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Physical Sciences and Mathematics Commons

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Statistics and Probability

2020

Time series

Graduate College Dissertations and Theses

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Essays On Modeling And Analysis Of Dynamic Sociotechnical Systems, David Rushing Dewhurst Jan 2020

Essays On Modeling And Analysis Of Dynamic Sociotechnical Systems, David Rushing Dewhurst

Graduate College Dissertations and Theses

A sociotechnical system is a collection of humans and algorithms that interact under the partial supervision of a decentralized controller. These systems often display in- tricate dynamics and can be characterized by their unique emergent behavior. In this work, we describe, analyze, and model aspects of three distinct classes of sociotech- nical systems: financial markets, social media platforms, and elections. Though our work is diverse in subject matter content, it is unified though the study of evolution- and adaptation-driven change in social systems and the development of methods used to infer this change.

We first analyze evolutionary financial market microstructure …