科学网周涛博主对小作《 社会事件相关的微博分布特性 》发来评论： “ D. Sornette 的 PRL 和 PNAS~~ 就是分析这个问题 ~~ ” 。 十分感谢。 笔者看了周涛博主以前的博文：《 人类动力学研究较有代表性的 40 篇文献 》等，很是不错，看得出博主潜心读书，认真研究的精神和成就。 该博文里面介绍的文章中有： R. Crane, D. Sornette, Robust dynamic classes revealed by measuring the response function of a social system ， PNAS 105 (2008) 15649 。由于时间原因，只是看了看摘要，等找到原文再细细阅读。不过从摘要里看出，他们研究对 YouTube 视频的访问现象，可归纳为 Poisson 过程。 R. Crane, D. Sornette, 的工作的确很是超前，会使对社交网络的研究有理论依据和参考作用。 微博是个新事物，尤其是新浪微博的流行，也只是 2009 年来的事情。而社交网络理论研究远远跟不上社会实践。 Carnegie Mellon University Silicon Valley 的 Jiang Zhu 和北京交大的Fei Xiong 等2011年在研究社交网络，特别是利用推特平台对大灾难信息预测一文( Statistically Modeling the Effectiveness of Disaster Information in Social Media ) ，对 Twitter中 的信息转发预测时，也使用泊松 分布过程来分析 Tweet 和 Retweet。 此文引用了加州大学洛杉矶分校 Ka Cheung Sia 等 2007 年 ICWSM 的对 RSS 信息反馈监控一文 ( Mon itoring RSS Feeds based on User Browsing Pattern ) , 使用泊松分布过程来分析点击模式。 不过，笔者团队从新浪微博 2009 年来的海量数据中研究微博分布特征。正是觉得泊松过程难以反映微博的一些分布现象。如小作中列出的本 · 拉登之死的消息在新浪微博上出现的强脉冲现象，以及新浪微博对房价讨论的正态分布现象等。显然易见，这都是不能简单使用泊松过程来描述的。 如果仅是画出微博数量的分布图，也许就是在科学网让大家看看热闹。但实质上会直接影响微博转发预测质量。这一些，笔者会在以后的博文中进一步阐述。特别是深入研究一些特定函数如脉冲型、三角或梯形、正态型和泼松型分布等对微博转发预测的影响。欢迎同行共同探讨。 再次感谢周涛博主发来的珍贵资料和友好讨论。 相关文章连接： 社会事件相关的微博分布特性 人类动力学研究较有代表性的 40 篇文献 Robust dynamic classes revealed by measuring the response function of a social system Statistically Modeling the Effectiveness of Disaster Information in Social Media Mon itoring RSS Feeds based on User Browsing Pattern
Symposium at Complexity Center of University of Shanghai for Science and Technology Data: 3rd June 2011 In the morning, some talks would be given, but the name, titles and abstracts are not conformed yet. 13:45-14:00 President Prof. Xiaoming Xu Symposium Welcome 14:00-14:50 Prof. Gene Stanley Title: ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION 15:00-15:50 Prof. Luciano Pietronero Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS 16:00-16:50 Prof. Didier Sornette Title: TheUSstock market leads the Federal funds rate and Treasury bond yields ISOLATED NETWORKS AND COUPLED NETWORKS---A BRIEF INTRODUCTION H. Eugene Stanley Departments of Physics and Chemistry, Boston University, Boston, MA 02215 USA We will introduce the ``modern theory of networks'' in terms understandable to the nonspecialist. Then we will describe specific examples that support the idea that there are universal features that characterize networks, whether they appear in internet, airline routes, or even networks of sexual contacts. As an example, we will discuss very recent work , emphasizing its direct applicability to specific problems of preventing network breakdown. The key concept is that systems comprised of more than one network are vastly more susceptible to failure cascades than isolated networks. We also discuss potential applications to understanding financial breakdowns. This work was carried out in collaboration with a number of colleagues, chief among whom are S. Havlin R. Parshani (Bar-Ilan), S. V. Buldyrev (Yeshiva U), T. Preis and J. J. Schneider (Mainz), X. Gabaix (MIT and Princeton), X. Huang, J. Gao, V. Plerou, G. Paul, and P. Gopikrishnan (Boston University). S. V. Buldyrev, R. Parshani, G. Paul, H. E. Stanley, and S. Havlin, ``Catastrophic Cascade of Failures in Interdependent Networks'' Nature 464, 1025--1028 (2010). Accompanied by ``News Views'' article by A. Vespignani on pp. 984--985. J. Gao, S. V. Buldyrev, S. Havlin and H. E. Stanley, ``Robustness of a Network of Networks'' Phys. Rev. Lett. (under review). X. Huang, J. Gao, S. V. Buldyrev, S. Havlin, and H. E. Stanley, ``Robustness of Interdependent Networks under Targeted Attack'' Phys. Rev. Rapid Communications 83 (2011). Title: THE ECONOMIC COMPLEXITY OF COUNTRIES AND PRODUCTS Luciano Pietronero ISC-CNR and Univ. Sapienza, Roma, Italy luciano.pietronero@roma1.infn.it Abstract: We discuss a recent new approach to the complexity of countries and products in the spirit of the recent papers by Hidalgo and Hausmann (PNAS 2009). The basic information is represented by the matrix of countries and exported products. The standard economic analysis is essentially based on the GDP but the diversification of this into a series of different products provides an additional element of fitness in the spirit of biodiversification in a fluctuating enviroment. In fact the idea that specialization of countries towards certain specific products is considered as optimal in the standard analysis, but this could only be valid in a static situation. The strongly dynamical situation of the world market suggests that flexibility and adaptability are also important elements. The basic idea is to introduce a Fitness parameter for each country which is able to take into consideration this effect. Such an analysis, selfconsistently also leads to a ranking of the Quality of the products. These concepts are implemented with the use of statistical concepts inspired to the page rank (Google) problem may lead to a novel classification for the fitness of the countries and the quality of products which adds new information with respect to the standard economic analysis. This information can be used in various ways. The direct comparison of the Fitness with the country GDP gives an assessment of the non expressed potential of the country. Also for each country it is possible to define the quality of the products exported and how competitive is this country with respect to the other countries which produce the same product. Finally it is possible to make a planning for the optimal development of a country by considering its potential for adding a new product. The US stock market leads the Federal funds rate and Treasury bond yields Didier Sornette ETH Using a recently introduced method to quantify the time varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated; (ii) the change in central bank rates, as a proxy of the monetary policy of the central bank, should be a predictor of the future stock market direction. Using both monthly and weekly data, we find very similar lead-lag dependence between the SP500 stock market index and the yields of bonds inside two groups: bond yields of short-term maturities (Federal funds rate (FFR), 3M, 6M, 1Y, 2Y, and 3Y) and bond yields of long-term maturities (5Y, 7Y, 10Y, and 20Y). In all cases, we observe the opposite of (i) and (ii). First, the stock market and yields move in the same direction. Second, the stock market leads the yields, including and especially the FFR. Moreover, we find that the short-term yields in the first group lead the long-term yields in the second group before the financial crisis that started mid-2007 and the inverse relationship holds afterwards. These results suggest that the Federal Reserve is increasingly mindful of the stock market behavior, seen at key to the recovery and health of the economy. Long-term investors seem also to have been more reactive and mindful of the signals provided by the financial stock markets than the Federal Reserve itself after the start of the financial crisis. The lead of the SP500 stock market index over the bond yields of all maturities is confirmed by the traditional lagged cross-correlation analysis. This TOP method used here is generic to compare two time series and is of broad interest for matching patterns in financial time series in a systematic, non-parametric and precise way.
标签: Sornette
