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The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…
What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…
Anticipating price developments in financial markets is a topic of continued interest in forecasting. Funneled by advancements in deep learning and natural language processing (NLP) together with the availability of vast amounts of textual…
This paper describes an architecture for predicting the price of cryptocurrencies for the next seven days using the Adaptive Network Based Fuzzy Inference System (ANFIS). Historical data of cryptocurrencies and indexes that are considered…
Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in…
Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…
This article aims to exploit social exchanges on scientific literature, specifically tweets, to analyse social media users' sentiments towards publications within a research field. First, we employ the SentiStrength tool, extended with…
This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…
Sentiment analysis of social media data consists of attitudes, assessments, and emotions which can be considered a way human think. Understanding and classifying the large collection of documents into positive and negative aspects are a…
The digital town hall of Twitter becomes a preferred medium of communication for individuals and organizations across the globe. Some of them reach audiences of millions, while others struggle to get noticed. Given the impact of social…
The ability to obtain accurate food security metrics in developing areas where relevant data can be sparse is critically important for policy makers tasked with implementing food aid programs. As a result, a great deal of work has been…
In this paper, we investigate the impact of the social media data in predicting the Tehran Stock Exchange (TSE) variables for the first time. We consider the closing price and daily return of three different stocks for this investigation.…
Currency trading (Forex) is the largest world market in terms of volume. We analyze trading and tweeting about the EUR-USD currency pair over a period of three years. First, a large number of tweets were manually labeled, and a Twitter…
With the increasing maturity and expansion of the cryptocurrency market, understanding and predicting its price fluctuations has become an important issue in the field of financial engineering. This article introduces an innovative Genetic…
This paper investigates the potential improvement of the GPT-4 Language Learning Model (LLM) in comparison to BERT for modeling same-day daily stock price movements of Apple and Tesla in 2017, based on sentiment analysis of microblogging…
Cryptocurrency markets are highly volatile and influenced by both price trends and market sentiment, making effective portfolio management challenging. This paper proposes a dynamic cryptocurrency portfolio strategy that integrates…
I explore the relationship between investor emotions expressed on social media and asset prices. The field has seen a proliferation of models aimed at extracting firm-level sentiment from social media data, though the behavior of these…
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…
We study the relationship between the sentiment levels of Twitter users and the evolving network structure that the users created by @-mentioning each other. We use a large dataset of tweets to which we apply three sentiment scoring…
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the…