On helping broadcasters to promote TV-shows through hashtags

Michele, Roberta De; Ferretti, Stefano; Furini, Marco

doi:10.1007/s11042-018-6510-7

Cited by 26 publications

(19 citation statements)

References 34 publications

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“…Examples go from a simple characterization of assets based on their typology (e.g., hitech companies, banking, healthcare, etc. ), to the use of sentiment analysis techniques based, for instance, on the analysis of social networks [13,18]. These considerations suggest that there is room for improvement, in this sense.…”

Section: Detrended Partial Cross-correlation Analysis (Dpcca)mentioning

confidence: 99%

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On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach based on Network Community Detection

Ferretti

2022

Preprint

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We present a study on portfolio investments in financial applications. We describe a general modeling and simulation framework and study the impact on the use of different metrics to measure the correlation among assets. In particular, besides the traditional Pearson's correlation, we employ the Detrended Cross-Correlation Analysis (DCCA) and Detrended Partial Cross-Correlation Analysis (DPCCA). Moreover, a novel portfolio allocation scheme is introduced that treats assets as a complex network and uses modularity to detect communities of correlated assets. Weights of the allocation are then distributed among different communities for the sake of diversification. Simulations compare this novel scheme against Critical Line Algorithm (CLA), Inverse Variance Portfolio (IVP), the Hierarchical Risk Parity (HRP). Synthetic times series are generated using the Gaussian model, Geometric Brownian motion, GARCH, ARFIMA and modified ARFIMA models. Results show that the proposed scheme outperforms state of the art approaches in many scenarios. We also validate simulation results via backtesting, whose results confirm the viability of the proposal.

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Section: Detrended Partial Cross-correlation Analysis (Dpcca)mentioning

confidence: 99%

“…Figures [12][13] show the distributions of risk contributions and weights allocations. CLA assigns higher risks and weights to some specific assets, with a wide standard deviation.…”

Section: Arfima Simulationsmentioning

confidence: 99%

On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach based on Network Community Detection

Ferretti

2022

Preprint

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“…The social television phenomenon has mainly attracted the attention of researchers in the social studies (De Michele et al, 2019;Ceron and Splendore, 2019;Delgado et al, 2018;Shokrpour and Darnell, 2017;Pfeffel et al, 2016;Gorkovenko and Taylor, 2016) but also of those working in different domains, from neuroscience (Seixas et al, 2018) to computer science (Katz et al, 2018). A tool that recreates social television activities using archived data will help social scientists to explore this phenomenon in detail, and open up new avenues of research.…”

Section: A Tool For Researchersmentioning

confidence: 99%

The Past Web

2021

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Table Of Content 0.1 Dedication 0.2 Foreword 0.3 Preface Part 1 The era of information abundance and memory scarcity Chapter 1.0 Part introduction Chapter 1.1 The problem of web ephemera Chapter 1.2 Web archives preserve our digital collective memory Part 2 Collecting before it vanishes Chapter 2.0 Part introduction Chapter 2.1 National web archiving in Australia -representing the comprehensive Chapter 2.2 Web Archiving Singapore: The Realities of National Web Archiving Chapter 2.3 Archiving the social media -the Twitter case Chapter 2.4 Creating Event-Centric Collections from Web ArchivesPart 3 Access methods to analyse the Past web Chapter 3.0 Part introduction Chapter 3.1 Full-text and URL search Chapter 3.2 A holistic view on Web archives Chapter 3.3 Interoperability for Accessing Versions of Web Resources with the Memento Protocol Chapter 3.4 Linking Twitter archives with TV archives Chapter 3.5 Image analytics in web archives Part 4 Researching the past Web Chapter 4.0 Part introduction Chapter 4.1 Digital archaeology in the web of links: reconstructing a late-90s web sphere Chapter 4.2 Quantitative approaches to the Danish web archive Chapter 4.3 Critical Web Archive Research Chapter 4.4 Exploring Online Diasporas: London's French and Latin American Communities in the UK Web Archive Chapter 4.5 Platform and app histories: Assessing source availability in web archives and app repositories Part 5 Web archives as infrastructures to develop innovative tools Chapter 5.0 Part introduction Chapter 5.1 The need for infrastructures for the study of web-archived material Chapter 5.2 Automatic generation of timelines for past events Chapter 5.3 Political opinions of the past Web Chapter 5.4 Framing web archives with browsers contemporary to a website's creation Chapter 5.5 Big Data analytics over past web data Part 6 The Past Web: a look into the future.This book is dedicated to Vitalino Gomes who taught me that the value of a Man is in his Integrity.

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“…Complex networks theory allows to analyze a given real or synthetic system, and to extract several mathematical properties that describe it. It is quite usual to represent P2P and distributed systems [9], communication networks [10], [14], social networks [12], biological and very other diverse phenomena as complex networks. In order to describe a phenomenon as a network, entities are usually represented as network nodes, while interactions among these entities are links that connect these nodes.…”

Section: Complex Network Analysismentioning

confidence: 99%

On the Ethereum blockchain structure: A complex networks theory perspective

Ferretti

D’Angelo

2019

Concurrency and Computation

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109

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In this paper, we analyze the Ethereum blockchain using the complex networks modeling framework. Accounts acting on the blockchain are represented as nodes, while the interactions among these accounts, recorded on the blockchain, are treated as links in the network. Using this representation, it is possible to derive interesting mathematical characteristics that improve the understanding of the actual interactions happening in the blockchain. Not only, by looking at the history of the blockchain, it is possible to verify if radical changes in the blockchain evolution happened.

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On helping broadcasters to promote TV-shows through hashtags

Cited by 26 publications

References 34 publications

On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach based on Network Community Detection

On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach based on Network Community Detection

The Past Web

On the Ethereum blockchain structure: A complex networks theory perspective

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