Mutual-Excitation of Cryptocurrency Market Returns and Social Media Topics

Cryptocurrencies have recently experienced a new wave of price volatility and interest; activity within social media communities relating to cryptocurrencies has increased significantly. There is currently limited documented knowledge of factors which could indicate future price movements. This paper aims to decipher relationships between cryptocurrency price changes and topic discussion on social media to provide, among other things, an understanding of which topics are indicative of future price movements. To achieve this a well-known dynamic topic modelling approach is applied to social media communication to retrieve information about the temporal occurrence of various topics. A Hawkes model is then applied to find interactions between topics and cryptocurrency prices. The results show particular topics tend to precede certain types of price movements, for example the discussion of 'risk and investment vs trading' being indicative of price falls, the discussion of 'substantial price movements' being indicative of volatility, and the discussion of 'fundamental cryptocurrency value' by technical communities being indicative of price rises. The knowledge of topic relationships gained here could be built into a real-time system, providing trading or alerting signals.Comment: 3rd International Conference on Knowledge Engineering and Applications (ICKEA 2018) - Moscow, Russia (June 25-27 2018

A multiscale model for collagen alignment in wound healing

It is thought that collagen alignment plays a significant part in scar tissue formation during dermal wound healing. We present a multiscale model for collagen deposition and alignment during this process. We consider fibroblasts as discrete units moving within an extracellular matrix of collagen and fibrin modelled as continua. Our model includes flux induced alignment of collagen by fibroblasts, and contact guidance of fibroblasts by collagen fibres. We can use the model to predict the effects of certain manipulations, such as varying fibroblast speed, or placing an aligned piece of tissue in the wound. We also simulate experiments which alter the TGF-β concentrations in a healing dermal wound and use the model to offer an explanation of the observed influence of this growth factor on scarring

Cancer modelling: Getting to the heart of the problem

Paradoxically, improvements in healthcare that have enhanced the life expectancy of humans in the Western world have, indirectly, increased the prevalence of certain types of cancer such as prostate and breast. It remains unclear whether this phenomenon should be attributed to the ageing process itself or the cumulative effect of prolonged exposure to harmful environmental stimuli such as ultraviolet light, radiation and carcinogens (Franks and Teich, 1988). Equally, there is also compelling evidence that certain genetic abnormalities can predispose individuals to specific cancers (Ilyas et al., 1999). The variety of factors that have been implicated in the development of solid tumours stems, to a large extent, from the fact that ‘cancer’ is a generic term, often used to characterize a series of disorders that share common features. At this generic level of description, cancer may be viewed as a cellular disease in which controls that usually regulate growth and maintain homeostasis are disrupted. Cancer is typically initiated by genetic mutations that lead to enhanced mitosis of a cell lineage and the formation of an avascular tumour. Since it receives nutrients by diffusion from the surrounding tissue, the size of an avascular tumour is limited to several millimeters in diameter. Further growth relies on the tumour acquiring the ability to stimulate the ingrowth of a new, circulating blood supply from the host vasculature via a process termed angiogenesis (Folkman, 1974). Once vascularised, the tumour has access to a vast nutrient source and rapid growth ensues. Further, tumour fragments that break away from the primary tumour, on entering the vasculature, may be transported to other organs in which they may establish secondary tumours or metastases that further compromise the host. Invasion is another key feature of solid tumours whereby contact with the tissue stimulates the production of enzymes that digest the tissue, liberating space into which the tumour cells migrate. Thus, cancer is a complex, multiscale process. The spatial scales of interest range from the subcellular level, to the cellular and macroscopic (or tissue) levels while the timescales may vary from seconds (or less) for signal transduction pathways to months for tumour doubling times The variety of phenomena involved, the range of spatial and temporal scales over which they act and the complex way in which they are inter-related mean that the development of realistic theoretical models of solid tumour growth is extremely challenging. While there is now a large literature focused on modelling solid tumour growth (for a review, see, for example, Preziosi, 2003), existing models typically focus on a single spatial scale and, as a result, are unable to address the fundamental problem of how phenomena at different scales are coupled or to combine, in a systematic manner, data from the various scales. In this article, a theoretical framework will be presented that is capable of integrating a hierarchy of processes occurring at different scales into a detailed model of solid tumour growth (Alarcon et al., 2004). The model is formulated as a hybrid cellular automaton and contains interlinked elements that describe processes at each spatial scale: progress through the cell cycle and the production of proteins that stimulate angiogenesis are accounted for at the subcellular level; cell-cell interactions are treated at the cellular level; and, at the tissue scale, attention focuses on the vascular network whose structure adapts in response to blood flow and angiogenic factors produced at the subcellular level. Further coupling between the different spatial scales arises from the transport of blood-borne oxygen into the tissue and its uptake at the cellular level. Model simulations will be presented to illustrate the effect that spatial heterogeneity induced by blood flow through the vascular network has on the tumour’s growth dynamics and explain how the model may be used to compare the efficacy of different anti-cancer treatment protocols

Modeling Adoption and Usage of Competing Products

The emergence and wide-spread use of online social networks has led to a dramatic increase on the availability of social activity data. Importantly, this data can be exploited to investigate, at a microscopic level, some of the problems that have captured the attention of economists, marketers and sociologists for decades, such as, e.g., product adoption, usage and competition. In this paper, we propose a continuous-time probabilistic model, based on temporal point processes, for the adoption and frequency of use of competing products, where the frequency of use of one product can be modulated by those of others. This model allows us to efficiently simulate the adoption and recurrent usages of competing products, and generate traces in which we can easily recognize the effect of social influence, recency and competition. We then develop an inference method to efficiently fit the model parameters by solving a convex program. The problem decouples into a collection of smaller subproblems, thus scaling easily to networks with hundred of thousands of nodes. We validate our model over synthetic and real diffusion data gathered from Twitter, and show that the proposed model does not only provides a good fit to the data and more accurate predictions than alternatives but also provides interpretable model parameters, which allow us to gain insights into some of the factors driving product adoption and frequency of use

Long-range forces in controlled systems

This thesis investigates new phenomena due to long-range forces and their effects on different multi-DOFs systems. In particular the systems considered are metamaterials, i.e. materials with long-range connections. The long-range connections characterizing metamaterials are part of the more general framework of non-local elasticity. In the theory of non-local elasticity, the connections between non-adjacent particles can assume different configurations, namely one-to-all, all-to-all, all-to-all-limited, random-sparse and all-to-all-twin. In this study three aspects of the long-range interactions are investigated, and two models of non-local elasticity are considered: all-to-all and random-sparse. The first topic considers an all-to-all connections topology and formalizes the mathematical models to study wave propagation in long-range 1D metamaterials. Closed forms of the dispersion equation are disclosed, and a propagation map synthesizes the properties of these materials which unveil wave-stopping, negative group velocity, instability and non-local effects. This investigation defines how long-range interactions in elastic metamaterials can produce a variety of new effects in wave propagation. The second one considers an all-to-all connections topology and aims to define an optimal design of the long-range actions in terms of spatial and intensity distribution to obtain a passive control of the propagation behavior which may produces exotic effects. A phenomenon of frequency filtering in a confined region of a 1D metamaterial is obtained and the optimization process guarantees this is the best obtainable result for a specific set of control parameters. The third one considers a random-sparse connections topology and provides a new definition of long-range force, based on the concept of small-world network. The small-world model, born in the field of social networks, is suitably applied to a regular lattice by the introduction of additional, randomly selected, elastic connections between different points. These connections modify the waves propagation within the structure and the system exhibits a much higher propagation speed and synchronization. This result is one of the remarkable characteristics of the defined long-range connections topology that can be applied to metamaterials as well as other multi-DOFs systems. Qualitative experimental results are presented, and a preliminary set-up is illustrated. To summarize, this thesis highlights non-local elastic structures which display unusual propagation behaviors; moreover, it proposes a control approach that produces a frequency filtering material and shows the fast propagation of energy within a random-sparse connected material

Multiscale Computations on Neural Networks: From the Individual Neuron Interactions to the Macroscopic-Level Analysis

We show how the Equation-Free approach for multi-scale computations can be exploited to systematically study the dynamics of neural interactions on a random regular connected graph under a pairwise representation perspective. Using an individual-based microscopic simulator as a black box coarse-grained timestepper and with the aid of simulated annealing we compute the coarse-grained equilibrium bifurcation diagram and analyze the stability of the stationary states sidestepping the necessity of obtaining explicit closures at the macroscopic level. We also exploit the scheme to perform a rare-events analysis by estimating an effective Fokker-Planck describing the evolving probability density function of the corresponding coarse-grained observables

Modelling hair follicle growth dynamics as an excitable medium

The hair follicle system represents a tractable model for the study of stem cell behaviour in regenerative adult epithelial tissue. However, although there are numerous spatial scales of observation (molecular, cellular, follicle and multi follicle), it is not yet clear what mechanisms underpin the follicle growth cycle. In this study we seek to address this problem by describing how the growth dynamics of a large population of follicles can be treated as a classical excitable medium. Defining caricature interactions at the molecular scale and treating a single follicle as a functional unit, a minimal model is proposed in which the follicle growth cycle is an emergent phenomenon. Expressions are derived, in terms of parameters representing molecular regulation, for the time spent in the different functional phases of the cycle, a formalism that allows the model to be directly compared with a previous cellular automaton model and experimental measurements made at the single follicle scale. A multi follicle model is constructed and numerical simulations are used to demonstrate excellent qualitative agreement with a range of experimental observations. Notably, the excitable medium equations exhibit a wider family of solutions than the previous work and we demonstrate how parameter changes representing altered molecular regulation can explain perturbed patterns in Wnt over-expression and BMP down-regulation mouse models. Further experimental scenarios that could be used to test the fundamental premise of the model are suggested. The key conclusion from our work is that positive and negative regulatory interactions between activators and inhibitors can give rise to a range of experimentally observed phenomena at the follicle and multi follicle spatial scales and, as such, could represent a core mechanism underlying hair follicle growth

Artificial neural networks as models of stimulus control

We evaluate the ability of artificial neural network models (multi-layer perceptrons) to predict stimulus-­response relationships. A variety of empirical results are considered, such as generalization, peak-shift (supernormality) and stimulus intensity effects. The networks were trained on the same tasks as the animals in the considered experiments. The subsequent generalization tests on the networks showed that the model replicates correctly the empirical results. It is concluded that these models are valuable tools in the study of animal behaviour

Disorder and fluctuations in nonlinear excitations in DNA

We study the effects of the sequence on the propagation of nonlinear excitations in simple models of DNA, and how those effects are modified by noise. Starting from previous results on soliton dynamics on lattices defined by aperiodic potentials, [F. Dom\'\i nguez-Adame {\em et al.}, Phys. Rev. E {\bf 52}, 2183 (1995)], we analyze the behavior of lattices built from real DNA sequences obtained from human genome data. We confirm the existence of threshold forces, already found in Fibonacci sequences, and of stop positions highly dependent on the specific sequence. Another relevant conclusion is that the effective potential, a collective coordinate formalism introduced by Salerno and Kivshar [Phys. Lett. A {\bf 193}, 263 (1994)] is a useful tool to identify key regions that control the behaviour of a larger sequence. We then study how the fluctuations can assist the propagation process by helping the excitations to escape the stop positions. Our conclusions point out to improvements of the model which look promising to describe mechanical denaturation of DNA. Finally, we also consider how randomly distributed energy focus on the chain as a function of the sequence.Comment: 14 pages, final version, accepted in Fluctuation and Noise Letters, scheduled to apper in vol. 4, issue 3 (2004