From social data mining to forecasting socio-economic crises

The purpose of this White Paper of the EU Support Action "Visioneer"(see www.visioneer.ethz.ch) is to address the following goals: Develop strategies to quickly increase the objective knowledge about social and economic systems.Describe requirements for efficient large-scale scientific data mining of anonymized social and economic data.Formulate strategies how to collect stylized facts extracted from large data set.Sketch ways how to successfully build up centers for computational social science.Propose plans how to create centers for risk analysis and crisis forecasting.Elaborate ethical standards regarding the storage, processing, evaluation, and publication of social and economic data.

How citation boosts promote scientific paradigm shifts and nobel prizes

Nobel Prizes are commonly seen to be among the most prestigious achievements of our times. Based on mining several million citations, we quantitatively analyze the processes driving paradigm shifts in science. We find that groundbreaking discoveries of Nobel Prize Laureates and other famous scientists are not only acknowledged by many citations of their landmark papers. Surprisingly, they also boost the citation rates of their previous publications. Given that innovations must outcompete the rich-gets-richer effect for scientific citations, it turns out that they can make their way only through citation cascades. A quantitative analysis reveals how and why they happen. Science appears to behave like a self-organized critical system, in which citation cascades of all sizes occur, from continuous scientific progress all the way up to scientific revolutions, which change the way we see our world. Measuring the “boosting effect” of landmark papers, our analysis reveals how new ideas and new players can make their way and finally triumph in a world dominated by established paradigms. The underlying “boost factor” is also useful to discover scientific breakthroughs and talents much earlier than through classical citation analysis, which by now has become a widespread method to measure scientific excellence, influencing scientific careers and the distribution of research funds. Our findings reveal patterns of collective social behavior, which are also interesting from an attention economics perspective. Understanding the origin of scientific authority may therefore ultimately help to explain how social influence comes about and why the value of goods depends so strongly on the attention they attract.

How wealth accumulation can promote cooperation

Explaining the emergence and stability of cooperation has been a central challenge in biology, economics and sociology. Unfortunately, the mechanisms known to promote it either require elaborate strategies or hold only under restrictive conditions. Here, we report the emergence, survival, and frequent domination of cooperation in a world characterized by selfishness and a strong temptation to defect, when individuals can accumulate wealth. In particular, we study games with local adaptation such as the prisoner's dilemma, to which we add heterogeneity in payoffs. In our model, agents accumulate wealth and invest some of it in their interactions. The larger the investment, the more can potentially be gained or lost, so that present gains affect future payoffs. We find that cooperation survives for a far wider range of parameters than without wealth accumulation and, even more strikingly, that it often dominates defection. This is in stark contrast to the traditional evolutionary prisoner's dilemma in particular, in which cooperation rarely survives and almost never thrives. With the inequality we introduce, on the contrary, cooperators do better than defectors, even without any strategic behavior or exogenously imposed strategies. These results have important consequences for our understanding of the type of social and economic arrangements that are optimal and efficient.

Individualization as driving force of clustering phenomena in humans

One of the most intriguing dynamics in biological systems is the emergence of clustering, in the sense that individuals self-organize into separate agglomerations in physical or behavioral space. Several theories have been developed to explain clustering in, for instance, multi-cellular organisms, ant colonies, bee hives, flocks of birds, schools of fish, and animal herds. A persistent puzzle, however, is the clustering of opinions in human populations, particularly when opinions vary continuously, such as the degree to which citizens are in favor of or against a vaccination program. Existing continuous opinion formation models predict “monoculture” in the long run, unless subsets of the population are perfectly separated from each other. Yet, social diversity is a robust empirical phenomenon, although perfect separation is hardly possible in an increasingly connected world. Considering randomness has not overcome the theoretical shortcomings so far. Small perturbations of individual opinions trigger social influence cascades that inevitably lead to monoculture, while larger noise disrupts opinion clusters and results in rampant individualism without any social structure. Our solution to the puzzle builds on recent empirical research, combining the integrative tendencies of social influence with the disintegrative effects of individualization. A key element of the new computational model is an adaptive kind of noise. We conduct computer simulation experiments demonstrating that with this kind of noise a third phase besides individualism and monoculture becomes possible, characterized by the formation of metastable clusters with diversity between and consensus within clusters. When clusters are small, individualization tendencies are too weak to prohibit a fusion of clusters. When clusters grow too large, however, individualization increases in strength, which promotes their splitting. In summary, the new model can explain cultural clustering in human societies. Strikingly, model predictions are not only robust to “noise”—randomness is actually the central mechanism that sustains pluralism and clustering.

Modern societies are characterized by a large degree of pluralism in social, political and cultural opinions. In addition, there is evidence that humans tend to form distinct subgroups (clusters), characterized by opinion consensus within the clusters and differences between them. So far, however, formal theories of social influence have difficulty explaining this coexistence of global diversity and opinion clustering. In this study, we identify a missing ingredient that helps to fill this gap: the striving for uniqueness. Besides being influenced by their social environment, individuals also show a desire to hold a unique opinion. Thus, when too many other members of the population hold a similar opinion, individuals tend to adopt an opinion that distinguishes them from others. This notion is rooted in classical sociological theory and is supported by recent empirical research. We develop a computational model of opinion dynamics in human populations and demonstrate that the new model can explain opinion clustering. We conduct simulation experiments to study the conditions of clustering. Based on our results, we discuss preconditions for the persistence of pluralistic societies in a globalizing world.

The spatial variability of vehicle densities as determinant of urban network capacity

Due to the complexity of the traffic flow dynamics in urban road networks, most quantitative descriptions of city traffic so far have been based on computer simulations. This contribution pursues a macroscopic (fluid-dynamic) simulation approach, which facilitates a simple simulation of congestion spreading in cities. First, we show that a quantization of the macroscopic turning flows into units of single vehicles is necessary to obtain realistic fluctuations in the traffic variables, and how this can be implemented in a fluid-dynamic model. Then, we propose a new method to simulate destination flows without the requirement of individual route assignments. Combining both methods allows us to study a variety of different simulation scenarios. These reveal fundamental relationships between the average flow, the average density and the variability of the vehicle densities. Considering the inhomogeneity of traffic as an independent variable can eliminate the scattering of congested flow measurements. The variability also turns out to be a key variable of urban traffic performance. Our results can be explained through the number of full links of the road network, and approximated by a simple analytical formula.

Enhanced intelligent driver model to access the impact of driving strategies on traffic capacity

With an increasing number of vehicles equipped with adaptive cruise control (ACC), the impact of such vehicles on the collective dynamics of traffic flow becomes relevant. By means of simulation, we investigate the influence of variable percentages of ACC vehicles on traffic flow characteristics. For simulating the ACC vehicles, we propose a new car-following model that also serves as the basis of an ACC implementation in real cars. The model is based on the intelligent driver model (IDM) and inherits its intuitive behavioural parameters: desired velocity, acceleration, comfortable deceleration and desired minimum time headway. It eliminates, however, the sometimes unrealistic behaviour of the IDM in cut-in situations with ensuing small gaps that regularly are caused by lane changes of other vehicles in dense or congested traffic. We simulate the influence of different ACC strategies on the maximum capacity before breakdown and the (dynamic) bottleneck capacity after breakdown. With a suitable strategy, we find sensitivities of the order of 0.3, i.e. 1 per cent more ACC vehicles will lead to an increase in the capacities by about 0.3 per cent. This sensitivity multiplies when considering travel times at actual breakdowns.

Cooperation, norms, and revolutions: a unified game-theoretical approach

Background

Cooperation is of utmost importance to society as a whole, but is often challenged by individual self-interests. While game theory has studied this problem extensively, there is little work on interactions within and across groups with different preferences or beliefs. Yet, people from different social or cultural backgrounds often meet and interact. This can yield conflict, since behavior that is considered cooperative by one population might be perceived as non-cooperative from the viewpoint of another.

Methodology and Principal Findings

To understand the dynamics and outcome of the competitive interactions within and between groups, we study game-dynamical replicator equations for multiple populations with incompatible interests and different power (be this due to different population sizes, material resources, social capital, or other factors). These equations allow us to address various important questions: For example, can cooperation in the prisoner's dilemma be promoted, when two interacting groups have different preferences? Under what conditions can costly punishment, or other mechanisms, foster the evolution of norms? When does cooperation fail, leading to antagonistic behavior, conflict, or even revolutions? And what incentives are needed to reach peaceful agreements between groups with conflicting interests?

Conclusions and Significance

Our detailed quantitative analysis reveals a large variety of interesting results, which are relevant for society, law and economics, and have implications for the evolution of language and culture as well.

Defector-accelerated cooperativeness and punishment in public goods games with mutations

We study the evolution of cooperation in spatial public goods games with four competing strategies: cooperators, defectors, punishing cooperators, and punishing defectors. To explore the robustness of the cooperation-promoting effect of costly punishment, besides the usual strategy adoption dynamics we also apply strategy mutations. As expected, frequent mutations create kind of well-mixed conditions, which support the spreading of defectors. However, when the mutation rate is small, the final stationary state does not significantly differ from the state of the mutation-free model, independently of the values of the punishment fine and cost. Nevertheless, the mutation rate affects the relaxation dynamics. Rare mutations can largely accelerate the spreading of costly punishment. This is due to the fact that the presence of defectors breaks the balance of power between both cooperative strategies, which leads to a different kind of dynamics.

Phase transitions to cooperation in the prisoner's dilemma

Game theory formalizes certain interactions between physical particles or between living beings in biology, sociology, and economics and quantifies the outcomes by payoffs. The prisoner's dilemma (PD) describes situations in which it is profitable if everybody cooperates rather than defects (free rides or cheats), but as cooperation is risky and defection is tempting, the expected outcome is defection. Nevertheless, some biological and social mechanisms can support cooperation by effectively transforming the payoffs. Here, we study the related phase transitions, which can be of first order (discontinuous) or of second order (continuous), implying a variety of different routes to cooperation. After classifying the transitions into cases of equilibrium displacement, equilibrium selection, and equilibrium creation, we show that a transition to cooperation may take place even if the stationary states and the eigenvalues of the replicator equation for the PD stay unchanged. Our example is based on adaptive group pressure, which makes the payoffs dependent on the endogenous dynamics in the population. The resulting bistability can invert the expected outcome in favor of cooperation.

Evolutionary establishment of moral and double moral standards through spatial interactions

Situations where individuals have to contribute to joint efforts or share scarce resources are ubiquitous. Yet, without proper mechanisms to ensure cooperation, the evolutionary pressure to maximize individual success tends to create a tragedy of the commons (such as over-fishing or the destruction of our environment). This contribution addresses a number of related puzzles of human behavior with an evolutionary game theoretical approach as it has been successfully used to explain the behavior of other biological species many times, from bacteria to vertebrates. Our agent-based model distinguishes individuals applying four different behavioral strategies: non-cooperative individuals ("defectors"), cooperative individuals abstaining from punishment efforts (called "cooperators" or "second-order free-riders"), cooperators who punish non-cooperative behavior ("moralists"), and defectors, who punish other defectors despite being non-cooperative themselves ("immoralists"). By considering spatial interactions with neighboring individuals, our model reveals several interesting effects: First, moralists can fully eliminate cooperators. This spreading of punishing behavior requires a segregation of behavioral strategies and solves the "second-order free-rider problem". Second, the system behavior changes its character significantly even after very long times ("who laughs last laughs best effect"). Third, the presence of a number of defectors can largely accelerate the victory of moralists over non-punishing cooperators. Fourth, in order to succeed, moralists may profit from immoralists in a way that appears like an "unholy collaboration". Our findings suggest that the consideration of punishment strategies allows one to understand the establishment and spreading of "moral behavior" by means of game-theoretical concepts. This demonstrates that quantitative biological modeling approaches are powerful even in domains that have been addressed with non-mathematical concepts so far. The complex dynamics of certain social behaviors become understandable as the result of an evolutionary competition between different behavioral strategies.

The walking behaviour of pedestrian social groups and its impact on crowd dynamics

Human crowd motion is mainly driven by self-organized processes based on local interactions among pedestrians. While most studies of crowd behaviour consider only interactions among isolated individuals, it turns out that up to 70% of people in a crowd are actually moving in groups, such as friends, couples, or families walking together. These groups constitute medium-scale aggregated structures and their impact on crowd dynamics is still largely unknown. In this work, we analyze the motion of approximately 1500 pedestrian groups under natural condition, and show that social interactions among group members generate typical group walking patterns that influence crowd dynamics. At low density, group members tend to walk side by side, forming a line perpendicular to the walking direction. As the density increases, however, the linear walking formation is bent forward, turning it into a V-like pattern. These spatial patterns can be well described by a model based on social communication between group members. We show that the V-like walking pattern facilitates social interactions within the group, but reduces the flow because of its “non-aerodynamic” shape. Therefore, when crowd density increases, the group organization results from a trade-off between walking faster and facilitating social exchange. These insights demonstrate that crowd dynamics is not only determined by physical constraints induced by other pedestrians and the environment, but also significantly by communicative, social interactions among individuals.

Evolutionary dynamics of populations with conflicting interactions: classification and analytical treatment considering asymmetry and power

Evolutionary game theory has been successfully used to investigate the dynamics of systems, in which many entities have competitive interactions. From a physics point of view, it is interesting to study conditions under which a coordination or cooperation of interacting entities will occur, be it spins, particles, bacteria, animals, or humans. Here, we analyze the case, where the entities are heterogeneous, particularly the case of two populations with conflicting interactions and two possible states. For such systems, explicit mathematical formulas will be determined for the stationary solutions and the associated eigenvalues, which determine their stability. In this way, four different types of system dynamics can be classified and the various kinds of phase transitions between them will be discussed. While these results are interesting from a physics point of view, they are also relevant for social, economic, and biological systems, as they allow one to understand conditions for (1) the breakdown of cooperation, (2) the coexistence of different behaviors ("subcultures"), (3) the evolution of commonly shared behaviors ("norms"), and (4) the occurrence of polarization or conflict. We point out that norms have a similar function in social systems that forces have in physics.

Microsimulations of Freeway Traffic Including Control Measures

Using a recently developed microscopic traffic model, we simulate how speed limits, on-ramp controls, and vehicle-based driver-assistance systems influence freeway traffic. We present results for a section of the German Autobahn A8-East. Both, a speed limit and an on-ramp control could considerably reduce the severeness of the originally observed and simulated congestion. Introducing 20 % vehicles equipped with driver-assistance systems eliminated the congestion almost completely.

Experimental study of the behavioural mechanisms underlying self-organization in human crowds

In animal societies as well as in human crowds, many observed collective behaviours result from self-organized processes based on local interactions among individuals. However, models of crowd dynamics are still lacking a systematic individual-level experimental verification, and the local mechanisms underlying the formation of collective patterns are not yet known in detail. We have conducted a set of well-controlled experiments with pedestrians performing simple avoidance tasks in order to determine the laws ruling their behaviour during interactions. The analysis of the large trajectory dataset was used to compute a behavioural map that describes the average change of the direction and speed of a pedestrian for various interaction distances and angles. The experimental results reveal features of the decision process when pedestrians choose the side on which they evade, and show a side preference that is amplified by mutual interactions. The predictions of a binary interaction model based on the above findings were then compared with bidirectional flows of people recorded in a crowded street. Simulations generate two asymmetric lanes with opposite directions of motion, in quantitative agreement with our empirical observations. The knowledge of pedestrian behavioural laws is an important step ahead in the understanding of the underlying dynamics of crowd behaviour and allows for reliable predictions of collective pedestrian movements under natural conditions.

Leadership, consensus decision making and collective behaviour in humans

This paper reviews the literature on leadership in vertebrate groups, including recent work on human groups, before presenting the results of three new experiments looking at leadership and decision making in small and large human groups. In experiment 1, we find that both group size and the presence of uninformed individuals can affect the speed with which small human groups (eight people) decide between two opposing directional preferences and the likelihood of the group splitting. In experiment 2, we show that the spatial positioning of informed individuals within small human groups (10 people) can affect the speed and accuracy of group motion. We find that having a mixture of leaders positioned in the centre and on the edge of a group increases the speed and accuracy with which the group reaches their target. In experiment 3, we use large human crowds (100 and 200 people) to demonstrate that the trends observed from earlier work using small human groups can be applied to larger crowds. We find that only a small minority of informed individuals is needed to guide a large uninformed group. These studies build upon important theoretical and empirical work on leadership and decision making in animal groups.

Transient dynamics increasing network vulnerability to cascading failures

We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws. It is found that considering the flow dynamics may imply reduced network robustness compared to previous static overload failure models. This is due to the transient oscillations or overshooting in the loads, when the flow dynamics adjusts to the new (remaining) network structure. The robustness of networks showing cascading failures is generally given by a complex interplay between the network topology and flow dynamics.

Efficient response to cascading disaster spreading

We study the effectiveness of recovery strategies for a dynamic model of failure spreading in networks. These strategies control the distribution of resources based on information about the current network state and network topology. In order to assess their success, we have performed a series of simulation experiments. The considered parameters of these experiments are the network topology, the response time delay, and the overall disposition of resources. Our investigations are focused on the comparison of strategies for different scenarios and the determination of the most appropriate strategy. The importance of prompt response and the minimum sufficient quantity of resources are discussed as well.

Growth, innovation, scaling, and the pace of life in cities

Humanity has just crossed a major landmark in its history with the majority of people now living in cities. Cities have long been known to be society's predominant engine of innovation and wealth creation, yet they are also its main source of crime, pollution, and disease. The inexorable trend toward urbanization worldwide presents an urgent challenge for developing a predictive, quantitative theory of urban organization and sustainable development. Here we present empirical evidence indicating that the processes relating urbanization to economic development and knowledge creation are very general, being shared by all cities belonging to the same urban system and sustained across different nations and times. Many diverse properties of cities from patent production and personal income to electrical cable length are shown to be power law functions of population size with scaling exponents, beta, that fall into distinct universality classes. Quantities reflecting wealth creation and innovation have beta approximately 1.2 >1 (increasing returns), whereas those accounting for infrastructure display beta approximately 0.8 <1 (economies of scale). We predict that the pace of social life in the city increases with population size, in quantitative agreement with data, and we discuss how cities are similar to, and differ from, biological organisms, for which beta<1. Finally, we explore possible consequences of these scaling relations by deriving growth equations, which quantify the dramatic difference between growth fueled by innovation versus that driven by economies of scale. This difference suggests that, as population grows, major innovation cycles must be generated at a continually accelerating rate to sustain growth and avoid stagnation or collapse.