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This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to…

Statistical Finance · Quantitative Finance 2022-11-15 Nick James , Max Menzies

Cyberbullying is a disturbing online misbehaviour with troubling consequences. It appears in different forms, and in most of the social networks, it is in textual format. Automatic detection of such incidents requires intelligent systems.…

Computation and Language · Computer Science 2018-12-20 Maral Dadvar , Kai Eckert

The problem of investing into a cryptocurrency market requires good understanding of the processes that regulate the price of the currency. In this paper we offer a view of a cryptocurrency market as an environment for realization of a…

Trading and Market Microstructure · Quantitative Finance 2022-10-18 Misha Perepelitsa

Influencer marketing involves a wide range of strategies in which brands collaborate with popular content creators (i.e., influencers) to leverage their reach, trust, and impact on their audience to promote and endorse products or services.…

Computation and Language · Computer Science 2023-09-07 Danae Sánchez Villegas , Catalina Goanta , Nikolaos Aletras

Crypto Currencies have recently gained enormous popularity amongst the general public. With each passing day, more and more companies are radically accepting crypto cur-rencies in their payment systems, paving way for an economic…

Cryptography and Security · Computer Science 2017-12-01 Sufian Hameed , Sameet Farooq

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…

Cryptocurrency markets often face manipulation through prevalent pump-and-dump (P&D) schemes, where self-organized Telegram groups, some exceeding two million members, artificially inflate target cryptocurrency prices. These groups sell…

Computational Engineering, Finance, and Science · Computer Science 2025-09-30 Manuel Bolz , Kevin Brundler , Liam Kane , Panagiotis Patsias , Liam Tessendorf , Krzysztof Gogol , Taehoon Kim , Claudio Tessone

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…

Trading and Market Microstructure · Quantitative Finance 2021-10-19 Danial Saef , Odett Nagy , Sergej Sizov , Wolfgang Karl Härdle

For different factors/reasons, ranging from inherent characteristics and features providing decentralization, enhanced privacy, ease of transactions, etc., to implied external hardships in enforcing regulations, contradictions in data…

Cryptography and Security · Computer Science 2025-01-03 Dinesh Srivasthav P , Manoj Apte

This study investigates the relationship between narratives conveyed through microblogging platforms, namely Twitter, and the value of crypto assets. Our study provides a unique technique to build narratives about cryptocurrency by…

Computational Finance · Quantitative Finance 2023-06-12 Lubdhak Mondal , Udeshya Raj , Abinandhan S , Began Gowsik S , Sarwesh P , Abhijeet Chandra

There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting…

Statistical Finance · Quantitative Finance 2023-12-20 Ana Fernández Vilas , Rebeca Díaz Redondo , Antón Lorenzo García

Non-Fungible Tokens (NFTs) are a new development in blockchain technology. News around NFTs is surrounded by skepticism because unrealistically high prices are being paid online for these NFTs which are in the form of apparently simple…

Networking and Internet Architecture · Computer Science 2022-08-10 Najam A. Anjum , Mubashir Husain Rehmani

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…

This study presents a three-step machine learning framework to predict bubbles in the S&P 500 stock market by combining financial news sentiment with macroeconomic indicators. Building on traditional econometric approaches, the proposed…

Statistical Finance · Quantitative Finance 2025-10-21 Abraham Atsiwo

We propose a novel model, the Hyped Log-Periodic Power Law Model (HLPPL), to the problem of quantifying and detecting financial bubbles, an ever-fascinating one for academics and practitioners alike. Bubble labels are generated using a…

Computational Finance · Quantitative Finance 2025-10-14 Zheng Cao , Xingran Shao , Yuheng Yan , Helyette Geman

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

We analyze the time series of four major cryptocurrencies (Bitcoin, Ethereum, Litecoin, and Ripple) before the digital market crash at the end of 2017 - beginning 2018. We introduce a methodology that combines topological data analysis with…

Mathematical Finance · Quantitative Finance 2018-09-05 Marian Gidea , Daniel Goldsmith , Yuri Katz , Pablo Roldan , Yonah Shmalo

Mental health challenges and cyberbullying are increasingly prevalent in digital spaces, necessitating scalable and interpretable detection systems. This paper introduces a unified multiclass classification framework for detecting ten…

Computation and Language · Computer Science 2026-03-26 Edward Ajayi , Martha Kachweka , Mawuli Deku , Emily Aiken

Hyperbole, or exaggeration, is a common linguistic phenomenon. The detection of hyperbole is an important part of understanding human expression. There have been several studies on hyperbole detection, but most of which focus on text…

Computer Vision and Pattern Recognition · Computer Science 2024-03-12 Huixuan Zhang , Xiaojun Wan