arXiv subjects

Henri Hansen

Publications and source records attributed to Henri Hansen.

3 recordsLinked to original sources

arXiv2025

Learning hidden cascades via classification

The spreading dynamics in social networks are often studied under the assumption that individuals' statuses, whether informed or infected, are fully observable. However, in many real-world situations, such statuses remain unobservable, which is crucial for determining an individual's potential to further spread the infection. While final statuses are hidden, intermediate indicators such as symptoms of infection are observable and provide useful representations of the underlying diffusion process. We propose a partial observability-aware Machine Learning framework to learn the characteristics of the spreading model. We term the method Distribution Classification, which utilizes the power of classifiers to infer the underlying transmission dynamics. Through extensive benchmarking against Approximate Bayesian Computation and GNN-based baselines, our framework consistently outperforms these state-of-the-art methods, delivering accurate parameter estimates across diverse diffusion settings while scaling efficiently to large networks. We validate the method on synthetic networks and extend the study to a real-world insider trading network, demonstrating its effectiveness in analyzing spreading phenomena where direct observation of individual statuses is not possible.

cs.SI↗

arXiv2024

Topological Clustering of Agents in Hidden Information Contagions: Application to Financial Markets

Building on topological data analysis and expert knowledge, this study introduces a Mapper-based approach to cluster agents based on their tendency to be influenced by information spread. The context of our paper is financial markets with an aim to identify agents trading opportunistically on insider information while minimizing false positives, a critical challenge in financial market surveillance. We verify and demonstrate our methods using both synthetic and empirical data on insider networks and investor-level transactions in a stock market. Recognizing the sensitive nature of insider trading cases, we design a conservative approach to minimize false positives, ensuring that innocent agents are not wrongfully implicated. We find that the mapper-based method systematically outperforms other methods on synthetic data with ground truth. We also apply the method to empirical data and verify the results using a statistical validation method based on persistence homology. Our findings indicate that the proposed Mapper-based technique effectively identifies a subset of agents who tend to take advantage of inside information they have received. This method is highly adaptable to various applications involving the spread of information or diseases, where agents exhibit only indirect evidence of their carrier status (symptoms) through their behavior.

stat.ME↗

arXiv2024

Detachment Problem -- Application in Prevention of Information Leakage in Stock Markets

In this paper, we introduce the Detachment Problem. It can be seen as a generalized Vaccination Problem. The aim is to optimally cut the individuals' ties to circles that connect them to others, to minimize the overall information transfer in a social network. When an individual is isolated from a particular circle, it leads to the elimination of the connections to all the members of that circle, yet the connections to other circles remain. This approach contrasts with the conventional vaccination problem, in which a subset of vertices is totally eliminated. In our case, the connections of individuals to their circles are selectively, rather than entirely, eliminated. Contextually, this article focuses on private information flows, specifically within networks formed by memberships in circles of insiders in companies. Our quasi-empirical study uses simulated information flows on an observable network, and the statistical properties of the simulated information flows are matched with real-world data. In a broader context, this paper presents the Detachment Problem as a versatile approach for optimal social distancing, applicable across various scenarios. We propose and define a concept of expected proportional outside influence, or EPOI, as measure of how widespread information leak is. We also implement a greedy algorithm for finding a set of detachments to minimize EPOI. For comparison, we devise a simple heuristic based on minimal cut, to separate the most influential circles from each other. We provide evidence that the greedy algorithm is not optimal, and it is sometimes outperformed by the simple heuristic minimum cut algorithm, However, the greedy algorithm outperforms the cut algorithm in most cases. Further avenues of research are discussed.

cs.SI↗