Related papers: Social Media Engagement and Cryptocurrency Perform…
Twitter is currently one of the biggest social media platforms. Its users may share, read, and engage with short posts called tweets. For the ACM Recommender Systems Conference 2020, Twitter published a dataset around 70 GB in size for the…
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…
Our analysis focuses on the stock cryptocurrency market, by studying a group of nineteen cryptocurrencies where their capitalisation is about 99% of the total market. Specifically, it is examined this group of cryptocurrencies for the…
This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market. We study trading quantitatives such as…
People worldwide are currently confronted with a number of technological challenges, which act as a potent source of uncertainty. The uncertainty arising from the volatility and unpredictability of technology (such as AI) and its potential…
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…
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk…
Social Media are evolving as a pervasive source of news able to reach a larger audience through their spreading power. The main drawback is given by the presence of malicious accounts, known as social bots, which are often used to diffuse…
The energy consumption and related carbon emissions of cryptocurrencies such as Bitcoin are subject to extensive discussion in public, academia, and industry. As cryptocurrencies continue their journey into mainstream finance, incentives to…
Understanding and modeling the popularity of User Generated Content (UGC) short videos on social media platforms presents a critical challenge with broad implications for content creators and recommendation systems. This study delves deep…
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…
The issue related to the quantification of the tail risk of cryptocurrencies is considered in this paper. The statistical methods used in the study are those concerning recent developments in Extreme Value Theory (EVT) for weakly dependent…
This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…
In recent years, cryptocurrencies have gone from an obscure niche to a prominent place, with investment in these assets becoming increasingly popular. However, cryptocurrencies carry a high risk due to their high volatility. In this paper,…
The discourse around conspiracy theories is currently thriving amidst the rampant misinformation in online environments. Research in this field has been focused on detecting conspiracy theories on social media, often relying on limited…
In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional…
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…
Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 has raised some concerns about their stability and associated…
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…
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…