with mutual-excitation effect. The…
Univariate marked Hawkes processes are used to model a range of real-world phenomena including earthquake aftershock sequences, contagious disease spread, content diffusion on social media platforms, and order book dynamics. This paper…
We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…
The content of a webpage described or posted an event in the cyberspace inevitably reflects viewpoints, values and trends of the physical society. Mapping an event on web to the popularity score plays a pivot role to sense the social trends…
Recent years have seen an unprecedented rise of the role that technology plays in all aspects of human activities. Unavoidably, technology has heavily entered the Capital Markets trading space, to the extent that all major exchanges are now…
We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…
Asynchronous events on the continuous time domain, e.g., social media actions and stock transactions, occur frequently in the world. The ability to recognize occurrence patterns of event sequences is crucial to predict which typeof events…
Collaborating in a group, whether face-to-face or virtually, involves continuously expressing emotions and interpreting those of other group members. Therefore, understanding group affect is essential to comprehending how groups interact…
We consider the problem of how to optimize multi-stage campaigning over social networks. The dynamic programming framework is employed to balance the high present reward and large penalty on low future outcome in the presence of extensive…
Aggressive behavior in autistic inpatient youth often arises in temporally clustered bursts complicating efforts to distinguish external triggers from internal escalation. The sample population branching factor-the expected number of new…
The emergence and wide-spread use of online social networks has led to a dramatic increase on the availability of social activity data. Importantly, this data can be exploited to investigate, at a microscopic level, some of the problems…
Online social networking services allow their users to post content in the form of text, images or videos. The main mechanism driving content diffusion is the possibility for users to re-share the content posted by their social connections,…
Commons-based peer production does seem to rest upon a paradox. Although users produce all contents, at the same time participation is commonly on a voluntary basis, and largely incentivized by achievement of project's goals. This means…