Related papers: Mutually Exciting Point Processes for Crowdfunding…
Thanks to the access to labeled orders on the Cac40 index future provided by Euronext, we are able to quantify market participants contributions to the volatility in the diffusive limit. To achieve this result we leverage the branching…
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…
Quadratic Hawkes (QHawkes) processes have proved effective at reproducing the statistics of price changes, capturing many of the stylised facts of financial markets. Motivated by the recently reported strong occurrence of endogenous…
We introduce and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is defined as the integrated parameter…
Crowd sensing is a new paradigm which leverages the pervasive smartphones to efficiently collect and upload sensing data, enabling numerous novel applications. To achieve good service quality for a crowd sensing application, incentive…
Stablecoins, digital assets pegged to a specific currency or commodity value, are heavily involved in transactions of major cryptocurrencies. The effects of deviations from their desired fixed values (depeggings) on the cryptocurrencies for…
In the last decade, social planners have used crowdfunding to raise funds for public projects. As these public projects are non-excludable, the beneficiaries may free-ride. Thus, there is a need to design incentive mechanisms for such…
Internet and online-based social systems are rising as the dominant mode of communication in society. However, the public or semi-private environment under which most online communications operate under do not make them suitable channels…
Dialogue systems have received increasing attention while automatically evaluating their performance remains challenging. User satisfaction estimation (USE) has been proposed as an alternative. It assumes that the performance of a dialogue…
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…
This paper proposes a simple and parsimonious discrete-time simulation model to describe the endogenous formation and periodic collapse of financial bubbles. While existing literature has extensively explored the statistical properties of…
People are increasingly relying on the Web and social media to find solutions to their problems in a wide range of domains. In this online setting, closely related problems often lead to the same characteristic learning pattern, in which…
Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we…
Understanding individual customers' sensitivities to prices, promotions, brands, and other marketing mix elements is fundamental to a wide swath of marketing problems. An important but understudied aspect of this problem is the dynamic…
Crowdfunding has emerged as a widespread strategy for startups seeking financing, particularly through reward-based methods. However, understanding its economic impact at both micro and macro levels requires thorough analysis, often…
We present a careful analysis of possible issues on the application of the self-excited Hawkes process to high-frequency financial data. We carefully analyze a set of effects leading to significant biases in the estimation of the…
Trade executions for major stocks come in bursts of activity, which can be partly attributed to the presence of self- and mutual excitations endogenous to the system. In this paper, we study transaction reports for five FTSE 100 stocks. We…
Crowdsourcing can be applied to the Internet-of-Things (IoT) systems to provide more scalable and efficient services to support various tasks. As the driving force of crowdsourcing is the interaction among participants, various incentive…
Collaborative tagging has been quickly gaining ground because of its ability to recruit the activity of web users into effectively organizing and sharing vast amounts of information. Here we collect data from a popular system and…
Large-scale interacting human activities underlie all social and economic phenomena, but quantitative understanding of regular patterns and mechanism is very challenging and still rare. Self-organized online collaborative activities with…