Modelling the dynamic relationship between spread of infection and observed crowd movement patterns at large scale events.

Understanding how contact patterns arise from crowd movement is crucial for assessing the spread of infection at mass gathering events. Here we study contact patterns from Wi-Fi mobility data of large sports and entertainment events in the Johan Cruijff ArenA stadium in Amsterdam. We show that crowd movement behaviour at mass gathering events is not homogeneous in time, but naturally consists of alternating periods of movement and rest. As a result, contact duration distributions are heavy-tailed, an observation which is not explained by models assuming that pedestrian contacts are analogous to collisions in the kinetic gas model. We investigate the effect of heavy-tailed contact duration patterns on the spread of infection using various random walk models. We show how different types of intermittent movement behaviour interact with a time-dependent infection probability. Our results point to the existence of a crossover point where increased contact duration presents a higher level of transmission risk than increasing the number of contacts. In addition, we show that different types of intermittent movement behaviour give rise to different mass-action kinetics, but also show that neither one of two mass-action mechanisms uniquely describes events.

Manipulation of the Bitcoin market: an agent-based study.

Fraudulent actions of a trader or a group of traders can cause substantial disturbance to the market, both directly influencing the price of an asset or indirectly by misinforming other market participants. Such behavior can be a source of systemic risk and increasing distrust for the market participants, consequences that call for viable countermeasures. Building on the foundations provided by the extant literature, this study aims to design an agent-based market model capable of reproducing the behavior of the Bitcoin market during the time of an alleged Bitcoin price manipulation that occurred between 2017 and early 2018. The model includes the mechanisms of a limit order book market and several agents associated with different trading strategies, including a fraudulent agent, initialized from empirical data and who performs market manipulation. The model is validated with respect to the Bitcoin price as well as the amount of Bitcoins obtained by the fraudulent agent and the traded volume. Simulation results provide a satisfactory fit to historical data. Several price dips and volume anomalies are explained by the actions of the fraudulent trader, completing the known body of evidence extracted from blockchain activity. The model suggests that the presence of the fraudulent agent was essential to obtain Bitcoin price development in the given time period; without this agent, it would have been very unlikely that the price had reached the heights as it did in late 2017. The insights gained from the model, especially the connection between liquidity and manipulation efficiency, unfold a discussion on how to prevent illicit behavior.

Marker-based reconstruction of the kinematics of a chain of segments: a new method that incorporates joint kinematic constraints.

The aim of skin-marker-based motion analysis is to reconstruct the motion of a kinematical model from noisy measured motion of skin markers. Existing kinematic models for reconstruction of chains of segments can be divided into two categories: analytical methods that do not take joint constraints into account and numerical global optimization methods that do take joint constraints into account but require numerical optimization of a large number of degrees of freedom, especially when the number of segments increases. In this study, a new and largely analytical method for a chain of rigid bodies is presented, interconnected in spherical joints (chain-method). In this method, the number of generalized coordinates to be determined through numerical optimization is three, irrespective of the number of segments. This new method is compared with the analytical method of Veldpaus et al. [1988, "A Least-Squares Algorithm for the Equiform Transformation From Spatial Marker Co-Ordinates," J. Biomech., 21, pp. 45-54] (Veldpaus-method, a method of the first category) and the numerical global optimization method of Lu and O'Connor [1999, "Bone Position Estimation From Skin-Marker Co-Ordinates Using Global Optimization With Joint Constraints," J. Biomech., 32, pp. 129-134] (Lu-method, a method of the second category) regarding the effects of continuous noise simulating skin movement artifacts and regarding systematic errors in joint constraints. The study is based on simulated data to allow a comparison of the results of the different algorithms with true (noise- and error-free) marker locations. Results indicate a clear trend that accuracy for the chain-method is higher than the Veldpaus-method and similar to the Lu-method. Because large parts of the equations in the chain-method can be solved analytically, the speed of convergence in this method is substantially higher than in the Lu-method. With only three segments, the average number of required iterations with the chain-method is 3.0+/-0.2 times lower than with the Lu-method when skin movement artifacts are simulated by applying a continuous noise model. When simulating systematic errors in joint constraints, the number of iterations for the chain-method was almost a factor 5 lower than the number of iterations for the Lu-method. However, the Lu-method performs slightly better than the chain-method. The RMSD value between the reconstructed and actual marker positions is approximately 57% of the systematic error on the joint center positions for the Lu-method compared with 59% for the chain-method.