The capacity to collect fingerprints of individuals in online media has revolutionized the way researchers explore human society. Social systems can be seen as a nonlinear superposition of a multitude of complex social networks, where nodes represent individuals and links capture a variety of different social relations. Much emphasis has been put on the network topology of social interactions, however, the multidimensional nature of these interactions has largely been ignored, mostly because of lack of data. Here, for the first time, we analyze a complete, multirelational, large social network of a society consisting of the 300,000 odd players of a massive multiplayer online game. We extract networks of six different types of one-to-one interactions between the players. Three of them carry a positive connotation (friendship, communication, trade), three a negative (enmity, armed aggression, punishment). We first analyze these types of networks as separate entities and find that negative interactions differ from positive interactions by their lower reciprocity, weaker clustering, and fatter-tail degree distribution. We then explore how the interdependence of different network types determines the organization of the social system. In particular, we study correlations and overlap between different types of links and demonstrate the tendency of individuals to play different roles in different networks. As a demonstration of the power of the approach, we present the first empirical large-scale verification of the long-standing structural balance theory, by focusing on the specific multiplex network of friendship and enmity relations.

We build a simple model of leveraged asset purchases with margin calls. Investment funds use what is perhaps the most basic financial strategy, called ‘value investing’, i.e. systematically attempting to buy underpriced assets. When funds do not borrow, the price fluctuations of the asset are approximately normally distributed and uncorrelated across time. This changes when the funds are allowed to leverage, i.e. borrow from a bank, which allows them to purchase more assets than their wealth would otherwise permit. During good times, funds that use more leverage have higher profits, increasing their wealth and making them dominant in the market. However, if a downward price fluctuation occurs while one or more funds is fully leveraged, the resulting margin call causes them to sell into an already falling market, amplifying the downward price movement. If the funds hold large positions in the asset, this can cause substantial losses. This in turn leads to clustered volatility: before a crash, when the value funds are dominant, they damp volatility, and after the crash, when they suffer severe losses, volatility is high. This leads to power-law tails, which are both due to the leverage-induced crashes and due to the clustered volatility induced by the wealth dynamics. This is in contrast to previous explanations of fat tails and clustered volatility, which depended on ‘irrational behavior’, such as trend following. A standard (supposedly more sophisticated) risk control policy in which individual banks base leverage limits on volatility causes leverage to rise during periods of low volatility, and to contract more quickly when volatility becomes high, making these extreme fluctuations even worse.

Many countries have passed their first COVID-19 epidemic peak. Traditional epidemiological models describe this as a result of nonpharmaceutical interventions pushing the growth rate below the recovery rate. In this phase of the pandemic many countries showed an almost linear growth of confirmed cases for extended time periods. This new containment regime is hard to explain by traditional models where either infection numbers grow explosively until herd immunity is reached or the epidemic is completely suppressed. Here we offer an explanation of this puzzling observation based on the structure of contact networks. We show that for any given transmission rate there exists a critical number of social contacts, $D_c$, below which linear growth and low infection prevalence must occur. Above $D_c$ traditional epidemiological dynamics take place, e.g., as in susceptible–infected–recovered (SIR) models. When calibrating our model to empirical estimates of the transmission rate and the number of days being contagious, we find $D_c\sim 7.2$. Assuming realistic contact networks with a degree of about 5, and assuming that lockdown measures would reduce that to household size (about 2.5), we reproduce actual infection curves with remarkable precision, without fitting or fine-tuning of parameters. In particular, we compare the United States and Austria, as examples for one country that initially did not impose measures and one that responded with a severe lockdown early on. Our findings question the applicability of standard compartmental models to describe the COVID-19 containment phase. The probability to observe linear growth in these is practically zero. Significance For many countries a plain-eye inspection of the COVID-19 infection curves reveals a remarkable linear growth over extended time periods. This observation is practically impossible to understand with traditional epidemiological models. These, to make them expressible in compact mathematical form, typically ignore the structure of real contact networks that are essential in the characteristic spreading dynamics of COVID-19. Here we show that by properly taking some relevant network features into account, linear growth can be naturally explained. Further, the effect of nonpharmaceutical interventions (NPIs), like national lockdowns, can be modeled with a remarkable degree of precision without fitting or fine-tuning of parameters.

Superpositions of social networks, such as communication, friendship, or trade networks, are called multiplex networks, forming the structural backbone of human societies. Novel datasets now allow quantification and exploration of multiplex networks. Here we study gender-specific differences of a multiplex network from a complete behavioral dataset of an online-game society of about 300,000 players. On the individual level females perform better economically and are less risk-taking than males. Males reciprocate friendship requests from females faster than vice versa and hesitate to reciprocate hostile actions of females. On the network level females have more communication partners, who are less connected than partners of males. We find a strong homophily effect for females and higher clustering coefficients of females in trade and attack networks. Cooperative links between males are under-represented, reflecting competition for resources among males. These results confirm quantitatively that females and males manage their social networks in substantially different ways.

Democratic societies are built around the principle of free and fair elections, and that each citizen’s vote should count equally. National elections can be regarded as large-scale social experiments, where people are grouped into usually large numbers of electoral districts and vote according to their preferences. The large number of samples implies statistical consequences for the polling results, which can be used to identify election irregularities. Using a suitable data representation, we find that vote distributions of elections with alleged fraud show a kurtosis substantially exceeding the kurtosis of normal elections, depending on the level of data aggregation. As an example, we show that reported irregularities in recent Russian elections are, indeed, well-explained by systematic ballot stuffing. We develop a parametric model quantifying the extent to which fraudulent mechanisms are present. We formulate a parametric test detecting these statistical properties in election results. Remarkably, this technique produces robust outcomes with respect to the resolution of the data and therefore, allows for cross-country comparisons.

Nodes in a financial network, such as banks, cannot assess the true risks associated with lending to other nodes in the network, unless they have full information on the riskiness of all other nodes. These risks can be estimated by using network metrics (as DebtRank) of the interbank liability network. With a simple agent based model we show that systemic risk in financial networks can be drastically reduced by increasing transparency, i.e. making the DebtRank of individual banks visible to others, and by imposing a rule, that reduces interbank borrowing from systemically risky nodes. This scheme does not reduce the efficiency of the financial network, but fosters a more homogeneous risk-distribution within the system in a self-organized critical way. The reduction of systemic risk is due to a massive reduction of cascading failures in the transparent system. A regulation-policy implementation of the proposed scheme is discussed.