The rapid development of social media has created a strong interconnection between online user activities and real-world phenomena. Events such as online firestorms and viral trends represent typical cases in which the activity level of online user dynamics suddenly intensifies, potentially influencing corporate behavior, public perception, and even economic trends. In this study, we formulate the mutual influences arising among users in online spaces as a fundamental theoretical framework based on the principles of locality and causality, and demonstrate that the phenomena theoretically predicted using this framework can also be observed in real online data. Furthermore, as a social implementation of this framework, we present an application to the FinTech domain, in which early detection of corporate-related news is utilized to support investment decisions in stock markets. Specifically, investment simulations based on the proposed early-warning detection method reveal that predictive indicators derived from the theoretical framework enable high-performance investment decisions. In addition, this technology is expected to be applicable to various other domains, including trend forecasting, crime prevention, and national security, suggesting promising prospects for developing a social risk prediction technology grounded in online user dynamics.
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