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Register a new userModeling social media contagion using Hawkes processes
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Added by
Zbigniew Palmowski
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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The contagion dynamics can emerge in social networks when repeated activation is allowed. An interesting example of this phenomenon is retweet cascades where users allow to re-share content posted by other people with public accounts. To model this type of behaviour we use a Hawkes self-exciting process. To do it properly though one needs to calibrate model under consideration. The main goal of this paper is to construct moments method of estimation of this model. The key step is based on identifying of a generator of a Hawkes process. We perform numerical analysis on real data as well.
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Increasing evidence suggests that, similar to face-to-face communications, human emotions also spread in online social media. However, the mechanisms underlying this emotion contagion, for example, whether different feelings spread in unlikely ways or how the spread of emotions relates to the social network, is rarely investigated. Indeed, because of high costs and spatio-temporal limitations, explorations of this topic are challenging using conventional questionnaires or controlled experiments. Because they are collection points for natural affective responses of massive individuals, online social media sites offer an ideal proxy for tackling this issue from the perspective of computational social science. In this paper, based on the analysis of millions of tweets in Weibo, surprisingly, we find that anger travels easily along weaker ties than joy, meaning that it can infiltrate different communities and break free of local traps because strangers share such content more often. Through a simple diffusion model, we reveal that weaker ties speed up anger by applying both propagation velocity and coverage metrics. To the best of our knowledge, this is the first time that quantitative long-term evidence has been presented that reveals a difference in the mechanism by which joy and anger are disseminated. With the extensive proliferation of weak ties in booming social media, our results imply that the contagion of anger could be profoundly strengthened to globalize its negative impact.
We consider a 2-dimensional marked Hawkes process with increasing baseline intensity in order to model prices on electricity intraday markets. This model allows to represent different empirical facts such as increasing market activity, random jump sizes but above all microstructure noise through the signature plot. This last feature is of particular importance for practitioners and has not yet been modeled on those particular markets. We provide analytic formulas for first and second moments and for the signature plot, extending the classic results of Bacry et al. (2013) in the context of Hawkes processes with random jump sizes and time dependent baseline intensity. The tractable model we propose is estimated on German data and seems to fit the data well. We also provide a result about the convergence of the price process to a Brownian motion with increasing volatility at macroscopic scales, highlighting the Samuelson effect.
Modeling online discourse dynamics is a core activity in understanding the spread of information, both offline and online, and emergent online behavior. There is currently a disconnect between the practitioners of online social media analysis -- usually social, political and communication scientists -- and the accessibility to tools capable of examining online discussions of users. Here we present evently, a tool for modeling online reshare cascades, and particularly retweet cascades, using self-exciting processes. It provides a comprehensive set of functionalities for processing raw data from Twitter public APIs, modeling the temporal dynamics of processed retweet cascades and characterizing online users with a wide range of diffusion measures. This tool is designed for researchers with a wide range of computer expertise, and it includes tutorials and detailed documentation. We illustrate the usage of evently with an end-to-end analysis of online user behavior on a topical dataset relating to COVID-19. We show that, by characterizing users solely based on how their content spreads online, we can disentangle influential users and online bots.
This chapter provides an accessible introduction for point processes, and especially Hawkes processes, for modeling discrete, inter-dependent events over continuous time. We start by reviewing the definitions and the key concepts in point processes. We then introduce the Hawkes process, its event intensity function, as well as schemes for event simulation and parameter estimation. We also describe a practical example drawn from social media data - we show how to model retweet cascades using a Hawkes self-exciting process. We presents a design of the memory kernel, and results on estimating parameters and predicting popularity. The code and sample event data are available as an online appendix
We address the problem of maximizing user engagement with content (in the form of like, reply, retweet, and retweet with comments)on the Twitter platform. We formulate the engagement forecasting task as a multi-label classification problem that captures choice behavior on an unsupervised clustering of tweet-topics. We propose a neural network architecture that incorporates user engagement history and predicts choice conditional on this context. We study the impact of recommend-ing tweets on engagement outcomes by solving an appropriately defined sweet optimization problem based on the proposed model using a large dataset obtained from Twitter.
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