English
Related papers

Related papers: Mutually Exciting Point Processes for Crowdfunding…

200 papers

Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…

Data Analysis, Statistics and Probability · Physics 2021-01-04 Shinsuke Koyama , Shigeru Shinomoto

Mobile health applications, including those that track activities such as exercise, sleep, and diet, are becoming widely used. Accurately predicting human actions is essential for targeted recommendations that could improve our health and…

Social and Information Networks · Computer Science 2018-02-27 Takeshi Kurashima , Tim Althoff , Jure Leskovec

Polarization issue is generally subject to ideological polarization and affective polarization. In particular, affective polarization usually accelerates the polarization process and transform social interactions into a zero-sum game. Yet,…

Physics and Society · Physics 2023-04-27 Peng-Bi Cui

Crowd sensing is a new paradigm which leverages the ubiquity of sensor-equipped mobile devices to collect data. To achieve good quality for crowd sensing, incentive mechanisms are indispensable to attract more participants. Most of existing…

Computer Science and Game Theory · Computer Science 2014-05-01 Jiajun Sun

We introduce a model-independent approximation for the branching ratio of Hawkes self-exciting point processes. Our estimator requires knowing only the mean and variance of the event count in a sufficiently large time window, statistics…

Statistical Finance · Quantitative Finance 2014-12-17 Stephen J. Hardiman , Jean-Philippe Bouchaud

Using agent-directed simulations, we investigate fluctuations in the collective emotional states on a chat network where agents interchange messages with a fixed number of moderators and emotional Bot. To design a realistic chat system, the…

Physics and Society · Physics 2014-11-21 M. Šuvakov , B. Tadić

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…

Trading and Market Microstructure · Quantitative Finance 2015-05-19 Emmanuel Bacry , Iacopo Mastromatteo , Jean-François Muzy

Affective sharing within groups strengthens coordination and empathy, leads to better health outcomes, and increases productivity and performance. Existing tools for affective sharing face one main challenge: creating a representation of…

Human-Computer Interaction · Computer Science 2020-10-15 Chao Ying Qin , Marios Constantinides , Luca Maria Aiello , Daniele Quercia

Efforts to model viral cascades provide a vital view into how they form and spread. A range of methods, such as Multivariate Hawkes Processes or network inference algorithms, attempt to decompose cascades into constituent components via…

Social and Information Networks · Computer Science 2023-02-28 Nick Hagar , Laila Wahedi , Eric Dunford

User-generated content is shaping the dynamics of the World Wide Web. Indeed, an increasingly large number of systems provide mechanisms to support the growing demand for content creation, sharing, and management. Tagging systems are a…

Information Retrieval · Computer Science 2013-01-29 Elizeu Santos-Neto , David Condon , Nazareno Andrade , Adriana Iamnitchi , Matei Ripeanu

Hawkes Processes are a type of point process for modeling self-excitation, i.e., when the occurrence of an event makes future events more likely to occur. The corresponding self-triggering function of this type of process may be inferred…

Applications · Statistics 2018-06-01 Rafael Lima , Jaesik Choi

Social influence drives both offline and online human behaviour. It pervades cultural markets, and manifests itself in the adoption of scientific and technical innovations as well as the spread of social practices. Prior empirical work on…

Physics and Society · Physics 2014-07-14 J. -P. Onnela , F. Reed-Tsochas

In this paper we present a novel crowd simulation method by modeling the generation and contagion of panic emotion under multi-hazard circumstances. Specifically, we first classify hazards into different types (transient and persistent,…

Multiagent Systems · Computer Science 2019-02-19 Mingliang Xu , Xiaozheng Xie , Pei Lv , Jiangwei Niu , Hua Wang , Chaochao Li , Ruijie Zhu , Zhigang Deng , Bing Zhou

A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…

Trading and Market Microstructure · Quantitative Finance 2026-05-12 Luca Mucciante , Alessio Sancetta

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

Machine Learning · Computer Science 2020-03-02 Maximilian Nickel , Matthew Le

Hawkes process is one of the most commonly used models for investigating the self-exciting nature of earthquake occurrences. However, seismicity patterns have complicated characteristics due to heterogeneous geology and stresses, for which…

Applications · Statistics 2023-02-15 Junhyeon Kwon , Yingcai Zheng , Mikyoung Jun

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In…

Machine Learning · Computer Science 2021-02-17 Fatih Ilhan , Suleyman Serdar Kozat

On-line communities offer a great opportunity to investigate human dynamics, because much information about individuals is registered in databases. In this paper, based on data statistics of online comments on Blog posts, we first present…

Social and Information Networks · Computer Science 2010-09-28 Jin-Li Guo

We introduce a new type of point process model to describe the incidence of contagious diseases. The model is a variant of the Hawkes self-exciting process and exhibits similar clustering but without the restriction that the component…

Methodology · Statistics 2017-03-27 Frederic Schoenberg , Marc Hoffmann , Ryan Harrigan

Crowdfunding platforms have become important sites where people can create projects to seek funds toward turning their ideas into products, and back someone else's projects. As news media have reported successfully funded projects (e.g.,…

Social and Information Networks · Computer Science 2016-07-26 Thanh Tran , Madhavi R. Dontham , Jinwook Chung , Kyumin Lee