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Cryptocurrencies and Blockchain-based technologies are disrupting all markets. While the potential of such technologies remains to be seen, there is a current need to understand emergent patterns of user behavior and token adoption in order…

Social and Information Networks · Computer Science 2020-05-26 Alfredo J. Morales , Shahar Somin , Yaniv Altshuler , Alex 'Sandy' Pentland

Blockchain technology and, in particular, blockchain-based cryptocurrencies offer us information that has never been seen before in the financial world. In contrast to fiat currencies, all transactions of crypto-currencies and crypto-tokens…

Social and Information Networks · Computer Science 2019-12-24 Yitao Li , Umar Islambekov , Cuneyt Akcora , Ekaterina Smirnova , Yulia R. Gel , Murat Kantarcioglu

Sentiment analysis (or opinion mining) on Twitter data has attracted much attention recently. One of the system's key features, is the immediacy in communication with other users in an easy, user-friendly and fast way. Consequently, people…

Databases · Computer Science 2016-02-04 Nikolaos Nodarakis , Spyros Sioutas , Athanasios Tsakalidis , Giannis Tzimas

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…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Qizhao Chen

Cryptocurrencies' values often respond aggressively to major policy changes, but none of the existing indices informs on the market risks associated with regulatory changes. In this paper, we quantify the risks originating from new…

Risk Management · Quantitative Finance 2021-08-25 Xinwen Ni , Wolfgang Karl Härdle , Taojun Xie

A novel social networks sentiment analysis model is proposed based on Twitter sentiment score (TSS) for real-time prediction of the future stock market price FTSE 100, as compared with conventional econometric models of investor sentiment…

Social and Information Networks · Computer Science 2020-04-23 Xinyi Guo , Jinfeng Li

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

General Economics · Economics 2022-01-17 Luyao Zhang , Yulin Liu

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

Statistical Finance · Quantitative Finance 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…

Probability · Mathematics 2024-02-28 Rowel Gündlach , Ivo V. Stoepker , Stella Kapodistria , Jacques A. C. Resing

Blockchain technology is leading a revolutionary transformation across diverse industries, with effective governance being critical for the success and sustainability of blockchain projects. Community forums, pivotal in engaging…

Computers and Society · Computer Science 2025-08-11 Yutong Quan , Xintong Wu , Wanlin Deng , Luyao Zhang

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Machine Learning · Computer Science 2025-02-11 SriVarsha Mulakala , Umesh Vangapally , Benjamin Larkey , Aidan Henrichs , Corey Wojslaw

Open online crowd-prediction platforms are increasingly used to forecast trends and complex events. Despite the large body of research on crowd-prediction and forecasting tournaments, online crowd-prediction platforms have never been…

General Economics · Economics 2025-05-26 Niklas Valentin Lehmann

Twitter is among the most used online platforms for the political communications, due to the concision of its messages (which is particularly suitable for political slogans) and the quick diffusion of messages. Especially when the argument…

Social and Information Networks · Computer Science 2021-06-08 Giacomo Aletti , Irene Crimaldi , Fabio Saracco

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Cryptography and Security · Computer Science 2020-10-05 Xiao Fan Liu , Xin-Jian Jiang , Si-Hao Liu , Chi Kong Tse

This whitepaper introduces an innovative mechanism for pricing perpetual contracts and quoting fees to traders based on current market conditions. The approach employs liquidity curves and on-chain oracles to establish a new adaptive…

Trading and Market Microstructure · Quantitative Finance 2023-09-01 Chester Bella , Danny Boahen , Sudeep Biswas

The influence of opinion leaders impacts different aspects of social finance. How to analyse the utility of opinion leaders' influence in realizing assets on the blockchain and adopt a compliant regulatory scheme is worth exploring and…

Computers and Society · Computer Science 2024-07-02 Feng Liu , Jie Yang , Kun-peng Xu , Cang-long Pu , Jiayin Qi

The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on the set of cryptocurrency news, which recently became of emerging interest to the…

Social and Information Networks · Computer Science 2019-07-02 Johannes Beck , Roberta Huang , David Lindner , Tian Guo , Ce Zhang , Dirk Helbing , Nino Antulov-Fantulin

The increasing adoption of Digital Assets (DAs), such as Bitcoin (BTC), rises the need for accurate option pricing models. Yet, existing methodologies fail to cope with the volatile nature of the emerging DAs. Many models have been proposed…

Computational Finance · Quantitative Finance 2022-09-28 Danial Saef , Yuanrong Wang , Tomaso Aste

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

We study platforms in the sharing economy and discuss the need for incentivizing users to explore options that otherwise would not be chosen. For instance, rental platforms such as Airbnb typically rely on customer reviews to provide users…

Machine Learning · Computer Science 2017-11-27 Christoph Hirnschall , Adish Singla , Sebastian Tschiatschek , Andreas Krause