arXiv subjects

Hideki Takayasu

Publications and source records attributed to Hideki Takayasu.

At least 19 recordsLinked to original sources

arXiv2025

Linking Opinion Dynamics and Emotional Expression in Online Communities: A Case Study of COVID-19 Vaccination Discourse in Japan

Social media discourse on COVID-19 vaccination provides a valuable context for studying opinion formation, emotional expression, and social influence during a global crisis. While prior studies have examined emotional strategies within communities and the link between emotions and vaccine hesitancy, few have investigated dynamic emotion changes across collective, community, and individual levels. In this study, we address this gap by conducting an integrated analysis of the evolving collective emotions, community affiliations, and individual emotion changes associated with opinion shifts. Our results show that collective emotions exhibit distinct trends in response to vaccination progress. Emotional compositions differ across communities and respond dynamically to changing pandemic circumstances, potentially reflecting the communities' influence on users' opinions. At the individual level, users shifting to pro-vaccine opinions display markedly different emotional changes compared to those shifting toward anti-vaccine opinions. Together, these findings highlight the central role of emotions in shaping users' vaccination opinions.

cs.SI↗

arXiv2025

Stable Emotional Co-occurrence Patterns Revealed by Network Analysis of Social Media

Examining emotion interactions as an emotion network in social media offers key insights into human psychology, yet few studies have explored how fluctuations in such emotion network evolve during crises and normal times. This study proposes a novel computational approach grounded in network theory, leveraging large-scale Japanese social media data spanning varied crisis events (earthquakes and COVID-19 vaccination) and non-crisis periods over the past decade. Our analysis identifies and evaluates links between emotions through the co-occurrence of emotion-related concepts (words), revealing a stable structure of emotion network across situations and over time at the population level. We find that some emotion links (represented as link strength) such as emotion links associated with Tension are significantly strengthened during earthquake and pre-vaccination periods. However, the rank of emotion links remains highly intact. These findings challenge the assumption that emotion co-occurrence is context-based and offer a deeper understanding of emotions' intrinsic structure. Moreover, our network-based framework offers a systematic, scalable method for analyzing emotion co-occurrence dynamics, opening new avenues for psychological research using large-scale textual data.

cs.SI↗

arXiv2025

Do Railway Commuters Exhibit Consistent Route Choice Rationality Across Different Contexts and Time? Evidence from Tokyo metropolitan Commutes

In urban railway systems, if every commuter were perfectly rational, concentrated demand on optimal routes would undermine system performance. Understanding the actual degree of collective route choice determinism, and whether it remains stable over time, is essential for transportation policy. Smartphone GPS data offers both the scale and complete trajectory coverage that survey data and smart card data individually lack, yet its coarse spatial accuracy has limited its adoption for railway route identification. To overcome this, we develop a methodology to identify railway commuting routes from one year of GPS data covering over one million daily users in the Tokyo metropolitan area. We apply a multinomial logit (MNL) framework, utilizing a standardization convention to extract a comparative measure of collective determinism alongside relative attribute preferences. We find that collective route choices in Tokyo are strongly cost-sensitive but non-deterministic. Both components remain stable across all twelve months of 2023, confirming that this determinism represents a structural consistency of the commuting system. Leveraging the dataset's scale, we further estimate parameters for each origin-destination (OD) pair individually, revealing systematic heterogeneity driven by departure time and transport complexity that smaller datasets treat as unobserved.

physics.soc-ph↗

arXiv2024

New type of chaotic solutions found in Gravity model of network transport

The gravity model is a mathematical model that applies Newton's universal law of gravitation to socio-economic transport phenomena and has been widely used to describe world trade, intercity traffic flows, and business transactions for more than several decades. However, its strong nonlinearity and diverse network topology make a theoretical analysis difficult, and only a short history of studies on its stability exist. In this study, the stability of gravity models defined on networks with few nodes is analyzed in detail using numerical simulations. It was found that, other than the previously known transition of stationary solutions from a unique diffusion solution to multiple localized solutions, parameter regions exist where periodic solutions with the same repeated motions and chaotic solutions with no periods are realized. The smallest network with chaotic solutions was found to be a ring with seven nodes, which produced a new type of chaotic solution in the form of a mixture of right and left periodic solutions.

nlin.CD↗

arXiv2023

A complexity perspective on the geographical location of companies: How distance reduce trade between firms

Geometrical distance is an important constraining factor underpinning the emergence of social and economic interactions of complex systems. Yet, agent-based studies supported by granular analysis of distances are limited. Here, we develop a complexity method that places the real physical world, represented by the actual geographical location of individual firms in Japan, at the epicentre of our research. By combining methods derived from network science (to evaluate the emerging properties of the agents) together with information theory measures (to capture the strength of interaction among these agents), we can systematically analyse a comprehensive dataset of Japanese inter-firm business transactions network and evaluate the effects of spatial features on the structural patterns of the economy. We find that the normalised probability distributions of distances between interacting firms show a power law like decay concomitant to the sizes of firms and regions, with slower decays in major cities. Furthermore, small firms would reach large distances to become a customer of large firms while trading between either only small firms, or only large firms, tends to be at smaller distances. However, a time evolution analysis suggests that a level of market optimisation occurs over time as a reduction in the overall average trading distances in last 20 years can be observed. Lastly, our analysis concerning the trading dynamics among prefectures indicate that the preference to trade with neighbouring prefectures tends to be more pronounced at rural regions as opposed to the larger central conurbations, leading to the formation of three distinct types of regional geographical clusters.

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arXiv2022

Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory

The two-body stochastic dealer model is revisited to provide an exact solution to the average order-book profile using the kinetic approach. The dealer model is a microscopic financial model where individual traders make decisions on limit-order prices stochastically and then reach agreements on transactions. In the literature, this model was solved for several cases: an exact solution for two-body traders $N=2$ and a mean-field solution for many traders $N\gg 1$. Remarkably, while kinetic theory plays a significant role in the mean-field analysis for $N\gg 1$, its role is still elusive for the case of $N=2$. In this paper, we revisit the two-body dealer model $N=2$ to clarify the utility of the kinetic theory. We first derive the exact master-Liouville equations for the two-body dealer model by several methods. We next illustrate the physical picture of the master-Liouville equation from the viewpoint of the probability currents. The master-Liouville equations are then solved exactly to derive the order-book profile and the average transaction interval. Furthermore, we introduce a generalised two-body dealer model by incorporating interaction between traders via the market midprice and exactly solve the model within the kinetic framework. We finally confirm our exact solution by numerical simulations. This work provides a systematic mathematical basis for the econophysics model by developing better mathematical intuition.

q-fin.TR↗

arXiv2022

Approximation of human flow in urban areas by a network of electric circuits : Potential fields and fluctuation-dissipation relations

Owing to the big data the extension of physical laws on nonmaterial has seen numerous successes, and human mobility is one of the scientific frontier topics. Recent GPS technology has made it possible to trace detailed trajectories of millions of people, macroscopic approaches such as the gravity law for human flow between cities and microscopic approaches of individual origin-destination distributions are attracting much attention. However, we need a more general basic model with wide applicability to realize traffic forecasting and urban planning of metropolis fully utilizing the GPS data. Here, based on a novel idea of treating moving people as charged particles, we introduce a sophisticated method to map macroscopic human flows into currents on an imaginary electric circuit defined over a metropolitan area. Conductance is found to be nearly proportional to the maximum current in each location and synchronized human flows in the morning and evening are well described by the temporal changes of electric potential. Surprisingly, the famous fluctuation dissipation theorem holds, namely, the variances of currents are proportional to the conductivities akin to an ordinary material. Especially during the pandemic, such a tool may offer an invaluable insight for policy-making in managing human flows.

physics.soc-ph↗

arXiv2022

Daily-activity-dependency of effective reproduction number in COVID-19 pandemic: direct modelling from GPS data

During the COVID-19 pandemic, governments faced difficulties in implementing mobility restriction measures, as no clear quantitative relationship between human mobility and infection spread in large cities is known. We developed a model that enables quantitative estimations of the infection risk for individual places and activities by using smartphone GPS data for the Tokyo metropolitan area. The effective reproduction number is directly calculated from the number of infectious social contacts defined by the square of the population density at each location. The difference in the infection rate of daily activities is considered, where the `stay-out' activity, staying at someplace neither home nor workplace, is more than 28 times larger than other activities. Also, the contribution to the infection strongly depends on location. We imply that the effective reproduction number is sufficiently suppressed if the highest-risk locations or activities are restricted. We also discuss the effects of the Delta variant and vaccination.

physics.soc-ph↗

arXiv2020

The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets

Foreign exchange rates movements exhibit significant cross-correlations even on very short time-scales. The effect of these statistical relationships become evident during extreme market events, such as flash crashes.In this scenario, an abrupt price swing occurring on a given market is immediately followed by anomalous movements in several related foreign exchange rates. Although a deep understanding of cross-currency correlations would be clearly beneficial for conceiving more stable and safer foreign exchange markets, the microscopic origins of these interdependencies have not been extensively investigated. We introduce an agent-based model which describes the emergence of cross-currency correlations from the interactions between market makers and an arbitrager. Our model qualitatively replicates the time-scale vs. cross-correlation diagrams observed in real trading data, suggesting that triangular arbitrage plays a primary role in the entanglement of the dynamics of different foreign exchange rates. Furthermore, the model shows how the features of the cross-correlation function between two foreign exchange rates, such as its sign and value, emerge from the interplay between triangular arbitrage and trend-following strategies.

q-fin.TR↗

arXiv2019

Fake news propagate differently from real news even at early stages of spreading

Social media can be a double-edged sword for society, either as a convenient channel exchanging ideas or as an unexpected conduit circulating fake news through a large population. While existing studies of fake news focus on theoretical modeling of propagation or identification methods based on machine learning, it is important to understand the realistic mechanisms between theoretical models and black-box methods. Here we track large databases of fake news and real news in both, Weibo in China and Twitter in Japan from different culture, which include their complete traces of re-postings. We find in both online social networks that fake news spreads distinctively from real news even at early stages of propagation, e.g. five hours after the first re-postings. Our finding demonstrates collective structural signals that help to understand the different propagation evolution of fake news and real news. Different from earlier studies, identifying the topological properties of the information propagation at early stages may offer novel features for early detection of fake news in social media.

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arXiv2019

Identifying long-term periodic cycles and memories of collective emotion in online social media

Collective emotion has been traditionally evaluated by questionnaire survey on a limited number of people. Recently, big data of written texts on the Internet has been available for analyzing collective emotion for very large scales. Although short-term reflection between collective emotion and real social phenomena has been widely studied, long-term dynamics of collective emotion has not been studied so far due to the lack of long persistent data sets. In this study, we extracted collective emotion over a 10-year period from 3.6 billion Japanese blog articles. Firstly, we find that collective emotion shows clear periodic cycles, i.e., weekly and seasonal behaviors, accompanied with pulses caused by natural disasters. For example, April is represented by high Tension, probably due to starting school in Japan. We also identified long-term memory in the collective emotion that is characterized by the power-law decay of the autocorrelation function over several months.

cs.SI↗

arXiv2018

Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders

A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next introduce the corresponding microscopic model of HFTs and present its theoretical solution paralleling molecular kinetic theory: Boltzmann-like and Langevin-like equations are derived from the microscopic dynamics via the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy. Our model is the first microscopic model that has been directly validated through data analysis of the microscopic dynamics, exhibiting quantitative agreements with mesoscopic and macroscopic empirical results.

q-fin.TR↗

arXiv2018

Asymmetric Influence of Employees and Trading Partners on Company's Sales and its Dynamical Origin

Growth of business firms or companies has been a subject of intensive research over a century. However, there still remains controversy about the basic mechanisms of their growth. Inspired by previous work on scaling laws in other systems, here we extend the notion of size of firms from a scalar to a vector in order to characterize in more detail the mechanisms of growth and decay of firms. Based on a large scale dataset of Japanese firms covering over two million firms for two decades (1994-2015), we compile the dataset of vectors of three components, namely, annual sales, number of employee and number of trading partners. We find that the number of employees is more influential in determining firm sales compared to the number of trading partners. This asymmetry is validated by regressions of sales against these parameters and the analysis of growth rate correlations. We then explore multi-variate dynamics of firms by elaborating an evolutionary flow diagram of the averaged motion in the three-dimensional vector space. The flow diagram indicates that firms which deviate from the balanced scaling relation tend to return to this relation. We also find that firms with a chance of large sales growth suffer the risk of high disappearance rate. These results could serve for prediction and modeling of firms, and are relevant for theoretical understanding of the general principles governing complex systems.

physics.soc-ph↗

arXiv2018

Kinetic Theory for Finance Brownian Motion from Microscopic Dynamics

Recent technological development has enabled researchers to study social phenomena scientifically in detail and financial markets has particularly attracted physicists since the Brownian motion has played the key role as in physics. In our previous report (arXiv:1703.06739; to appear in Phys. Rev. Lett.), we have presented a microscopic model of trend-following high-frequency traders (HFTs) and its theoretical relation to the dynamics of financial Brownian motion, directly supported by a data analysis of tracking trajectories of individual HFTs in a financial market. Here we show the mathematical foundation for the HFT model paralleling to the traditional kinetic theory in statistical physics. We first derive the time-evolution equation for the phase-space distribution for the HFT model exactly, which corresponds to the Liouville equation in conventional analytical mechanics. By a systematic reduction of the Liouville equation for the HFT model, the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchal equations are derived for financial Brownian motion. We then derive the Boltzmann-like and Langevin-like equations for the order-book and the price dynamics by making the assumption of molecular chaos. The qualitative behavior of the model is asymptotically studied by solving the Boltzmann-like and Langevin-like equations for the large number of HFTs, which is numerically validated through the Monte-Carlo simulation. Our kinetic description highlights the parallel mathematical structure between the financial Brownian motion and the physical Brownian motion.

q-fin.TR↗

arXiv2016

Statistical properties of fluctuations of time series representing the appearance of words in nationwide blog data and their applications: An example of observations and the modelling of fluctuation scalings of nonstationary time series

To elucidate the non-trivial empirical statistical properties of fluctuations of a typical non-steady time series representing the appearance of words in blogs, we investigated approximately five billion Japanese blogs over a period of six years and analyse some corresponding mathematical models. First, we introduce a solvable non-steady extension of the random diffusion model, which can be deduced by modelling the behaviour of heterogeneous random bloggers. Next, we deduce theoretical expressions for both the temporal and ensemble fluctuation scalings of this model, and demonstrate that these expressions can reproduce all empirical scalings over eight orders of magnitude. Furthermore, we show that the model can reproduce other statistical properties of time series representing the appearance of words in blogs, such as functional forms of the probability density and correlations in the total number of blogs. As an application, we quantify the abnormality of special nationwide events by measuring the fluctuation scalings of 1771 basic adjectives.

physics.soc-ph↗

arXiv2015

Financial Knudsen number: breakdown of continuous price dynamics and asymmetric buy and sell structures confirmed by high precision order book information

We generalise the description of the dynamics of the order book of financial markets in terms of a Brownian particle embedded in a fluid of incoming, exiting and annihilating particles by presenting a model of the velocity on each side (buy and sell) independently. The improved model builds on the time-averaged number of particles in the inner layer and its change per unit time, where the inner layer is revealed by the correlations between price velocity and change in the number of particles (limit orders). This allows us to introduce the Knudsen number of the financial Brownian particle motion and its asymmetric version (on the buy and sell sides). Not being considered previously, the asymmetric Knudsen numbers are crucial in finance in order to detect asymmetric price changes. The Knudsen numbers allows us to characterise the conditions for the market dynamics to be correctly described by a continuous stochastic process. Not questioned until now for large liquid markets such as the USD/JPY and EUR/USD exchange rates, we show that there are regimes when the Knudsen numbers are so high that discrete particle effects dominate, such as during market stresses and crashes. We document the presence of imbalances of particles depletion rates on the buy and sell sides that are associated with high Knudsen numbers and violent directional price changes. This indicator can detect the direction of the price motion at the early stage while the usual volatility risk measure is blind to the price direction.

q-fin.TR↗

arXiv2014

Financial Brownian particle in the layered order book fluid and Fluctuation-Dissipation relations

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian particle and its surrounding fluid particles reflect specific layering interactions; in the inner-layer, the correlation is strong and with short memory while, in the outer-layer, it is weaker and with long memory. By interpreting and estimating the contribution from the outer-layer as a drag resistance, we demonstrate the validity of the fluctuation-dissipation relation (FDR) in this non-material Brownian motion process.

q-fin.TR↗

arXiv2014

Generalised central limit theorems for growth rate distribution of complex systems

We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling properties and distributions reported for growth rates of complex systems in a variety of fields can be derived from this basic physical model. Statistical data of growth rates for about 1 million business firms are analysed as a real-world example of randomly growing systems. Not only are the scaling relations consistent with the theoretical solution, but the entire functional form of the growth rate distribution is fitted with a theoretical distribution that has a power-law tail.

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