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    A stochastic differential equation approach to the analysis of the UK 2016 EU referendum polls

    Fenner, Trevor and Levene, Mark and Loizou, George (2018) A stochastic differential equation approach to the analysis of the UK 2016 EU referendum polls. Journal of Physics Communications , ISSN 2399-6528.

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    Abstract

    Human dynamics and sociophysics suggest statistical models that may explain and provide us with better insight into social phenomena. Here we propose a generative model based on a stochastic differential equation that allows us to analyse the polls leading up to the UK 2016 EU referendum. After a preliminary analysis of the time series of poll results, we provide empirical evidence that the beta distribution, which is a natural choice when modelling proportions, fits the marginal distribution of this time series. We also provide evidence of the predictive power of the proposed model.

    Metadata

    Item Type: Article
    School: Birkbeck Schools and Departments > School of Business, Economics & Informatics > Computer Science and Information Systems
    Depositing User: Administrator
    Date Deposited: 10 May 2018 06:03
    Last Modified: 17 Oct 2019 03:58
    URI: http://eprints.bbk.ac.uk/id/eprint/22358

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