Understanding real-world phenomena from human-generated sensor data

Nowadays, there is an increasing data availability. Smartphones, wearable devices, social media, web browsing information and sales recordings are only few of the newly available information sources. Analysing this kind of information is an important step towards understanding human behaviour. In this dissertation, I propose novel techniques for uncovering the complex dependencies between factors extracted from raw sensor data and real-world phenomena and I demonstrate the potential of utilising the vast amount of human digital traces in order to better understand human behaviour and factors influenced by it. In particular, two main problems are considered: 1) whether there is a dependency between social media data and traded assets prices and 2) how smartphone sensor data can be used to understand factors that influence our stress level. In this thesis, I focus on uncovering the structural dependencies among factors of interest rather than on the detection of mere correlation. Special attention is given on enhancing the reliability of the findings by developing techniques that can better handle the specific characteristics of the examined datasets. Although the developed approaches are motivated by specific problems related to human-generated sensor data, they are general and can be applied in any dataset with similar characteristics.