Generating music with graphical models

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Originator or propagator? Incorporating social role theory into topic models for twitter content analysis

A large number of studies have been devoted to modeling the contents and interactions between users on Twitter. In this paper, we propose a method inspired from Social Role Theory (SRT), which assumes that a user behaves differently in different roles in the generation process of Twitter content. We consider the two most distinctive social roles on Twitter: originator and propagator, who respectively posts original messages and retweets or forwards the messages from others. In addition, we also consider role-specific social interactions, especially implicit interactions between users who share some common interests. All the above elements are integrated into a novel regularized topic model. We evaluate the proposed method on real Twitter data. The results show that our method is more effective than the existing ones which do not distinguish social roles. Copyright 2013 ACM.

Evaluating spread models with a basket security

In this article we evaluate the most widely used spread decomposition models using Exchange Traded Funds (ETFs). These funds are an example of a basket security and allow the diversification of private information causing these securities to have lower adverse selection costs than individual securities. We use this feature as a criterion for evaluating spread decomposition models. Comparisons of adverse selection costs for ETF's and control securities obtained from spread decomposition models show that only the Glosten-Harris (1988) and the Madhavan-Richardson-Roomans (1997) models provide estimates of the spread that are consistent with the diversification of private information in a basket security. Our results are robust even after controlling for the stock exchange. © 2011 Copyright Taylor and Francis Group, LLC.