English
Related papers

Related papers: (Mis)information diffusion and the financial marke…

200 papers

Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data, predicted by algorithmic information…

Trading and Market Microstructure · Quantitative Finance 2010-08-17 Hector Zenil , Jean-Paul Delahaye

Research on information diffusion generally assumes complete knowledge of the underlying network. However, in the presence of factors such as increasing privacy awareness, restrictions on application programming interfaces (APIs) and…

Social and Information Networks · Computer Science 2015-05-22 Václav Belák , Afra Mashhadi , Alessandra Sala , Donn Morrison

Information on social media spreads through an underlying diffusion network that connects people of common interests and opinions. This diffusion network often comprises multiple layers, each capturing the spreading dynamics of a certain…

Social and Information Networks · Computer Science 2024-10-08 Yan Xia , Ted Hsuan Yun Chen , Mikko Kivelä

The burst in the use of online social networks over the last decade has provided evidence that current rumor spreading models miss some fundamental ingredients in order to reproduce how information is disseminated. In particular, recent…

Physics and Society · Physics 2013-04-02 Javier Borge-Holthoefer , Sandro Meloni , Bruno Gonçalves , Yamir Moreno

An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies…

Trading and Market Microstructure · Quantitative Finance 2013-01-31 Dorje C. Brody , Mark H. A. Davis , Robyn L. Friedman , Lane P. Hughston

This paper presents the research of the influence of cognitive, behavioral, representational factors on the susceptibility of the participants in social networks to misinformation, as well as on the activity of the nodes in this regard. The…

Social and Information Networks · Computer Science 2012-12-04 Yuri Monakhov , Maria Medvednikova , Konstantin Abramov , Natalia Kostina , Roman Malyshev , Makarov Oleg , Irina Semenova

We consider a social learning problem, where a network of agents is interested in selecting one among a finite number of hypotheses. We focus on weakly-connected graphs where the network is partitioned into a sending part and a receiving…

Multiagent Systems · Computer Science 2019-10-31 Vincenzo Matta , Virginia Bordignon , Augusto Santos , Ali H. Sayed

We describe a new model to simulate the dynamic interactions between market price and the decisions of two different kind of traders. They possess spatial mobility allowing to group together to form coalitions. Each coalition follows a…

Statistical Mechanics · Physics 2009-10-31 Filippo Castiglione

The spread of new ideas, behaviors or technologies has been extensively studied using epidemic models. Here we consider a model of diffusion where the individuals' behavior is the result of a strategic choice. We study a simple coordination…

Probability · Mathematics 2015-03-17 Marc Lelarge

The numerous expanding online social networks offer fast channels for misinformation spreading, which could have a serious impact on socioeconomic systems. Researchers across multiple areas have paid attention to this issue with a view of…

Physics and Society · Physics 2020-01-08 Jiajun Xian , Dan Yang , Liming Pan , Wei Wang , Zhen Wang

We consider information dissemination over a network of gossiping agents (nodes). In this model, a source keeps the most up-to-date information about a time-varying binary state of the world, and $n$ receiver nodes want to follow the…

Information Theory · Computer Science 2024-10-28 Melih Bastopcu , S. Rasoul Etesami , Tamer Başar

This paper provides a model to investigate information spreading over cyber-social network of agents communicating with each other. The cyber-social network considered here comprises individuals and news agencies. Each individual holds a…

Social and Information Networks · Computer Science 2018-03-20 Yanbing Mao , Sadegh Bolouki , Emrah Akyol

An individual's opinion concerning political bias in the media is shaped by exogenous factors (independent analysis of media outputs) and endogenous factors (social activity, e.g. peer pressure by political allies and opponents in a…

Physics and Society · Physics 2026-03-11 Jarra Horstman , Andrew Melatos , Farhad Farokhi

How information spreads through a social network? Can we assume, that the information is spread only through a given social network graph? What is the correct way to compare the models of information flow? These are the basic questions we…

Social and Information Networks · Computer Science 2016-11-30 Andrzej Pacuk , Piotr Sankowski , Karol Wegrzycki , Piotr Wygocki

Can Large Language Models (AI agents) aggregate dispersed private information through trading and reason about the knowledge of others by observing price movements? We conduct a controlled experiment where AI agents trade in a prediction…

General Economics · Economics 2026-05-08 Spyros Galanis

Online social networking technologies enable individuals to simultaneously share information with any number of peers. Quantifying the causal effect of these technologies on the dissemination of information requires not only identification…

Social and Information Networks · Computer Science 2012-02-29 Eytan Bakshy , Itamar Rosenn , Cameron Marlow , Lada Adamic

The rapid and widespread dissemination of misinformation through social networks is a growing concern in today's digital age. This study focused on modeling fake news diffusion, discovering the spreading dynamics, and designing control…

Multiagent Systems · Computer Science 2024-01-23 Ali Khodabandeh Yalabadi , Mehdi Yazdani-Jahromi , Sina Abdidizaji , Ivan Garibay , Ozlem Ozmen Garibay

A fundamental question related to innovation diffusion is how the social network structure influences the process. Empirical evidence regarding real-world influence networks is very limited. On the other hand, agent-based modeling…

Physics and Society · Physics 2015-06-17 Katarzyna Sznajd-Weron , Janusz Szwabinski , Rafal Weron , Tomasz Weron

Perceptions of political bias in the media are formed directly, through the independent consumption of the published outputs of a media organization, and indirectly, through observing the collective responses of political allies and…

Physics and Society · Physics 2022-06-28 Nicholas Kah Yean Low , Andrew Melatos

When human agents come together to make decisions, it is often the case that one human agent has more information than the other. This phenomenon is called information asymmetry and this distorts the market. Often if one human agent intends…

Artificial Intelligence · Computer Science 2015-10-15 Tshilidzi Marwala , Evan Hurwitz