In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics, 2012, vol. 85, no. 4, p. 046108
The advent of the Internet and World Wide Web has led to unprecedent growth of the information available. People usually face the information overload by following a limited number of sources which best fit their interests. It has thus become important to address issues like who gets followed and how to allow people to discover new and better information sources. In this paper we conduct an...
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In: Physica A: Statistical and Theoretical Physics, 2007, vol. 373, no. 1, p. 753-758
We develop a simple statistical method to find affinity relations in a large opinion network which is represented by a very sparse matrix. These relations allow us to predict missing matrix elements. We test our method on the Eachmovie data of thousands of movies and viewers. We found that significant prediction precision can be achieved and it is rather stable. There is an intrinsic limit to...
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In: Physica A: Statistical Mechanics and its Applications, 2014, vol. 400, p. 47–56
We develop a probabilistic consumer choice framework based on information asymmetry between consumers and firms. This framework makes it possible to study market competition of several firms by both quality and price of their products. We find Nash market equilibria and other optimal strategies in various situations ranging from competition of two identical firms to firms of different sizes and...
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In: Physics Letters A, 2016, vol. 380, no. 34, p. 2608–2614
There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model...
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In: Physical Review Letters, 2007, vol. 99, no. 15, p. 154301
Using heat conduction mechanism on a social network we develop a systematic method to predict missing values as recommendations. This method can treat very large matrices that are typical of internet communities. In particular, with an innovative, exact formulation that accommodates arbitrary boundary condition, our method is easy to use in real applications. The performance is assessed by...
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In: The European Physical Journal B - Condensed Matter and Complex Systems, 2011, vol. 80, no. 2, p. 201-208
Recommender systems help people cope with the problem of information overload. A recently proposed adaptive news recommender model [M. Medo, Y.-C. Zhang, T. Zhou, Europhys. Lett. 88, 38005 (2009)] is based on epidemic-like spreading of news in a social network. By means of agent-based simulations we study a “good get richer” feature of the model and determine which attributes are...
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In: International Journal of Electronic Commerce, 2019, vol. 23, no. 1, p. 85–109
The recent financial network analysis approach reveals that the topologies of financial markets have an important influence on market dynamics. However, the majority of existing Finance Big Data networks are built as undirected networks without information on the influence directions among prices. Rather than understanding the correlations, this research applies the Granger causality test to...
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In: Entropy, 2019, vol. 21, no. 9, p. 859
In many industries, partners are interconnected in project alliances that have limited lifespans and clearly-defined boundaries. The transparency of the movie industry provides a unique opportunity to study how alliance network topologies impact the performance of project alliances from the perspectives of social networks and organization theories. In this work, we compiled a massive movie...
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In: International Review of Financial Analysis, 2009, vol. 18, no. 1-2, p. 34-39
When assets are correlated, benefits of investment diversification are reduced. To measure the influence of correlations on investment performance, a new quantity—the effective portfolio size—is proposed and investigated in both artificial and real situations. We show that in most cases, the effective portfolio size is much smaller than the actual number of assets in the portfolio and that it...
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In: Scientific Reports, 2016, vol. 6, p. 34218
Understanding the behavior of users in online systems is of essential importance for sociology, system design, e-commerce, and beyond. Most existing models assume that individuals in diverse systems, ranging from social networks to e-commerce platforms, tend to what is already popular. We propose a statistical time-aware framework to identify the users who differ from the usual behavior by...
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