CT-Mapper: Mapping Sparse Multimodal Cellular Trajectories using a Multilayer Transportation Network

Mobile phone data have recently become an attractive source of information about mobility behavior. Since cell phone data can be captured in a passive way for a large user population, they can be harnessed to collect well-sampled mobility information. In this paper, we propose CT-Mapper, an unsupervised algorithm that enables the mapping of mobile phone traces over a multimodal transport network. One of the main strengths of CT-Mapper is its capability to map noisy sparse cellular multimodal trajectories over a multilayer transportation network where the layers have different physical properties and not only to map trajectories associated with a single layer. Such a network is modeled by a large multilayer graph in which the nodes correspond to metro/train stations or road intersections and edges correspond to connections between them. The mapping problem is modeled by an unsupervised HMM where the observations correspond to sparse user mobile trajectories and the hidden states to the multilayer graph nodes. The HMM is unsupervised as the transition and emission probabilities are inferred using respectively the physical transportation properties and the information on the spatial coverage of antenna base stations. To evaluate CT-Mapper we collected cellular traces with their corresponding GPS trajectories for a group of volunteer users in Paris and vicinity (France). We show that CT-Mapper is able to accurately retrieve the real cell phone user paths despite the sparsity of the observed trace trajectories. Furthermore our transition probability model is up to 20% more accurate than other naive models.Comment: Under revision in Computer Communication Journa

Different approaches to community detection

A precise definition of what constitutes a community in networks has remained elusive. Consequently, network scientists have compared community detection algorithms on benchmark networks with a particular form of community structure and classified them based on the mathematical techniques they employ. However, this comparison can be misleading because apparent similarities in their mathematical machinery can disguise different reasons for why we would want to employ community detection in the first place. Here we provide a focused review of these different motivations that underpin community detection. This problem-driven classification is useful in applied network science, where it is important to select an appropriate algorithm for the given purpose. Moreover, highlighting the different approaches to community detection also delineates the many lines of research and points out open directions and avenues for future research.Comment: 14 pages, 2 figures. Written as a chapter for forthcoming Advances in network clustering and blockmodeling, and based on an extended version of The many facets of community detection in complex networks, Appl. Netw. Sci. 2: 4 (2017) by the same author

Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001