Advisor(s)

Albert-László Barabási

Contributor(s)

Javed Aslam, Alan Mislove, Zoltán Toroczkai

Date of Award

4-2012

Date Accepted

4-2-2012

Degree Grantor

Northeastern University

Degree Level

Ph.D.

Department or Academic Unit

College of Computer and Information Science

Keywords

computer science, complex systems, langevin, ranking, stability, stochastic differential equations

Disciplines

Computer Sciences

Abstract

This dissertation uses volatility and spacing to allow one to quantify the dynamics of a wide class of ranked systems. The systems we consider are any set of items, each with an associated score that may change over time. We define volatility as the standard deviation of the score of an item. We define spacing as the distance in score from one item to its neighbor. From these two concepts we construct a model using stochastic differential equa- tions. We measure the model parameters in a variety of ranked systems and use the model to reproduce the salient features observed in the data. We continue by constructing a spacing-volatility diagram that summarizes three unique stability phases and overlay each dataset on this diagram. We end by discussing limitations and extensions to such a model.

Document Type

Dissertation

Rights Information

copyright 2012

Rights Holder

Nicholas Blumm


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