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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 Faculties and Schools > Faculty of Science > School of Computing and Mathematical Sciences
Research Centres and Institutes: Data Analytics, Birkbeck Institute for
Depositing User: Administrator
Date Deposited: 10 May 2018 06:03
Last Modified: 16 Apr 2025 14:23
URI: https://eprints.bbk.ac.uk/id/eprint/22358

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