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The usage of psychological networks that conceptualize psychological behavior as a complex interplay of psychological and other components has gained increasing popularity in various fields of psychology. While prior publications have…
Energy system models involve various input data sets representing the generation, consumption and transport infrastructure of electricity. Especially energy system models with a focus on the transmission grid require time series of…
Statistical inference using social sensors is an area that has witnessed remarkable progress and is relevant in applications including localizing events for targeted advertising, marketing, localization of natural disasters and predicting…
Social media creates crucial mass changes, as popular posts and opinions cast a significant influence on users' decisions and thought processes. For example, the recent Reddit uprising inspired by r/wallstreetbets which had remarkable…
Consumer spending accounts for a large fraction of the US economic activity. Increasingly, consumer activity is moving to the web, where digital traces of shopping and purchases provide valuable data about consumer behavior. We analyze…
The growing instability of both global and domestic economic environments has increased the risk of financial distress at the household level. However, traditional econometric models often rely on delayed and aggregated data, limiting their…
Internet social networks have become a ubiquitous application allowing people to easily share text, pictures, and audio and video files. Popular networks include WhatsApp, Facebook, Reddit and LinkedIn. We present an extensive study of the…
We propose a Statistical-Mechanics inspired framework for modeling economic systems. Each agent composing the economic system is characterized by a few variables of distinct nature (e.g. saving ratio, expectations, etc.). The agents…
Artificial intelligence techniques have increasingly been applied to understand the complex relationship between public sentiment and financial market behaviour. This study explores the relationship between the sentiment of news related to…
Can unstructured text data from social media help explain the drivers of large asset price fluctuations? This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of…
Growth-at-Risk has recently become a key measure of macroeconomic tail-risk, which has seen it be researched extensively. Surprisingly, the same cannot be said for Inflation-at-Risk where both tails, deflation and high inflation, are of key…
What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…
Urban transit agencies increasingly turn to social media to monitor emerging service risks such as crowding, delays, and safety incidents, yet the signals of concern are sparse, short, and easily drowned by routine chatter. We address this…
Opinion Dynamics is an interdisciplinary area of research. Psychology and Sociology have proposed models of how individuals form opinions and how social interactions influence this process. Socio-Physicists have interpreted patterns in…
A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…
Internet becomes a large and rich repository of information about us as individually. Any thing form user profile information to friends links the user subscribes to are reflection of social interactions as user has in real worlds. Social…
Online socio-technical systems can be studied as proxy of the real world to investigate human behavior and social interactions at scale. Here we focus on Instagram, a media-sharing online platform whose popularity has been rising up to…
Russian Internet Trolls use fake personas to spread disinformation through multiple social media streams. Given the increased frequency of this threat across social media platforms, understanding those operations is paramount in combating…
Since 2008, the network analysis of financial systems is one of the most important subjects in economics. In this paper, we have used the complexity approach and Random Matrix Theory (RMT) for analyzing the global banking network. By…
Much work in Social Network Analysis has focused on the identification of the most important actors in a social network. This has resulted in several measures of influence and authority. While most of such sociometrics (e.g., PageRank) are…