Modelling social media contagion using Hawkes processes
Mathematica Applicanda, Tome 49 (2021) no. 1, pp. 65-83.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

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 the 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.
DOI : 10.14708/ma.v49i1.7102
Classification : 60G05
Mots-clés : Hawkes process, tweet, estimator
@article{10_14708_ma_v49i1_7102,
     author = {Zbigniew Palmowski and Daria Puchalska},
     title = {Modelling social media contagion using {Hawkes} processes},
     journal = {Mathematica Applicanda},
     pages = { 65--83},
     publisher = {mathdoc},
     volume = {49},
     number = {1},
     year = {2021},
     doi = {10.14708/ma.v49i1.7102},
     language = {pl},
     url = {http://geodesic.mathdoc.fr/articles/10.14708/ma.v49i1.7102/}
}
TY  - JOUR
AU  - Zbigniew Palmowski
AU  - Daria Puchalska
TI  - Modelling social media contagion using Hawkes processes
JO  - Mathematica Applicanda
PY  - 2021
SP  -  65
EP  - 83
VL  - 49
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14708/ma.v49i1.7102/
DO  - 10.14708/ma.v49i1.7102
LA  - pl
ID  - 10_14708_ma_v49i1_7102
ER  - 
%0 Journal Article
%A Zbigniew Palmowski
%A Daria Puchalska
%T Modelling social media contagion using Hawkes processes
%J Mathematica Applicanda
%D 2021
%P  65-83
%V 49
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14708/ma.v49i1.7102/
%R 10.14708/ma.v49i1.7102
%G pl
%F 10_14708_ma_v49i1_7102
Zbigniew Palmowski; Daria Puchalska. Modelling social media contagion using Hawkes processes. Mathematica Applicanda, Tome 49 (2021) no. 1, pp.  65-83. doi : 10.14708/ma.v49i1.7102. http://geodesic.mathdoc.fr/articles/10.14708/ma.v49i1.7102/

Cité par Sources :