6533b7dafe1ef96bd126e742

RESEARCH PRODUCT

Marked Hawkes processes for Twitter data

Andrea SimonettiNicoletta D'angeloGiada Adelfio

subject

Settore SECS-S/06 -Metodi Mat. dell'Economia e d. Scienze Attuariali e Finanz.Twitter data self-exciting point processes textual analysis Hawkes modelsSettore SECS-S/01 - Statistica

description

In this paper, we propose to model retweet event sequences using a marked Hawkes process, which is a self-exciting point process where the occurrence of previous events in time increases the probability of further events. The aim is to analyse Twitter data combining temporal point processes theory and textual analysis. Since each retweet event carries a set of properties, we mark the process by different characteristics drawn from the textual analysis, finding that the tone of the description of the Twitter user is a good predictor of the number of retweets in a single cascade.

https://hdl.handle.net/10447/559002