Modeling Sociodynamic Processes Based on the Use of the Differential Diffusion Equation with Fractional Derivatives

Author:

Demidova Liliya A.1ORCID,Zhukov Dmitry O.2,Andrianova Elena G.1ORCID,Sigov Alexander S.3ORCID

Affiliation:

1. Institute of Information Technologies, Federal State Budget Educational Institution of Higher Education, MIREA–Russian Technological University, 78, Vernadsky Avenue, 119454 Moscow, Russia

2. Institute of Cybersecurity and Digital Technologies, Federal State Budget Educational Institution of Higher Education, MIREA–Russian Technological University, 78, Vernadsky Avenue, 119454 Moscow, Russia

3. Institute for Advanced Technologies and Industrial Program, Federal State Budget Educational Institution of Higher Education, MIREA–Russian Technological University, 78, Vernadsky Avenue, 119454 Moscow, Russia

Abstract

This paper explores the social dynamics of processes in complex systems involving humans by focusing on user activity in online media outlets. The R/S analysis showed that the time series of the processes under consideration are fractal and anti-persistent (they have a short-term memory and a Hurst exponent significantly less than 0.5). Following statistical processing, the observed data showed that there is a small amount of asymmetry in the distribution of user activity change amplitudes in news comments; the amplitude distribution is almost symmetrical, but there is a heavy tail as the probability plots lie above the normal probability plot. The fractality of the time series for the observed processes could be due to the variables describing them (the time and level of a series), which are characterized by fractional variables of measurement. Therefore, when figuring out how to approximate functions to determine the probability density of their parameters, it is advisable to use fractional differential equations, such as those of the diffusion type. This paper describes the development of such a model and uses the observed data to analyze and compare the modeling results.

Funder

Russian Science Foundation

Publisher

MDPI AG

Subject

Information Systems

Reference26 articles.

1. A novel FOREX prediction methodology based on fundamental data;Nassirtoussi;Afr. J. Bus. Manag.,2011

2. Exchange rate forecasting using a combined parametric and nonparametric self—Organising modelling approach;Anastasakis;Expert Syst. Appl.,2009

3. Enhancing stockmarket trading performance with ANNs;Vanstone;Expert Syst. Appl.,2010

4. An empirical methodology for developing stockmarket trading systems using artificial neural networks;Vanstone;Expert Syst. Appl.,2009

5. Forecasting and trading the EUR/USD exchange rate with gene expression and psi sigma neural networks;Sermpinis;Expert Syst. Appl.,2012

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3