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In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…

Computation and Language · Computer Science 2022-04-22 Ali Raheman , Anton Kolonin , Igors Fridkins , Ikram Ansari , Mukul Vishwas

Stock price prediction is a complicated and interesting task. Noisy trends make stock pricing sensitive and complicated while the economical motivation behind, keeps it interesting for researchers and investors. In this paper we are to…

Optimization and Control · Mathematics 2023-12-19 Negin Bagherpour

The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-analysis, stock market prediction, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 Vishal Patil , Kavya Bhand , Kaustubh Mukdam , Kavya Sharma , Manas Kawtikwar , Prajwal Kavhar , Hridayansh Kaware

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

In the Bitcoin system, transaction fees serve as an incentive for blockchain confirmations. In general, a transaction with a higher fee is likely to be included in the next block mined, whereas a transaction with a smaller fee or no fee may…

Cryptography and Security · Computer Science 2024-05-27 Limeng Zhang , Rui Zhou , Qing Liu , Chengfei Liu , M. Ali Babar

Predicting cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

Bitcoin is a decentralized, pseudonymous cryptocurrency that is one of the most used digital assets to date. Its unregulated nature and inherent anonymity of users have led to a dramatic increase in its use for illicit activities. This…

Cryptography and Security · Computer Science 2019-10-16 Francesco Zola , Maria Eguimendia , Jan Lukas Bruse , Raul Orduna Urrutia

We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to…

Statistical Finance · Quantitative Finance 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

Statistical Finance · Quantitative Finance 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

Machine Learning · Computer Science 2025-05-06 Amit Kumar , Taoran Ji

Predicting the prices of stocks at any stock market remains a quest for many investors and researchers. Those who trade at the stock market tend to use technical, fundamental or time series analysis in their predictions. These methods…

Machine Learning · Computer Science 2016-09-20 Barack Wamkaya Wanjawa

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…

Machine Learning · Statistics 2014-04-08 James Brofos

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

Other Computer Science · Computer Science 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

This research paper explores the performance of Machine Learning (ML) algorithms and techniques that can be used for financial asset price forecasting. The prediction and forecasting of asset prices and returns remains one of the most…

Statistical Finance · Quantitative Finance 2020-04-06 Philip Ndikum

This paper introduces a unique and valuable research design aimed at analyzing Bitcoin price volatility. To achieve this, a range of models from the Markov Switching-GARCH and Stochastic Autoregressive Volatility (SARV) model classes are…

Statistical Finance · Quantitative Finance 2024-01-12 Dennis Koch , Vahidin Jeleskovic , Zahid I. Younas

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

We present positive evidence of price stability of cryptocurrencies as a medium of exchange. For the sample years from 2016 to 2020, the prices of major cryptocurrencies are found to be stable, relative to major financial assets.…

General Economics · Economics 2021-12-14 Tatsuru Kikuchi , Toranosuke Onishi , Kenichi Ueda

The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…