Josep Perelló

Josep Perelló
  • Physics
  • Professor at University of Barcelona

About

164
Publications
23,176
Reads
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2,451
Citations
Introduction
I have been studying the financial markets from complex systems perspective. In 2013 I conceive OpenSystems-UB, a research group that run scientific research based on citizen participation and artistic practices. I'm participating in citizen science experiments on human mobility (BeePath, Science and Technology Fair 2012 and 2013), human cooperation (DAU board games fair 2012) and the development of a community of urban beekeeping (Urban Bees 2012 and 2013).
Current institution
University of Barcelona
Current position
  • Professor
Additional affiliations
January 2003 - December 2011
University of Barcelona

Publications

Publications (164)
Preprint
Full-text available
Pedestrian GPS data are key to a better understanding of micro-mobility and micro-behaviour within a neighbourhood. These data can bring new insights into walkability and livability in the context of urban sustainability. However, pedestrian open data are scarce and often lack a context for their transformation into actionable knowledge in a neighb...
Article
Full-text available
Social physics is an active and diverse field in which many scientists with formal training in physics study a broad class of complex social phenomena. Social physics investigates societal problems but most often does not count on the active and conscious participation of the citizens. We here want to support the idea that citizen science, and more...
Preprint
Full-text available
Agent-based models describing social interactions among individuals can help to better understand emerging macroscopic patterns in societies. One of the topics which is worth tackling is the formation of different kinds of hierarchies that emerge in social spaces such as cities. Here we propose a Bonabeau-like model by adding a second class of agen...
Article
Full-text available
We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. From the viewpoint of complex systems science and its multidisciplinary approach, we use the theory of bond pricing to study the long-term discount rate to estimate the rate when taking historical US and...
Article
Full-text available
The analysis of pedestrian GPS datasets is fundamental to further advance on the study and the design of walkable cities. The highest resolution GPS data can characterize micro-mobility patterns and pedestrians’ micro-motives in relation to a small-scale urban context. Purposed-based recurrent mobility data inside people’s neighbourhoods is an impo...
Article
Full-text available
Computational social science is being scrutinised and some concerns have been expressed with regards to the lack of transparency and inclusivity in some of the researches. However, how computational social science can be reformulated to adopt participatory and inclusive practices? And, furthermore, which aspects shall be carefully considered to mak...
Preprint
Full-text available
The analysis of pedestrian GPS datasets is fundamental to further advance on the study and the design of walkable cities. The highest resolution GPS data can characterize micro-mobility patterns and pedestrians' micro-motives in relation to a small-scale urban context. Purposed-based recurrent mobility data inside people's neighborhoods is an impor...
Article
Full-text available
We investigate the effects of resetting mechanisms when valuing the future in economic terms through the discount function. Discounting is specially significant in addressing environmental problems and in evaluating the sense of urgency to act today to prevent or mitigate future losses due to climate change effects and other disasters. Poissonian r...
Article
Full-text available
We address the process of discounting in random environments, which allows valuation of the future in economic terms. We review several approaches to the problem regarding different well-established stochastic market dynamics in the continuous-time context and include the Feynman–Kac approach. We also review the relation between bond-pricing theory...
Book
El projecte de recerca Civic Placemaking: Disseny, Espai Públic i Cohesió Social (CP) busca promoure la cohesió social i la integració intercultural de manera orgànica i eficaç a través de projectes d’arquitectura efímera que tinguin impacte en l’espai públic, fomentin una ciutadania proactiva en la presa de decisions sobre el seu entorn, i estimul...
Article
Full-text available
As libraries struggle to keep pace with the changing societal landscape, emerging practices such as citizen science (CS) initiatives are being incorporated to reinforce the idea of public libraries as gathering, meeting, and collaboration spaces within the context of shared community and shared learning resources. However, there is little empirical...
Article
Full-text available
Early life stages are vulnerable to environmental hazards and present important windows of opportunity for lifelong disease prevention. This makes early life a relevant starting point for exposome studies. The Advancing Tools for Human Early Lifecourse Exposome Research and Translation (ATHLETE) project aims to develop a toolbox of exposome tools a...
Article
Full-text available
We present an already tested protocol from a large-scale air quality citizen science campaign (xAire, 725 measurements, see Ref. [1]). A broad partnership with 1,650 people from communities including 18 primary schools in Barcelona (Spain) provided the capacity to obtain unprecedented high-resolution NO2 levels. Communities followed the protocol to...
Article
Full-text available
We develop the process of discounting when underlying rates follow a jump-diffusion process, that is, when, in addition to diffusive behavior, rates suffer a series of finite discontinuities located at random Poissonian times. Jump amplitudes are also random and governed by an arbitrary density. Such a model may describe the economic evolution, spe...
Article
Full-text available
Dataset from a large-scale air quality citizen science campaign is presented (xAire, 725 measurements, see Ref. [1]). A broad partnership with 1,650 citizens from communities around 18 primary schools across Barcelona (Spain) provided the capacity to obtain unprecedented high-resolution NO2 levels which had in turn the capacity to provide an update...
Preprint
Full-text available
We develop the process of discounting when underlying rates follow a jump-diffusion process, that is, when, in addition of diffusive behavior, rates suffer a series of finite discontinuities located at random Poissonian times. Jump amplitudes are also random and governed by an arbitrary density. Such a model may describe the economic evolution spec...
Article
Full-text available
We present outcomes from a large-scale air quality citizen science campaign (xAire, 725 measurements) to demonstrate its positive contribution in the interplay between advances in exposure assessment and developments in policy or collective action. A broad partnership with 1,650 people from communities around 18 primary schools across Barcelona pro...
Article
Full-text available
Can public libraries become hubs for citizen science? In line with the principles of citizen science, this question was answered collaboratively with librarians from the Barcelona Network of Public Libraries who performed two hands-on activities. One activity was a training course taken by 30 librarians from 24 different libraries which enabled the...
Article
Citizen science, which incorporates a wide variety of practices and perspectives, is in a process of consolidation. Social sciences and humanities occupy a small space in this field, despite the obvious social dimension of citizen science. In this sense, social citizen science can enrich the concept of citizen science, both because the research obj...
Chapter
Full-text available
Citizen science practices have different frames to general scientific research – the adoption of participatory methods in research design has long been pursued in citizen science projects. The citizen science research design process should be inclusive, flexible, and adaptive in all its stages, from research question formulation to evidence-based c...
Chapter
Full-text available
Citizen science broadly refers to the active engagement of the general public in scientific research tasks. Citizen science is a growing practice in which scientists and citizens collaborate to produce new knowledge for science and society. Although citizen science has been around for centuries, the term citizen science was coined in the 1990s and...
Chapter
Full-text available
This chapter explores the ways in which the roles of citizens and researchers play out in the social sciences. This is expressed by numerous overlapping and related terms, such as co-production and participatory action research, to name but two, and by the different social topics that citizen social science draws attention to. The key question this...
Chapter
Full-text available
This book is the culmination of the COST Action CA15212 Citizen Science to Promote Creativity, Scientific Literacy, and Innovation throughout Europe . It represents the final stage of a shared journey taken over the last 4 years. During this relatively short period, our citizen science practices and perspectives have rapidly evolved. In this chapte...
Preprint
We present outcomes from a large-scale air quality citizen science campaign (xAire, 725 measurements) to demonstrate its positive contribution in the interplay between advances in exposure assessment and developments in policy or collective action. A broad partnership with 1,650 people from communities around 18 primary schools across Barcelona pro...
Preprint
Full-text available
Can public libraries become hubs for citizen science? We answer this question collaboratively, in line with citizen scienceprinciples. Two hands-on activities for librarians of the Barcelona Network of Public Libraries were ideated and implemented. One was a training course for 30 librarians from 24 libraries. The training empowered the librarians...
Article
Citizen Science (CS) projects involve members of the general public as active participants in research. While some advocates hope that CS can increase scientific knowledge production (“productivity view”), others emphasize that it may bridge a perceived gap between science and the broader society (“democratization view”). We discuss how an integrat...
Technical Report
Full-text available
CoAct proposes a new approach to face social global concerns with Research and Innovation Actions (R&I Actions) related to mental health care, youth employment, environmental justice and gender equality by engaging citizens as co-researchers. The report provides a starting point towards a common framework and a common arena to better elaborate the...
Article
Full-text available
Citizen Science (CS) projects involve members of the general public as active participants in research. While some advocates hope that CS can increase scientific knowledge production (“productivity view”), others emphasize that it may bridge a perceived gap between science and the broader society (“democratization view”). We discuss how an integrat...
Article
Full-text available
High future discounting rates favor inaction on present expending while lower rates advise for a more immediate political action. A possible approach to this key issue in global economy is to take historical time series for nominal interest rates and inflation, and to construct then real interest rates and finally obtaining the resulting discount r...
Article
Full-text available
The study explores the expectations and cooperative behaviours of men and women in a lab-in-the-field experiment by means of citizen science practices in the public space. It specifically examines the influence of gender-based pairings on the decisions to cooperate or defect in a framed and discrete Prisoner’s Dilemma game after visual contact. Ove...
Method
Full-text available
El document que us presentem és el resultat d'una iniciativa conjunta del Centre Promotor d'Aprenentatge Servei i de l'Oficina de Ciència Ciutadana de Barcelona que pretén acostar la ciència ciutadana i l'aprenentatge servei per assenyalar les semblances i explorar possibilitats de col·laboració.
Chapter
Participatory research keeps expanding to connect science and society through engaging projects using a multi-stakeholder strategy, including citizens. However, each participatory project follows different evaluation formats and strategies. This results in limiting evidences on best practices, hindering the scaling up of Participatory Research. Thr...
Preprint
Computational social science is being scrutinised and some concerns have been expressed with regards to the lack of transparency and inclusivity in some of the researches. However, how computational social science can be reformulated to adopt participatory and inclusive practices? And, furthermore, which aspects shall be carefully considered to mak...
Preprint
Full-text available
High future discounting rates favor inaction on present expending while lower rates advise for a more immediate political action. A possible approach to this key issue in global economy is to take historical time series for nominal interest rates and inflation, and to construct then real interest rates and finally obtaining the resulting discount r...
Article
Full-text available
In this paper we develop a methodology, based on Mutual Information and Transfer of Entropy, that allows to identify, quantify and map on a network the synchronization and anticipation relationships between financial traders. We apply this methodology to a dataset containing 410,612 real buy and sell operations, made by 566 non-professional investo...
Article
Full-text available
Cooperation is one of the behavioral traits that define human beings, however we are still trying to understand why humans cooperate. Behavioral experiments have been largely conducted to shed light into the mechanisms behind cooperation—and other behavioral traits. However, most of these experiments have been conducted in laboratories with highly...
Data
Market imitation. Biases with respect to the market (Participant/Market). (PDF)
Data
Home screen of Mr.Banks, Dr.Brain and The Climate Game. Screenshots of the initial screen of three experiments (a) Mr. Banks, (b) Dr. Brain and (c) The Climate Game. In this screen we introduce a character and a narrative to attract the attention of the public and to motivate them to participate. (PDF)
Data
Decision-making interface of Mr.Banks, Dr.Brain and The Climate Game. Screenshots of the main user interface of three experiments (a) Mr. Banks, (b) Dr. Brain and (c) The Climate Game where the participants respond to the dilemmas. (PDF)
Data
Tutorial interface of The Climate Game. Screenshots of the tutorial shown before The Climate Game experiment where the participants learn the game mechanics and familiarize with the user interface. (PDF)
Data
Satisfaction. Satisfaction of participants in Mr.Banks (n = 234), Dr.Brain (n = 524) and The Climate Game (n = 420). (PDF)
Data
Win-Stay Lose-Shift strategy. Decision conditioned to performance (Strategy/Decision). (PDF)
Data
Supporting information. Supplementary notes, figures and tables. (PDF)
Article
Full-text available
Climate change mitigation is a shared global challenge that involves collective action of a set of individuals with different tendencies to cooperation. However, we lack an understanding of the effect of resource inequality when diverse actors interact together towards a common goal. Here, we report the results of a collective-risk dilemma experime...
Data
Investment choices at the beginning and end of the game. Density of investment selections, mean and standard error of the mean (95% CI), in the first five rounds and the last five rounds. a. Equal treatment and investment options of 0-2-4. b. Unequal treatment and investment options of 0-2-4. c. Equal treatment and investment options of 0-1-2-3-4....
Data
Proportion of savings depending on the investment options and the endowments. a. Proportion of savings, mean and standard error of the mean (95% CI), at the end of the game per endowment and investment treatment. b. Differences of remaining capital −savings (S)− between the treatment 0-1-2-3-4 and 0-2-4 per endowment (S01234 − S024 per endowment in...
Data
Average individual investment and standard error of the mean (95% CI) by treatment over the game evolution. In both equal treatment and unequal treatment, participants’s contribution decreases along the game. The differences between the two treatments are not statistically significants (MWU Two-Sided, U: 50.0, P: 0.97). (PDF)
Data
Ideal “pure” strategies based on our experiment design. (PDF)
Data
Equal treatment clustering. (Top-Left) Optimal number of clusters. (Top-Right) Cluster consensus ratio. (Bottom) Item consensus ratio. (PDF)
Data
Earnings. Average earnings and standard error of the mean (95% CI) regarding treatment and endowments. (PDF)
Data
Payoff and payoff normalized by relative fairness. (PDF)
Data
Pairwise comparation of payoff normalized by relative fairness. (PDF)
Data
Supporting information file. In the S1 File (PDF) we present further details about the experiment, statistical tests, clustering analysis and additional information. (PDF)
Data
Distributions of normalized contributions in the three phases of the game. The mean (SD) in each phase, based on the accumulated capital in the common fund, is: common fund from 0 to 30 €: 0.67 (0.33), common fund from 31€ to 96 €: 0.62 (0.37), and common fund from 97 € to 120 €: 0.39 (0.38). (PDF)
Data
Unequal treatment clustering. (Top-Left) Optimal number of clusters. (Top-Right) Cluster consensus ratio. (Bottom) Item consensus ratio. (PDF)
Data
Decision making times. (Left) Duration of a game, mean and standard error of the mean (95% CI), per treatment. (Right) Evolution of decision making times over round. (PDF)
Data
Cohort analysis of game contributions in games with and without minors. (PDF)
Data
Sociodemographic. Distribution of subjects in the experiment by age and gender. (PDF)
Data
Average individual investment and standard error of the mean (95% CI) by treatment over the game evolution (bin = 12). Decisions are grouped according to the total capital invested on the common fund at the start of the round. In both equal treatment and unequal treatment participants contribute above the fair contribution in the first part of the...
Data
Distribution of capitals in different scenarios of the game for the equal treatment (first row in light blue) and the unequal treatment (bottom row in red). First column displays the corresponding distribution of endowments at the beginning of the game. Second column pictures the hypothetical final distribution if all the participants contributed f...
Data
Screenshots of the tutorial shown before the experiment. Images of the character created by Mensula Studio are licensed under CC BY 4.0. (PDF)
Data
Number of games in which the goal has been achieved in a particular round. The average (SD) round is 8.83 (1.07). (PDF)
Data
Equal treatment distributions. (Left) Distribution of subjects in clusters based on their average contribution per round. (Right) Cumulative distribution function based on their average contribution per round. (PDF)
Data
Unequal treatment distributions. (Top) Cumulative distribution function based on their average contribution per round. (Bottom) Distribution of subjects in clusters based on their average contribution per round. (PDF)
Data
Example of user’s contribution normalization and binning in a particular game. (PDF)
Data
Cohort analysis of contribution per endowment in groups of minors and adults. (PDF)
Article
Full-text available
A correction to this article has been published and is linked from the HTML and PDF versions of this paper. The error has not been fixed in the paper.
Preprint
Full-text available
Cooperation is one of the behavioral traits that define human beings, however we are still trying to understand why humans cooperate. Behavioral experiments have been largely conducted to shed light into the mechanisms behind cooperation and other behavioral traits. However, most of these experiments have been conducted in laboratories with highly...
Article
Full-text available
Mental disorders have an enormous impact in our society, both in personal terms and in the economic costs associated with their treatment. In order to scale up services and bring down costs, administrations are starting to promote social interactions as key to care provision. We analyze quantitatively the importance of communities for effective men...
Article
Full-text available
This article describes and analyzes the collaborative design of a citizen science research project through co-creation. Three groups of secondary school students and a team of scientists conceived three experiments on human behavior and social capital in urban and public spaces. The study goal is to address how interdisciplinary work and attention...
Chapter
Full-text available
Five different citizen science projects have been introduced in eleven secondary schools where class-groups collaboratively worked together. To assess homogeneously the learning performance, we propose a rubric model that includes scientific, communication, and ICT competencies jointly with participation and motivation attitudes. Results highlight...
Preprint
Fighting against climate change is a global challenge shared by nations with heterogeneous economical resources and individuals with diverse propensity for cooperation. However, we lack a clear understanding of the role of key factors such as inequality of means when diverse agents interact together towards a common goal. Here, we report the result...
Conference Paper
https://library.iated.org/view/BRZOZOWY2017MAK http://www.stem4youth.eu/wp-content/uploads/2017/08/INTED2017_publication_formatted.pdf
Chapter
Five different citizen science projects have been introduced in eleven secondary schools where class-groups collaboratively worked together. To assess homogeneously the learning performance, we propose a rubric model that includes scientific, communication, and ICT competencies jointly with participation and motivation attitudes. Results highlight...
Data
Supporting information file. In the S1 File (PDF) we present further details about the experiment, statistical tests and additional information. (PDF)
Article
Full-text available
Socially relevant situations that involve strategic interactions are widespread among animals and humans alike. To study these situations, theoretical and experimental works have adopted a game-theoretical perspective, which has allowed to obtain valuable insights about human behavior. However, most of the results reported so far have been obtained...
Data
Supplementary Information: Active and reactive behaviour in human mobility: the influence of attraction points on pedestrians
Article
Full-text available
Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take decision since responding to market uncertainty needs a constant update of these strategies. For this purpose,...
Preprint
Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take decision since responding to market uncertainty needs a constant update of these strategies. For this purpose,...
Article
Full-text available
Human mobility is becoming an accessible field of study thanks to the progress and availability of tracking technologies as a common feature of smart phones. We describe an example of a scalable experiment exploiting these circumstances at a public, outdoor fair in Barcelona (Spain). Participants were tracked while wandering through an open space w...
Article
Full-text available
Under the name of Citizen Science, many innovative practices in which volunteers partner with scientist to pose and answer real-world questions are quickly growing worldwide. Citizen Science can furnish ready made solutions with the active role of citizens. However, this framework is still far from being well stablished to become a standard tool fo...
Article
Full-text available
We analyze how to value future costs and benefits when they must be discounted relative to the present. We introduce the subject for the nonspecialist and take into account the randomness of the economic evolution by studying the discount function of three widely used processes for the dynamics of interest rates: Ornstein-Uhlenbeck, Feller, and log...
Article
Full-text available
While human societies are extraordinarily cooperative in comparison with other social species, the question of why we cooperate with unrelated individuals remains open. Here we report results of a lab-in-the-field experiment with people of different ages in a social dilemma. We find that the average amount of cooperativeness is independent of age e...
Chapter
Full-text available
We present an introduction to level-crossing problems aimed to applications in socio-economic systems. We summarize the general theory of first-passage and exit problems and apply it to diffusions, random diffu-sions and discontinuous random walks. Some results regarding financial problems, especially related to dangerous fluctuations and risk cont...
Article
Full-text available
For environmental problems such as global warming future costs must be balanced against present costs. This is traditionally done using an exponential function with a constant discount rate, which reduces the present value of future costs. The result is highly sensitive to the choice of discount rate and has generated a major controversy as to the...
Article
Full-text available
Financial markets provide an ideal frame for studying decision making in crowded environments. Both the amount and accuracy of the data allows to apply tools and concepts coming from physics that studies collective and emergent phenomena or self-organised and highly heterogeneous systems. We analyse the activity of 29,930 non-expert individuals tha...
Article
We aim to move beyond the idea of art as a tool for communicating science, towards a truly interdisciplinary practice where art and public engagement are a fundamental part of the way that science is carried out as promoted by the FuturICT project. Artistic exploration can have a scientific impact when artists act as designers, catalyzers and coord...
Article
Full-text available
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-ne...
Article
Full-text available
The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single ne...
Article
Full-text available
Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the lo...
Article
Full-text available
Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics, mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered, resulting in fat-tailed first-passage time probabilities. The scaling of the return with its standard devia...
Preprint
Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered resulting in fat tailed first-passage time probabilities. The scaling of the return with the standard deviati...
Article
Full-text available
Statistical and thermodynamic properties of the anomalous multifractal structure of random interevent (or intertransaction) times were thoroughly studied by using the extended continuous-time random walk (CTRW) formalism of Montroll, Weiss, Scher, and Lax. Although this formalism is quite general (and can be applied to any interhuman communication...
Article
Full-text available
Mai abans no haviem tingut al nostre abast tanta informacio. Pero el repte rau no solament a poder disposar de tota aquesta quantitat ingent d'informacio, sino a saber que fer-ne: com podem transformar la informacio en coneixement. Les tecnologies de la informacio i la comunicacio ens permeten recollir, emmagatzemar, monitoritzar, quantificar, proc...

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