Diffusion on social media platforms: A point process model for interaction among similar content

E Yoo, B Gu, E Rabinovich - Journal of Management Information …, 2019‏ - Taylor & Francis
Social media platforms disseminate a massive volume of user-generated content, some of
which convey similar and overlap** information. We study how the diffusion of a given …

Cumulants of Hawkes point processes

S Jovanović, J Hertz, S Rotter - Physical Review E, 2015‏ - APS
We derive explicit, closed-form expressions for the cumulant densities of a multivariate, self-
exciting Hawkes point process, generalizing a result of Hawkes in his earlier work on the …

The excess volatility puzzle explained by financial noise amplification from endogenous feedbacks

A Wehrli, D Sornette - Scientific reports, 2022‏ - nature.com
The arguably most important paradox of financial economics—the excess volatility puzzle—
first identified by Robert Shiller in 1981 states that asset prices fluctuate much more than …

How much is the whole really more than the sum of its parts? 1⊞ 1= 2.5: superlinear productivity in collective group actions

D Sornette, T Maillart, G Ghezzi - Plos one, 2014‏ - journals.plos.org
In a variety of open source software projects, we document a superlinear growth of
production intensity () as a function of the number of active developers, with a median value …

Expectations of Linear and Nonlinear Hawkes Processes Using a Field-Theoretical Approach

L Cui, D Sornette - Journal of Agricultural, Biological and Environmental …, 2024‏ - Springer
Moments play a crucial role for understanding the mathematical properties and practical
applications of Hawkes processes. Here, we derive expectations of Hawkes processes and …

Quantification of the Self-Excited Emotion Dynamics in Online Interactions

Y Luo, D Sornette, SC Lera - arxiv preprint arxiv:2408.05700, 2024‏ - arxiv.org
Emotions are essential for guiding human behavior, particularly in social interactions. In
modern societies, a growing share of human interactions are taking place online which has …

On stability of Hawkes process

D Karabash - arxiv preprint arxiv:1201.1573, 2012‏ - arxiv.org
Existence and stability properties are studied for Hawkes process, ie point process $ S $ that
has long-memory and intensity $ r (t)=\lambda\big (g_0 (t)+\sum_ {\tau< t,\tau\in S} h (t …

Generating functions and stability study of multivariate self-excited epidemic processes

AI Saichev, D Sornette - The European Physical Journal B, 2011‏ - Springer
We present a stability study of the class of multivariate self-excited Hawkes point processes,
that can model natural and social systems, including earthquakes, epileptic seizures and the …

Aristotle vs. Ringelmann: On superlinear production in open source software

T Maillart, D Sornette - Physica A: Statistical Mechanics and its Applications, 2019‏ - Elsevier
Organizations exist because they provide additional production gains, in comparison to
horizontal ways of allocating resources, such as markets (Coase, 1937), and the open …

Perfect sampling of multivariate Hawkes processes

X Chen, X Wang - 2020 Winter Simulation Conference (WSC), 2020‏ - ieeexplore.ieee.org
As an extension of self-exciting Hawkes process, the multivariate Hawkes process models
counting processes of different types of random events with mutual excitement. In this paper …