arXiv subjects

Luis E. C. Rocha

Publications and source records attributed to Luis E. C. Rocha.

15 recordsLinked to original sources

arXiv2026

Social Contagion in COVID-19 Discussions within the Belgian Reddit Community: A Statistical and Modeling Study

Understanding how sentiment toward COVID-19 mitigation measures evolves on social media can inform both epidemiological models and public health policy. We analyzed 655,642 posts by 28,559 users on r/Belgium from January 2020 to June 2022, classifying posts into three mitigation topics (lockdowns, masks, vaccinations) using a BERT-based topic model and scoring sentiment with a RoBERTa-based classifier. Post volume tracked external events such as policy announcements, but we found no evidence of within-Reddit social contagion in topic initiation, suggesting topics are seeded by external information rather than platform-internal spread. Sentiment, however, exhibited significant homophily: comment sentiment correlated with that of the parent post. To capture the underlying dynamics, we developed the Smooth Latent-Expressed Bounded Confidence (SLEBC) model, which distinguishes a latent sentiment trajectory from noisy expressed sentiment and uses bounded confidence rather than linear update rules. Evaluated against two alternatives by WAIC, SLEBC fit best across all three topics. The model indicates that expressed sentiment adapts more strongly to the immediate parent comment than the user's latent state updates from interaction history, suggesting that expressed sentiment is a poor proxy for underlying opinion. These findings imply that infodemic models for Reddit-like platforms should seed topics from external sources and model sentiment spread via bounded confidence mechanisms.

cs.SI↗

arXiv2026

Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks

The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian behavior of the returns often does not emerge, and their distributions often exhibit a high level of asymmetry and bimodality. These features are inadequately captured by the majority of classical models to address financial time series and return distributions. In the presented analysis, we use a model based on the discrete-time quantum walk to characterize the observed asymmetry and bimodality. The quantum walk distinguishes itself from a classical diffusion process by the occurrence of interference effects, which allows for the generation of bimodal and asymmetric probability distributions. By capturing the broader trends and patterns that emerge over extended periods, this analysis complements traditional short-term models and offers opportunities to more accurately describe the probabilistic structure underlying long-term financial decisions.

q-fin.ST↗

arXiv2026

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets

Financial markets alternate between tranquil periods and episodes of stress, and return dynamics can change substantially across these regimes. We study regime-dependent dynamics in developed and developing equity indices using a data-driven Hilbert--Huang-based regime identification and profiling pipeline, followed by variable-length Markov modeling of categorized returns. Market regimes are identified using an Empirical Mode Decomposition-based Hilbert--Huang Transform, where instantaneous energy from the Hilbert spectrum separates Normal, High, and Extreme regimes. We then profile each regime using Holo--Hilbert Spectral Analysis, which jointly resolves carrier frequencies, amplitude-modulation frequencies, and amplitude-modulation energy (AME). AME, interpreted as volatility intensity, declines monotonically from Extreme to High to Normal regimes. This decline is markedly sharper in developed markets, while developing markets retain higher baseline volatility intensity even in Normal regimes. Building on these regime-specific volatility signatures, we discretize daily returns into five quintile states $\mathtt{R}_1$ to $\mathtt{R}_5$ and estimate Variable-Length Markov Chains via context trees within each regime. Unconditional state probabilities show tail states dominate in Extreme regimes and recede as regimes stabilize, alongside persistent downside asymmetry. Entropy peaks in High regimes, indicating maximum unpredictability during moderate-volatility periods. Conditional transition dynamics, evaluated over contexts of length up to three days from the context-tree estimates, indicate that developed markets normalize more effectively as stress subsides, whereas developing markets retain residual tail dependence and downside persistence even in Normal regimes, consistent with a coexistence of continuation and burst-like shifts.

q-fin.ST↗

arXiv2025

Epidemic risk perception and social interactions lead to awareness cascades on multiplex networks

The course of an epidemic is not only shaped by infection transmission over face-to-face contacts, but also by preventive behaviour caused by risk perception and social interactions. This study explores the dynamics of coupled awareness and biological infection spread within a two-layer multiplex network framework. One layer embodies face-to-face contacts, with a biological infection transmission following a simple contagion model, the SIR process. Awareness, modelled by the linear threshold model, a complex contagion, spreads over a social layer and induces behaviour that lowers the chance of a biological infection occurring. It may be provoked by the presence of either aware or infectious neighbours. We introduce a novel model combining these influences through a convex combination, creating a continuum between pure social contagion and local risk perception. Simulation of the model shows distinct effects arising from the awareness sources. Also, for convex combinations where both input sources are of importance, awareness cascades that are not attributable to only one of these sources, emerge. Under these conditions, the combination of a small-world face-to-face and a scale-free social layer, but not vice versa, make that the extent of the infections decreases with increasing transmission probability.

physics.soc-ph↗

arXiv2024

On the potential of quantum walks for modeling financial return distributions

Accurate modeling of the temporal evolution of asset prices is crucial for understanding financial markets. We explore the potential of discrete-time quantum walks to model the evolution of asset prices. Return distributions obtained from a model based on the quantum walk algorithm are compared with those obtained from classical methodologies. We focus on specific limitations of the classical models, and illustrate that the quantum walk model possesses great flexibility in overcoming these. This includes the potential to generate asymmetric return distributions with complex market tendencies and higher probabilities for extreme events than in some of the classical models. Furthermore, the temporal evolution in the quantum walk possesses the potential to provide asset price dynamics.

q-fin.ST↗

arXiv2024

Social clustering reinforces external influence on the majority opinion model

Public opinion is subject to peer interaction via social networks and external pressure from the media, advertising, and other actors. In this paper, we study the interaction between external and peer influence on the stochastic opinion dynamics of a majority vote model. We introduce a model where agents update their opinions based on the combined influence of their local neighbourhood (peers) and an external actor in the transition rates. In the first model, the external influence is only felt by agents non-aligned with the external actor ("push strategy"). In the second model, agents are affected by external influence, independently of their opinions ("nudging strategy"). In both cases, the external influence increases the possible macroscopic outcomes. These outcomes are determined by the chosen influence strategy. We also find that the social network structure affects the opinion dynamics, with social clustering positively reinforcing the external influence whereas degree heterogeneity weakens the external forces. These findings are relevant to businesses and policy making, helping to understand how groups of individuals collectively react to external actors.

physics.soc-ph↗

arXiv2024

Comparative analysis of graph randomization: Tools,methods, pitfalls, and best practices

Graph randomization techniques play a crucial role in network analysis, allowing researchers to assess the statistical significance of observed network properties and distinguish meaningful patterns from random fluctuations. In this survey we provide an overview of the graph randomization methods available in the most popular software tools for network analysis. We propose a comparative analysis of popular software tools to highlight their functionalities and limitations. Through case studies involving diverse graph types, we demonstrate how different randomization methods can lead to divergent conclusions, emphasizing the importance of careful method selection based on the characteristics of the observed network and the research question at hand. This survey proposes some guidelines for researchers and practitioners seeking to understand and utilize graph randomization techniques effectively in their network analysis projects.

physics.soc-ph↗

arXiv2022

LargeNetVis: Visual Exploration of Large Temporal Networks Based on Community Taxonomies

Temporal (or time-evolving) networks are commonly used to model complex systems and the evolution of their components throughout time. Although these networks can be analyzed by different means, visual analytics stands out as an effective way for a pre-analysis before doing quantitative/statistical analyses to identify patterns, anomalies, and other behaviors in the data, thus leading to new insights and better decision-making. However, the large number of nodes, edges, and/or timestamps in many real-world networks may lead to polluted layouts that make the analysis inefficient or even infeasible. In this paper, we propose LargeNetVis, a web-based visual analytics system designed to assist in analyzing small and large temporal networks. It successfully achieves this goal by leveraging three taxonomies focused on network communities to guide the visual exploration process. The system is composed of four interactive visual components: the first (Taxonomy Matrix) presents a summary of the network characteristics, the second (Global View) gives an overview of the network evolution, the third (a node-link diagram) enables community- and node-level structural analysis, and the fourth (a Temporal Activity Map -- TAM) shows the community- and node-level activity under a temporal perspective.

cs.HC↗

arXiv2022

Evolution of the public opinion on COVID-19 vaccination in Japan

Vaccines are promising tools to control the spread of COVID-19. An effective vaccination campaign requires government policies and community engagement, sharing experiences for social support, and voicing concerns to vaccine safety and efficiency. The increasing use of online social platforms allows us to trace large-scale communication and infer public opinion in real-time. We collected more than 100 million vaccine-related tweets posted by 8 million users and used the Latent Dirichlet Allocation model to perform automated topic modeling of tweet texts during the vaccination campaign in Japan. We identified 15 topics grouped into 4 themes on Personal issue, Breaking news, Politics, and Conspiracy and humour. The evolution of the popularity of themes revealed a shift in public opinion, initially sharing the attention over personal issues (individual aspect), collecting information from the news (knowledge acquisition), and government criticisms, towards personal experiences once confidence in the vaccination campaign was established. An interrupted time series regression analysis showed that the Tokyo Olympic Games affected public opinion more than other critical events but not the course of the vaccination. Public opinion on politics was significantly affected by various events, positively shifting the attention in the early stages of the vaccination campaign and negatively later. Tweets about personal issues were mostly retweeted when the vaccination reached the younger population. The associations between the vaccination campaign stages and tweet themes suggest that the public engagement in the social platform contributed to speedup vaccine uptake by reducing anxiety via social learning and support.

physics.soc-ph↗

arXiv2020

A Gillespie algorithm for non-Markovian stochastic processes

The Gillespie algorithm provides statistically exact methods for simulating stochastic dynamics modelled as interacting sequences of discrete events including systems of biochemical reactions or earthquake occurrences, networks of queuing processes or spiking neurons, and epidemic and opinion formation processes on social networks. Empirically, the inter-event times of various phenomena obey long-tailed distributions. The Gillespie algorithm and its variants either assume Poisson processes (i.e., exponentially distributed inter-event times), use particular functions for time courses of the event rate, or work for non-Poissonian renewal processes, including the case of long-tailed distributions of inter-event times, but at a high computational cost. In the present study, we propose an innovative Gillespie algorithm for renewal processes on the basis of the Laplace transform. The algorithm makes use of the fact that a class of point processes is represented as a mixture of Poisson processes with different event rates. The method is applicable to multivariate renewal processes whose survival function of inter-event times is completely monotone. It is an exact algorithm and works faster than a recently proposed Gillespie algorithm for general renewal processes, which is exact only in the limit of infinitely many processes. We also propose a method to generate sequences of event times with a tunable amount of positive correlation between inter-event times. We demonstrate our algorithm with exact simulations of epidemic processes on networks, finding that a realistic amount of positive correlation in inter-event times only slightly affects the epidemic dynamics.

physics.soc-ph↗

arXiv2016

Temporal and structural heterogeneities emerging in adaptive temporal networks

We introduce a model of adaptive temporal networks whose evolution is regulated by an interplay between node activity and dynamic exchange of information through links. We study the model by using a master equation approach. Starting from a homogeneous initial configuration, we show that temporal and structural heterogeneities, characteristic of real-world networks, spontaneously emerge. This theoretically tractable model thus contributes to the understanding of the dynamics of human activity and interaction networks.

physics.soc-ph↗

arXiv2016

Multiple seed structure and disconnected networks in respondent-driven sampling

Respondent-driven sampling (RDS) is a link-tracing sampling method that is especially suitable for sampling hidden populations. RDS combines an efficient snowball-type sampling scheme with inferential procedures that yield unbiased population estimates under some assumptions about the sampling procedure and population structure. Several seed individuals are typically used to initiate RDS recruitment. However, standard RDS estimation theory assume that all sampled individuals originate from only one seed. We present an estimator, based on a random walk with teleportation, which accounts for the multiple seed structure of RDS. The new estimator can also be used on populations with disconnected social networks. We numerically evaluate our estimator by simulations on artificial and real networks. Our estimator outperforms previous estimators, especially when the proportion of seeds in the sample is large. We recommend our new estimator to be used in RDS studies, in particular when the number of seeds is large or the social network of the population is disconnected.

stat.ME↗

arXiv2015

Diffusion on networked systems is a question of time or structure

Network science investigates the architecture of complex systems to understand their functional and dynamical properties. Structural patterns such as communities shape diffusive processes on networks. However, these results hold under the strong assumption that networks are static entities where temporal aspects can be neglected. Here we propose a generalised formalism for linear dynamics on complex networks, able to incorporate statistical properties of the timings at which events occur. We show that the diffusion dynamics is affected by the network community structure and by the temporal properties of waiting times between events. We identify the main mechanism --- network structure, burstiness or fat-tails of waiting times --- determining the relaxation times of stochastic processes on temporal networks, in the absence of temporal-structure correlations. We identify situations when fine-scale structure can be discarded from the description of the dynamics or, conversely, when a fully detailed model is required due to temporal heterogeneities.

physics.soc-ph↗

arXiv2015

The non-linear health consequences of living in larger cities

Urbanization promotes economy, mobility, access and availability of resources, but on the other hand, generates higher levels of pollution, violence, crime, and mental distress. The health consequences of the agglomeration of people living close together are not fully understood. Particularly, it remains unclear how variations in the population size across cities impact the health of the population. We analyze the deviations from linearity of the scaling of several health-related quantities, such as the incidence and mortality of diseases, external causes of death, wellbeing, and health-care availability, in respect to the population size of cities in Brazil, Sweden and the USA. We find that deaths by non-communicable diseases tend to be relatively less common in larger cities, whereas the per-capita incidence of infectious diseases is relatively larger for increasing population size. Healthier life style and availability of medical support are disproportionally higher in larger cities. The results are connected with the optimization of human and physical resources, and with the non-linear effects of social networks in larger populations. An urban advantage in terms of health is not evident and using rates as indicators to compare cities with different population sizes may be insufficient.

physics.soc-ph↗

arXiv2010

Exploiting temporal network structures of human interaction to effectively immunize populations

If we can lower the number of people needed to vaccinate for a community to be immune against contagious diseases, we can save resources and life. A key to reach such a lower threshold of immunization is to find and vaccinate people who, through their behavior, are more likely to become infected and effective to spread the disease than the average. Fortunately, the very behavior that makes these people important to vaccinate can help us finding them. People you have met recently are more likely to be socially active and thus central in the contact pattern, and important to vaccinate. We propose two immunization schemes exploiting temporal contact patterns. Both of these rely only on obtainable, local information and could implemented in practice. We show that these schemes outperform benchmark protocols in four real data sets under various epidemic scenarios. The data sets are dynamic, which enables us to make more realistic evaluations than other studies - we use information only about the past to perform the vaccination and the future to simulate disease outbreaks. We also use models to elucidate the mechanisms behind how the temporal structures make our immunization protocols efficient.

q-bio.PE↗