The way users interact on social media can indicate their well-being. When depressed, people's feelings tend to be more evident, affecting how users interact and demonstrate their feelings on social media. This paper presents a new approach for the temporal assessment of emotional behavior and interaction among depressed users on social networks. We start by modeling user interactions using complex networks, grouping users through time using the Clauset-Newman-Moore greedy modularity maximization. We evaluate the built networks using metrics such as assortativity, density, clustering, diameter, and shortest path length, closeness, and coverage. Then, we propose EMUS, a method for establishing an emotional user score based on the extraction of emotional features in texts of posts and comments. To extract emotional features, we combine the use of the Empath framework and VADER lexicon. Finally, based on the standard deviation among users, we establish a metric for assessing mood levels. We evaluated users for 33 days, and the results show a sequence of mixed emotional behaviors with high correlations between the number of active users in the network communities, and the form and quality of interactions. The developed approach can be further applied to other database graphs, for different sequential patterns analysis and text-mining contexts.
The purpose of this paper is to calculate the risk-dependent centrality (RDC) of the Brazilian stock market. We computed the RDC for assets traded on the Brazilian stock market between January 2008 to June 2020 at different levels of external risk. We observed that the ranking of assets based on the RDC depends on the external risk. Rankings' volatility is related to crisis events, capturing the recent Brazilian economic-political crisis. Moreover, we have found a negative correlation between the average volatility of assets' ranking based on the RDC and the average daily returns on the stock market. It goes in hand with the hypothesis that the rankings' volatility is higher in periods of crisis.
The purpose of this article is to calculate the risk-dependent centrality (RDC) assessing the Brazilian stock market. We computed the RDC for assets traded on the Brazilian stock market between January 2008 and June 2020 at different levels of external risk. We observed that the ranking of assets based on the RDC depends on the external risk. Rankings’ volatility is related to crisis events, capturing the recent Brazilian economic-political crisis. Moreover, we computed the RDC employing an empirically computed external risk level, relying on the Emerging Markets Bond Index index. We show that some economic sectors (oil, gas and biofuels and financial) become more central during crisis periods. Moreover, the volatility of the RDC is positively correlated with the external risk level.
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