Mining Unfollow Behavior in Large-Scale Online Social Networks via Spatial-Temporal Interaction

Online Social Networks (OSNs) evolve through two pervasive behaviors: follow and unfollow, which respectively signify relationship creation and relationship dissolution. Researches on social network evolution mainly focus on the follow behavior, while the unfollow behavior has largely been ignored. Mining unfollow behavior is challenging because user's decision on unfollow is not only affected by the simple combination of user's attributes like informativeness and reciprocity, but also affected by the complex interaction among them. Meanwhile, prior datasets seldom contain sufficient records for inferring such complex interaction. To address these issues, we first construct a large-scale real-world Weibo dataset, which records detailed post content and relationship dynamics of 1.8 million Chinese users. Next, we define user's attributes as two categories: spatial attributes (e.g., social role of user) and temporal attributes (e.g., post content of user). Leveraging the constructed dataset, we systematically study how the interaction effects between user's spatial and temporal attributes contribute to the unfollow behavior. Afterwards, we propose a novel unified model with heterogeneous information (UMHI) for unfollow prediction. Specifically, our UMHI model: 1) captures user's spatial attributes through social network structure; 2) infers user's temporal attributes through user-posted content and unfollow history; and 3) models the interaction between spatial and temporal attributes by the nonlinear MLP layers. Comprehensive evaluations on the constructed dataset demonstrate that the proposed UMHI model outperforms baseline methods by 16.44% on average in terms of precision. In addition, factor analyses verify that both spatial attributes and temporal attributes are essential for mining unfollow behavior.Comment: 8 pages, 7 figures, Accepted by AAAI 202

Measuring user influence in financial microblogs: experiments using stocktwits data

In this paper, we study the effect of graph structure user in- fluence measures in financial social media. In particular, we explore rich and recent data, composed of 1.2 million Stock- Twits messages, from June 2010 to March 2013. These data allow the creation of social network graphs by considering direct active interactions (retweets, shares or replies). Using such graphs and a realistic rolling windows evaluation, we analyzed four user influence measures (indegree, between- ness, page rank and posts) under two criteria: Percentage of Quality Users (PQU), as manually labeled by StockTwits; and the daily sentiment correlation between top lists of in- fluential users and other users. The sentiment was based on a StockTwits labeled dataset and assessed in terms of three selections: overall sentiment (ALL) and filtered by two ma- jor technological companies (Apple – AAPL and Google – GOOG). Promising results were obtained, with several top lists pre- senting PQU values higher than 80% and correlations higher than 0.6. Overall, the best results were achieved by the page rank and posts measures.This work has been supported by COMPETE: POCI-01- 0145-FEDER-007043 and FCT { Funda c~ao para a Ci^encia e Tecnologia within the Project Scope: UID/CEC/00319/2013. We also thank StockTwits for the provision of their data

A study on Analysis and Utilization of Crowd-sourced Spatio-temporal Contexts from Social Media

兵庫県立大学大学院201