Related papers: Cryptocurrency Bubble Detection: A New Stock Marke…
Cryptocurrencies represent one of the most attractive markets for financial speculation. As a consequence, they have attracted unprecedented attention on social media. Besides genuine discussions and legitimate investment initiatives,…
Due to their real time nature, microblog streams are a rich source of dynamic information, for example, about emerging events. Existing techniques for discovering such events from a microblog stream in real time (such as Twitter trending…
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted…
Since the inception of Bitcoin in 2009, the market of cryptocurrencies has grown beyond initial expectations as daily trades exceed $10 billion. As industries become automated, the need for an automated fraud detector becomes very apparent.…
Using a method rooted in information theory, we present results that have identified a large set of stocks for which social media can be informative regarding financial volatility. By clustering stocks based on the joint feature sets of…
We develop a methodology for detecting asset bubbles using a neural network. We rely on the theory of local martingales in continuous-time and use a deep network to estimate the diffusion coefficient of the price process more accurately…
Extreme pricing anomalies may occur unexpectedly without a trivial cause, and equity traders typically experience a meticulous process to source disparate information and analyze its reliability before integrating it into the trusted…
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their…
As a blockchain-based application, Non-Fungible Token (NFT) has received worldwide attention over the past few years. Digital artwork is the main form of NFT that can be stored on different blockchains. Although the NFT market is rapidly…
The bubble is a controversial and important issue. Many methods which based on the rational expectation have been proposed to detect the bubble. However, for some developing countries, epically China, the asset markets are so young that for…
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…
In the dynamic landscape of the Web, we are witnessing the emergence of the Web3 paradigm, which dictates that platforms should rely on blockchain technology and cryptocurrencies to sustain themselves and their profitability.…
This paper presents an analysis of the role of social media, specifically Twitter, in the context of non-fungible tokens, better known as NFTs. Such emerging technology framing the creation and exchange of digital object, started years ago…
Social media platforms like Twitter, Facebook, and Instagram have facilitated the spread of misinformation, necessitating automated detection systems. This systematic review evaluates 36 studies that apply machine learning (ML) and deep…
This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as…
This student paper introduces a novel methodology for the detection and analysis of multihop cross-chain arbitrage opportunities, wherein multihop denotes arbitrage sequences involving more than two transactional steps across distinct…
Memes, as a widely used mode of online communication, often serve as vehicles for spreading harmful content. However, limitations in data accessibility and the high costs of dataset curation hinder the development of robust meme moderation…
As cryptocurrencies gain popularity, the digital asset marketplace becomes increasingly significant. Understanding social media signals offers valuable insights into investor sentiment and market dynamics. Prior research has predominantly…
We develop a new framework to detect wash trading in crypto assets through real-time liquidity fluctuation. We propose that short-term price jumps in crypto assets results from wash trading-induced liquidity fluctuation, and construct two…
Bots are user accounts in social media which are controlled by computer programs. Similar to many other things, they are used for both good and evil purposes. One nefarious use-case for them is to spread misinformation or biased data in the…