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With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

Computers and Society · Computer Science 2023-04-03 Nicholas Milikich , Joshua Johnson

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

Statistical Finance · Quantitative Finance 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

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…

Statistical Finance · Quantitative Finance 2019-09-04 Samuel Asante Gyamerah

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

Computational Engineering, Finance, and Science · Computer Science 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

This paper analyzes correlations and causalities between Bitcoin market indicators and Twitter posts containing emotional signals on Bitcoin. Within a timeframe of 104 days (November 23rd 2013 - March 7th 2014), about 160,000 Twitter posts…

Social and Information Networks · Computer Science 2016-01-19 Jermain Kaminski

Cryptocurrencies have become a trendy topic recently, primarily due to their disruptive potential and reports of unprecedented returns. In addition, academics increasingly acknowledge the predictive power of Social Media in many fields and,…

Statistical Finance · Quantitative Finance 2022-10-04 Federico D'Amario , Milos Ciganovic

Modern cryptocurrencies exploit decentralised blockchains to record a public and unalterable history of transactions. Besides transactions, further information is stored for different, and often undisclosed, purposes, making the blockchains…

Cryptography and Security · Computer Science 2017-11-07 Massimo Bartoletti , Andrea Bracciali , Stefano Lande , Livio Pompianu

An algorithmic stablecoin is a type of cryptocurrency managed by algorithms (i.e., smart contracts) to dynamically minimize the volatility of its price relative to a specific form of asset, e.g., US dollar. As algorithmic stablecoins have…

Cryptography and Security · Computer Science 2021-01-22 Wenqi Zhao , Hui Li , Yuming Yuan

We study the problem of predicting the future performance of cryptocurrencies using social media data. We propose a new model to measure the engagement of users with topics discussed on social media based on interactions with social media…

Social and Information Networks · Computer Science 2023-07-19 Khizar Qureshi , Tauhid Zaman

User churn is an important issue in online services that threatens the health and profitability of services. Most of the previous works on churn prediction convert the problem into a binary classification task where the users are labeled as…

Machine Learning · Computer Science 2019-09-17 Ali Khodadadi , Seyed Abbas Hosseini , Ehsan Pajouheshgar , Farnam Mansouri , Hamid R. Rabiee

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

Identifying the structural dependence between the cryptocurrencies and predicting market trend are fundamental for effective portfolio management in cryptocurrency trading. In this paper, we present a unified Bayesian framework based on…

Computational Finance · Quantitative Finance 2023-08-03 Anoop C , Neeraj Negi , Anup Aprem

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

Machine Learning · Computer Science 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

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…

Statistical Finance · Quantitative Finance 2023-03-21 Duygu Ider , Stefan Lessmann

The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of…

Statistical Finance · Quantitative Finance 2020-09-22 Simon Trimborn , Wolfgang Karl Härdle

This study delves into the relationship between emotional trends from X platform data and the market dynamics of well-known cryptocurrencies Cardano, Binance, Fantom, Matic, and Ripple over the period from October 2022 to March 2023.…

Computation and Language · Computer Science 2024-05-07 Moein Shahiki Tash , Zahra Ahani , Olga Kolesnikova , Grigori Sidorov

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…

Social and Information Networks · Computer Science 2023-06-12 Sattarov Otabek , Jaeyoung Choi

This work is the first study on the effects of attacks on cryptocurrencies as expressed in the sentiments and emotions of social media users. Our goals are to design the methodologies for the study including data collection, conduct…

Social and Information Networks · Computer Science 2024-01-31 Zsofia Baruwa , Sanjay Bhattacherjee , Sahil Rey Chandnani , Zhen Zhu
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