Researchers at the University of Copenhagen (Denmark) have developed a program to analyze the behavior of groups of Twitter users and have shown that they follow patterns similar to those of financial markets. The study reveals that both groups act in a very similar way, with periods of relative calm to those followed by others of explosive activity.
Analyzing the communication on Twitter, "a powerful network with more than 200 million worldwide users who write short messages about their experiences and impressions" as can be read in the study published by PNAS , the researchers verified that there were periods of relative calm, These were followed by bouts of frenzied activity , as an event suddenly arose that everyone wanted to respond to, and thus there was an explosion of activity.
According to the SINC agency, the analysis also looked at the frequency with which a hundred multinationals, such as Pepsi, IBM, Apple, Nokia, Toyota, etc., launched messages on Twitter. In these cases, the pattern is also characterized by days of constant activity, interrupted by sudden but brief outbursts.
" Something happens that encourages people to write on Twitter, and suddenly the activity explodes . This is a type of horde behavior, driven by an external event that causes the crowd to react," explains Joachim Mathiesen, Professor of Physics and co-author of the work. In short, statistically the horde behavior in financial markets and in Twitter user groups suggests that the two social systems are not so different.
