An agent-based model of collective emotions in online communities

We develop an agent-based framework to model the emergence of collective emotions, which is applied to online communities. Agent’s individual emotions are described by their valence and arousal. Using the concept of Brownian agents, these variables change according to a stochastic dynamics, which also considers the feedback from online communication. Agents generate emotional information, which is stored and distributed in a field modeling the online medium. This field affects the emotional states of agents in a non-linear manner. We derive conditions for the emergence of collective emotions, observable in a bimodal valence distribution. Dependent on a saturated or a superlinear feedback between the information field and the agent’s arousal, we further identify scenarios where collective emotions only appear once or in a repeated manner. The analytical results are illustrated by agent-based computer simulations. Our framework provides testable hypotheses about the emergence of collective emotions, which can be verified by data from online communities.     

Networks and emotion-driven user communities at popular blogs

Online communications at web portals represents technology-mediated user interactions, leading to massive data and potentially new techno-social phenomena not seen in real social mixing. Apart from being dynamically driven, the user interactions via posts is indirect, suggesting the importance of the contents of the posted material. We present a systematic way to study Blog data by combined approaches of physics of complex networks and computer science methods of text analysis. We are mapping the Blog data onto a bipartite network where users and posts with comments are two natural partitions. With the machine learning methods we classify the texts of posts and comments for their emotional contents as positive or negative, or otherwise objective (neutral). Using the spectral methods of weighted bipartite graphs, we identify topological communities featuring the users clustered around certain popular posts, and underly the role of emotional contents in the emergence and evolution of these communities.     

Negative emotions boost user activity at BBC forum

We present an empirical study of user activity in online BBC discussion forums, measured by the number of posts written by individual debaters and the average sentiment of these posts. Nearly 2.5 million posts from over 18 thousand users were investigated. Scale-free distributions were observed for activity in individual discussion threads as well as for overall activity. The number of unique users in a thread normalized by the thread length decays with thread length, suggesting that thread life is sustained by mutual discussions rather than by independent comments. Automatic sentiment analysis shows that most posts contain negative emotions and the most active users in individual threads express predominantly negative sentiments. It follows that the average emotion of longer threads is more negative and that threads can be sustained by negative comments. An agent-based computer simulation model has been used to reproduce several essential characteristics of the analyzed system. The model stresses the role of discussions between users, especially emotionally laden quarrels between supporters of opposite opinions, and represents many observed statistics of the forum.     

Feedback Loops in Opinion Dynamics of Agent-Based Models with Multiplicative Noise

We introduce an agent-based model for co-evolving opinions and social dynamics, under the influence of multiplicative noise. In this model, every agent is characterized by a position in a social space and a continuous opinion state variable. Agents’ movements are governed by the positions and opinions of other agents and similarly, the opinion dynamics are influenced by agents’ spatial proximity and their opinion similarity. Using numerical simulations and formal analyses, we study this feedback loop between opinion dynamics and the mobility of agents in a social space. We investigate the behaviour of this ABM in different regimes and explore the influence of various factors on the appearance of emerging phenomena such as group formation and opinion consensus. We study the empirical distribution, and, in the limit of infinite number of agents, we derive a corresponding reduced model given by a partial differential equation (PDE). Finally, using numerical examples, we show that a resulting PDE model is a good approximation of the original ABM.     

New approaches in agent-based modeling of complex financial systems

Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of agent-based models from empirical data instead of setting them artificially was suggested. We first review several agent-based models and the new approaches to determine the key model parameters from historical market data. Based on the agents’ behaviors with heterogeneous personal preferences and interactions, these models are successful in explaining the microscopic origination of the temporal and spatial correlations of financial markets. We then present a novel paradigm combining big-data analysis with agent-based modeling. Specifically, from internet query and stock market data, we extract the information driving forces and develop an agent-based model to simulate the dynamic behaviors of complex financial systems.     

Minority persistence in agent based model using information and emotional arousal as control variables

We present detailed analysis of the behavior of an agent based model of opinion formation, using a discrete variant of cusp catastrophe behavior of single agents. The agent opinion about a particular issue is determined by its information about the issue and its emotional arousal. It is possible that for agitated agents the same information would lead to different opinions. This results in a nontrivial individual opinion dynamics. The agents communicate via messages, which allows direct application of the model to ICT based communities. We study the dependence of the composition of an agent society on the range of interactions and the rate of emotional arousal. Despite the minimal number of adjustable parameters, the model reproduces several phenomena observed in real societies, for example nearly perfectly balanced results of some highly contested elections or the fact that minorities seldom perceive themselves to be a minority.     

Geographical influences of an emerging network of gang rivalries

We propose an agent-based model to simulate the creation of street gang rivalries. The movement dynamics of agents are coupled to an evolving network of gang rivalries, which is determined by previous interactions among agents in the system. Basic gang data, geographic information, and behavioral dynamics suggested by the criminology literature are integrated into the model. The major highways, rivers, and the locations of gangs’ centers of activity influence the agents’ motion. We use a policing division of the Los Angeles Police Department as a case study to test our model. We apply common metrics from graph theory to analyze our model, comparing networks produced by our simulations and an instance of a Geographical Threshold Graph to the existing network from the criminology literature.     

Fluctuation scaling and covariance matrix of constituents’ flows on a bipartite graph

We investigate an association between a power-law relationship of constituents’ flows (mean versus standard deviation) and their covariance matrix on a directed bipartite network. We propose a Poisson mixture model and a method to infer states of the constituents’ flows on such a bipartite network from empirical observation without a priori knowledge on the network structure. By using a proposed parameter estimation method with high frequency financial data we found that the scaling exponent and simultaneous cross-correlation matrix have a positive correspondence relationship. Consequently we conclude that the scaling exponent tends to be 1/2 in the case of desynchronous (specific dynamics is dominant), and to be 1 in the case of synchronous (common dynamics is dominant).     

Herding and zero-intelligence agents in the order book dynamics of an artificial double auction market

Effects of herding on the order book dynamics of a double auction market is studied by an agent-based model. This is done by comparing results from a zero-intelligence model and a model in which herding effect is implemented by aggregation of agents who take market orders into opinion groups. The number of opinion groups in a simulation step is determined from previous volatilities of the market as different agents compare the price change over different time intervals. Besides confirming that when herding is included the tail of the distribution of volatility is enhanced, we found several new results. First, the autocorrelation time of volatility is much shorter than the memory of most of the agents because limit orders have strong influence on the location of best bid and best ask. Second, from the relation between bid-ask imbalance and price return we find that herding reduces the chance for a small imbalance to produce a large price change. Furthermore, herding tends to decrease spread. This is because herding decreases the chance that a market order changes the size of the spread. Finally, we find that the relation between spread and volatility in our models does not agree with empirical data, this indicates a difference between agents with no strategies and agents in real financial markets.     

Lapse of time effects on tax evasion in an agent-based econophysics model

We investigate an inhomogeneous Ising model in the context of tax evasion dynamics where different types of agents are parameterized via local temperatures and magnetic fields. In particular, we analyze the impact of lapse of time effects (i.e. backauditing) and endogenously determined penalty rates on tax compliance. Both features contribute to a microfoundation of agent-based econophysics models of tax evasion.     

Proximity networks and epidemics

Disease spread in most biological populations requires the proximity of agents. In populations where the individuals have spatial mobility, the contact graph is generated by the “collision dynamics” of the agents, and thus the evolution of epidemics couples directly to the spatial dynamics of the population. We first briefly review the properties and the methodology of an agent-based simulation (EPISIMS) to model disease spread in realistic urban dynamic contact networks. Using the data generated by this simulation, we introduce the notion of dynamic proximity networks which takes into account the relevant time-scales for disease spread: contact duration, infectivity period, and rate of contact creation. This approach promises to be a good candidate for a unified treatment of epidemic types that are driven by agent collision dynamics. In particular, using a simple model, we show that it can account for the observed qualitative differences between the degree distributions of contact graphs of diseases with short infectivity period (such as air-transmitted diseases) or long infectivity periods (such as HIV).     

Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis

Firm dynamics on a transaction network is considered from the standpoint of econophysics, agent-based simulations, and game theory. In this model, interacting firms rationally invest in a production facility to maximize net present value. We estimate parameters used in the model through empirical analysis of financial and transaction data. We propose two different methods (analytical method and regression method) to obtain an interaction matrix of firms. On a subset of a real transaction network, we simulate firm's revenue, cost, and fixed asset, which is the accumulated investment for the production facility. The simulation reproduces the quantitative behavior of past revenues and costs within a standard error when we use the interaction matrix estimated by the regression method, in which only transaction pairs are taken into account. Furthermore, the simulation qualitatively reproduces past data of fixed assets.     

Dynamics of emotional contagion in dense pedestrian crowds

In places with high-density pedestrian movements, irrational emotions can quickly spread out under emergency, which may eventually lead to asphyxiation and crushing. It was noticed that a pedestrian's emotion in crowd would change as a result of the influence from other pedestrians. Thus, to explore the dynamics of emotion contagion process in dense pedestrians, two types of pedestrian emotions, i.e., negative and positive have been identified. Taking into account the emotional transit of a pedestrian, a crowd movement model is established in the present paper. We simulate pedestrian movement in a region with periodic boundary condition to study the dynamics of emotional contagion in dense crowds. Influences of the initial negative pedestrian proportion, pedestrian crowd density, emotion influence radius, and dose factor on the transition of overall crowd emotion state have been investigated. We expect this study could provide theoretical suggestions for crowd management.     

Kinetic theory of situated agents applied to pedestrian flow in a corridor

A situated agent-based model for simulation of pedestrian flow in a corridor is presented. In this model, pedestrians choose their paths freely and make decisions based on local criteria for solving collision conflicts. The crowd consists of multiple walking agents equipped with a function of perception as well as a competitive rule-based strategy that enables pedestrians to reach free access areas. Pedestrians in our model are autonomous entities capable of perceiving and making decisions. They apply socially accepted conventions, such as avoidance rules, as well as individual preferences such as the use of specific exit points, or the execution of eventual comfort turns resulting in spontaneous changes of walking speed. Periodic boundary conditions were considered in order to determine the density-average walking speed, and the density-average activity with respect to specific parameters: comfort angle turn and frequency of angle turn of walking agents. The main contribution of this work is an agent-based model where each pedestrian is represented as an autonomous agent. At the same time the pedestrian crowd dynamics is framed by the kinetic theory of biological systems.     

Study on system dynamics of evolutionary mix-game models

Mix-game model is ameliorated from an agent-based MG model, which is used to simulate the real financial market. Different from MG, there are two groups of agents in Mix-game: Group 1 plays a majority game and Group 2 plays a minority game. These two groups of agents have different bounded abilities to deal with historical information and to count their own performance. In this paper, we modify Mix-game model by assigning the evolution abilities to agents: if the winning rates of agents are smaller than a threshold, they will copy the best strategies the other agent has; and agents will repeat such evolution at certain time intervals. Through simulations this paper finds: (1) the average winning rates of agents in Group 1 and the mean volatilities increase with the increases of the thresholds of Group 1; (2) the average winning rates of both groups decrease but the mean volatilities of system increase with the increase of the thresholds of Group 2; (3) the thresholds of Group 2 have greater impact on system dynamics than the thresholds of Group 1; (4) the characteristics of system dynamics under different time intervals of strategy change are similar to each other qualitatively, but they are different quantitatively; (5) As the time interval of strategy change increases from 1 to 20, the system behaves more and more stable and the performances of agents in both groups become better also.     

The quartet theory of human emotions: An integrative and neurofunctional model

Despite an explosion of research in the affective sciences during the last few decades, interdisciplinary theories of human emotions are lacking. Here we present a neurobiological theory of emotions that includes emotions which are uniquely human (such as complex moral emotions), considers the role of language for emotions, advances the understanding of neural correlates of attachment-related emotions, and integrates emotion theories from different disciplines. We propose that four classes of emotions originate from four neuroanatomically distinct cerebral systems. These emotional core systems constitute a quartet of affect systems: the brainstem-, diencephalon-, hippocampus-, and orbitofrontal-centred affect systems. The affect systems were increasingly differentiated during the course of evolution, and each of these systems generates a specific class of affects (e.g., ascending activation, pain/pleasure, attachment-related affects, and moral affects). The affect systems interact with each other, and activity of the affect systems has effects on – and interacts with – biological systems denoted here as emotional effector systems. These effector systems include motor systems (which produce actions, action tendencies, and motoric expression of emotion), peripheral physiological arousal, as well as attentional and memory systems. Activity of affect systems and effector systems is synthesized into an emotion percept (pre-verbal subjective feeling), which can be transformed (or reconfigured) into a symbolic code such as language. Moreover, conscious cognitive appraisal (involving rational thought, logic, and usually language) can regulate, modulate, and partly initiate, activity of affect systems and effector systems. Our emotion theory integrates psychological, neurobiological, sociological, anthropological, and psycholinguistic perspectives on emotions in an interdisciplinary manner, aiming to advance the understanding of human emotions and their neural correlates.     

Modelling temporal networks of human face-to-face contacts with public activity and individual reachability

Modelling temporal networks of human face-to-face contacts is vital both for understanding the spread of airborne pathogens and word-of-mouth spreading of information. Although many efforts have been devoted to model these temporal networks, there are still two important social features, public activity and individual reachability, have been ignored in these models. Here we present a simple model that captures these two features and other typical properties of empirical face-to-face contact networks. The model describes agents which are characterized by an attractiveness to slow down the motion of nearby people, have event-triggered active probability and perform an activity-dependent biased random walk in a square box with periodic boundary. The model quantitatively reproduces two empirical temporal networks of human face-to-face contacts which are testified by their network properties and the epidemic spread dynamics on them.     

Non-markovian transport of DNA in microfluidic post arrays

We present an analytically solvable model for the transport of long DNA through microfluidic arrays of posts. The motion is a repetitive three-part cycle: (i) collision with the post and extension of the arms; (ii) rope-over-pulley post disengagement; and (iii) a random period of uniform translation before the next collision. This cycle, inspired by geometration, is a nonseparable (Scher-Lax) continuous-time random walk on a lattice defined by the posts. Upon adopting a simple model for the transition probability density on the lattice, we analytically compute the mean DNA velocity and dispersivity in the long-time limit without any adjustable parameters. The results compare favorably with the limited amount of experimental data on separations in self-assembled arrays of magnetic beads. The Scher-Lax formalism provides a template for incorporating more sophisticated microscale models.     

The fractional volatility model: An agent-based interpretation

Based on the criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data. Here, some features of the model are reviewed and extended to account for leverage effects. Using agent-based models, one tries to find which agent strategies and (or) properties of the financial institutions might be responsible for the features of the fractional volatility model.