#humans #marketing #simulation #stochastic #viral

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 theory (see below the campaigns details). The results are very simple. ...

#Agents #Stock Market #Market Impact #Finance

Market impact and trading profile of large trading orders in stock markets

Authors: Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo and Rosario N. Mantegna Journal: Phys. Rev. E 80, 066102 (2009) LINK | arXiv Abstract: We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed based on information about market member codes using data from the Spanish Stock Market and the London Stock Exchange. ...

#Humans #Marketing #Social Networks #Viral

Impact of Human Activity Patterns on the Dynamics of Information Diffusion

Authors: J. L. Iribarren and E. Moro Journal: Physical Review Letters 103, 038702 (2009) LINK arXiv Abstract: We study the impact of human activity patterns on information diffusion. To this end we ran a viral email experiment involving 31183 individuals in which we were able to track a specific piece of information through the social network. We found that, contrary to traditional models, information travels at an unexpectedly slow pace. By using a branching model which accurately describes the experiment, we show that the large heterogeneity found in the response time is responsible for the slow dynamics of information at the collective level. ...

Ph.D. offer... interested?

Our research group is looking for Ph.D. candidates. Here is the announcement ![mosaico](http://estebanmoro.org/wp-content/uploads/2009/06/mosaico.jpg) We offer contracts to work for a Ph.D. within the project MOSAICO (Modelling, Analysis and Simulations of Complex Systems). Candidates must have a degree in physics, math or related disciplines with outstanding marks. Info on the research lines is available from [http://www.gisc.es](http://www.gisc.es) and work will be carried out at Universities Complutense or Carlos III de Madrid. Work will begin on October 1st, 2009. ...

#arcsin law #brownian motion #paradox #stochastic

The probability of going through a bad patch

We’ve heard it: people that invest on the stock market or that gamble in lotteries, casinos, etc usually say “I’m going through a bad patch” (or bad spell). That is, they have been losing money for a while, but hey! better times are ahead and there’s no reason to quit. Are they sure? Are better times ahead? How close is “ahead” to today? Let’s work through a specific example to see how far is “ahead”. ...