Tagged: simulation

The speed and reach of forwarded emails, rumors, and hoaxes in electronic social networks

The speed and reach of forwarded emails, rumors, and hoaxes in electronic social networks

We have just published an experimental/theoretical work on the speed of information diffusion in social networks in Physical Review Letters. Specifically we have studied the impact of the heterogeneity of human activity in propagation of emails, rumors, hoaxes, etc. Tracking email marketing campaigns, executed by IBM Corporation in 11 European countries, we were able to compare their viral propagation with our...

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Specialization of strategies and herding behavior of trading firms in a financial market

Fabrizio Lillo, Esteban Moro, Gabriella Vaglica y Rosario Mantegna New Journal of Physics 10 (2008) 043019 [pdf] Abstract: Agent-based models of financial markets usually make assumptions  about agent’s preferred stylized strategies. Empirical validations of these assumptions have not been performed so far on a full-market scale. Here we present a comprehensive study of the resulting strategies followed by the firms which are...

Writing bad letters of recommendation: the story of Bachelier and Lévy 2

Writing bad letters of recommendation: the story of Bachelier and Lévy

  Take a coin and toss it a number N of times in a time interval of duration T.  Suppose that every time you get head you win a euros and that you lose the same amount of money when you get tail. Then your capital is a random process with ups and dows like this: This process is a stochastic process usually called “Random...

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Spreading of Viscous Fluid Drops on a Solid Substrate Assisted by Thermal Fluctuations

Benny Davidovitch, Esteban Moro, and Howard A. Stone Physical Review Letters 95, 244505 (2005). [pdf] Abstract: We study the spreading of viscous drops on a solid substrate, taking into account the effects of thermal fluctuations in the fluid momentum. A nonlinear stochastic lubrication equation is derived and studied using numerical simulations and scaling analysis. We show that asymptotically spreading drops admit self-similar...

Boundary preserving semi-analytical numerical algorithms for stochastic differential equations 0

Boundary preserving semi-analytical numerical algorithms for stochastic differential equations

Esteban Moro and Henri Schurz SIAM Journal of Scientific Computation, Volume 29 Issue 4, Pages 1525-1549 (2007) [pdf]