Information Filtering on Coupled Social Networks

In this paper, based on the coupled social networks (CSN), we propose a hybrid algorithm to nonlinearly integrate both social and behavior information of online users. Filtering algorithm based on the coupled social networks, which considers the effects of both social influence and personalized preference. Experimental results on two real datasets, \emph{Epinions} and \emph{Friendfeed}, show that hybrid pattern can not only provide more accurate recommendations, but also can enlarge the recommendation coverage while adopting global metric. Further empirical analyses demonstrate that the mutual reinforcement and rich-club phenomenon can also be found in coupled social networks where the identical individuals occupy the core position of the online system. This work may shed some light on the in-depth understanding structure and function of coupled social networks

Can social microblogging be used to forecast intraday exchange rates?

The Efficient Market Hypothesis (EMH) is widely accepted to hold true under certain assumptions. One of its implications is that the prediction of stock prices at least in the short run cannot outperform the random walk model. Yet, recently many studies stressing the psychological and social dimension of financial behavior have challenged the validity of the EMH. Towards this aim, over the last few years, internet-based communication platforms and search engines have been used to extract early indicators of social and economic trends. Here, we used Twitter's social networking platform to model and forecast the EUR/USD exchange rate in a high-frequency intradaily trading scale. Using time series and trading simulations analysis, we provide some evidence that the information provided in social microblogging platforms such as Twitter can in certain cases enhance the forecasting efficiency regarding the very short (intradaily) forex.Comment: This is a prior version of the paper published at NETNOMICS. The final publication is available at http://www.springer.com/economics/economic+theory/journal/1106