Quantifying the digital traces of Hurricane Sandy on Flickr

Society’s increasing interactions with technology are creating extensive “digital traces” of our collective human behavior. These new data sources are fuelling the rapid development of the new field of computational social science. To investigate user attention to the Hurricane Sandy disaster in 2012, we analyze data from Flickr, a popular website for sharing personal photographs. In this case study, we find that the number of photos taken and subsequently uploaded to Flickr with titles, descriptions or tags related to Hurricane Sandy bears a striking correlation to the atmospheric pressure in the US state New Jersey during this period. Appropriate leverage of such information could be useful to policy makers and others charged with emergency crisis management

Quantifying trading behavior in financial markets using Google Trends

Crises in financial markets affect humans worldwide. Detailed market data on trading decisions reflect some of the complex human behavior that has led to these crises. We suggest that massive new data sources resulting from human interaction with the Internet may offer a new perspective on the behavior of market participants in periods of large market movements. By analyzing changes in Google query volumes for search terms related to finance, we find patterns that may be interpreted as “early warning signs” of stock market moves. Our results illustrate the potential that combining extensive behavioral data sets offers for a better understanding of collective human behavior

Quantifying Wikipedia usage patterns before stock market moves

Financial crises result from a catastrophic combination of actions. Vast stock market datasets offer us a window into some of the actions that have led to these crises. Here, we investigate whether data generated through Internet usage contain traces of attempts to gather information before trading decisions were taken. We present evidence in line with the intriguing suggestion that data on changes in how often financially related Wikipedia pages were viewed may have contained early signs of stock market moves. Our results suggest that online data may allow us to gain new insight into early information gathering stages of decision making

Quantifying stock return distributions in financial markets

Being able to quantify the probability of large price changes in stock markets is of crucial importance in understanding financial crises that affect the lives of people worldwide. Large changes in stock market prices can arise abruptly, within a matter of minutes, or develop across much longer time scales. Here, we analyze a dataset comprising the stocks forming the Dow Jones Industrial Average at a second by second resolution in the period from January 2008 to July 2010 in order to quantify the distribution of changes in market prices at a range of time scales. We find that the tails of the distributions of logarithmic price changes, or returns, exhibit power law decays for time scales ranging from 300 seconds to 3600 seconds. For larger time scales, we find that the distributions tails exhibit exponential decay. Our findings may inform the development of models of market behavior across varying time scales

Nonequilibrium effects due to charge fluctuations in intrinsic Josephson systems

Nonequilibrium effects in layered superconductors forming a stack of intrinsic Josephson junctions are investigated. We discuss two basic nonequilibrium effects caused by charge fluctuations on the superconducting layers: a) the shift of the chemical potential of the condensate and b) charge imbalance of quasi-particles, and study their influence on IV-curves and the position of Shapiro steps.Comment: 17 pages, 2 figures, revised version slightly shortene

Highly accelerated simulations of glassy dynamics using GPUs: caveats on limited floating-point precision

Modern graphics processing units (GPUs) provide impressive computing resources, which can be accessed conveniently through the CUDA programming interface. We describe how GPUs can be used to considerably speed up molecular dynamics (MD) simulations for system sizes ranging up to about 1 million particles. Particular emphasis is put on the numerical long-time stability in terms of energy and momentum conservation, and caveats on limited floating-point precision are issued. Strict energy conservation over 10^8 MD steps is obtained by double-single emulation of the floating-point arithmetic in accuracy-critical parts of the algorithm. For the slow dynamics of a supercooled binary Lennard-Jones mixture, we demonstrate that the use of single-floating point precision may result in quantitatively and even physically wrong results. For simulations of a Lennard-Jones fluid, the described implementation shows speedup factors of up to 80 compared to a serial implementation for the CPU, and a single GPU was found to compare with a parallelised MD simulation using 64 distributed cores.Comment: 12 pages, 7 figures, to appear in Comp. Phys. Comm., HALMD package licensed under the GPL, see http://research.colberg.org/projects/halm