Social media has emerged to be a popular platform for people to express their viewpoints on political protests like the Arab Spring. Millions of people use social media to communicate and mobilize their viewpoints on protests. Hence, it is a valuable tool for organizing social movements. However, the mechanisms by which protest affects the population is not known, making it difficult to estimate the number of protestors. In this paper, we are inspired by sociological theories of protest participation and propose a framework to predict from the user's past status messages and interactions whether the next post of the user will be a declaration of protest. Drawing concepts from these theories, we model the interplay between the user's status messages and messages interacting with him over time and predict whether the next post of the user will be a declaration of protest. We evaluate the framework using data from the social media platform Twitter on protests during the recent Nigerian elections and demonstrate that it can effectively predict whether the next post of a user is a declaration of protest.
Modeling the movement of information within social media outlets, like Twitter, is key to understanding to how ideas spread but quantifying such movement runs into several difficulties. Two specific areas that elude a clear characterization are (i) the intrinsic random nature of individuals to potentially adopt and subsequently broadcast a Twitter topic, and (ii) the dissemination of information via non-Twitter sources, such as news outlets and word of mouth, and its impact on Twitter propagation. These distinct yet inter-connected areas must be incorporated to generate a comprehensive model of information diffusion. We propose a bispace model to capture propagation in the union of (exclusively) Twitter and non-Twitter environments. To quantify the stochastic nature of Twitter topic propagation, we combine principles of geometric Brownian motion and traditional network graph theory. We apply Poisson process functions to model information diffusion outside of the Twitter mentions network. We discuss techniques to unify the two sub-models to accurately model information dissemination. We demonstrate the novel application of these techniques on real Twitter datasets related to mass protest adoption in social communities. WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Levy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations.Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms.This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.  The networks considered here consist of sets of intercon- nected vertices, examples of which include social networks, technological networks, and biological networks. Two important issues are to measure the extent of proximity between vertices and to identify the community structure of a network. In this paper, the proximity index between two nearest-neighboring vertices of a network is measured by a biased Brown- ian particle which moves on the network. This proximity index integrates both the local and the global structural information of a given network, and it is used by an agglomerative hierarchical algorithm to identify the community structure of the network. This method is applied to several artificial or real-world networks and satisfying results are attained. Find- ing the proximity indices for all nearest-neighboring vertex pairs needs a computational time that scales as O(N 3 ), with N being the total number of vertices in the network.