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How different cultures react and respond given a crisis is predominant in a society's norms and political will to combat the situation. Often the decisions made are necessitated by events, social pressure, or the need of the hour, which may…

Social and Information Networks · Computer Science 2020-08-25 Ali Shariq Imran , Sher Mohammad Doudpota , Zenun Kastrati , Rakhi Bhatra

This study back-tests a marginal cost of production model proposed to value the digital currency bitcoin. Results from both conventional regression and vector autoregression (VAR) models show that the marginal cost of production plays an…

Econometrics · Economics 2018-05-22 Adam Hayes

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

Computation and Language · Computer Science 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

In December 2017, two leading derivative exchanges, CBOE and CME, introduced the first regulated Bitcoin futures. Our aim is estimating their causal impact on Bitcoin volatility and trading volume. Employing a new causal approach, C-ARIMA,…

Statistical Finance · Quantitative Finance 2021-10-01 Fiammetta Menchetti , Fabrizio Cipollini , Fabrizia Mealli

The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…

The investment of time and resources for better strategies and methodologies to tackle a potential pandemic is key to deal with potential outbreaks of new variants or other viruses in the future. In this work, we recreated the scene of a…

Machine Learning · Computer Science 2021-04-22 Andrés L. Suárez-Cetrulo , Ankit Kumar , Luis Miralles-Pechuán

The sudden and rapid spread of the COVID_19 pandemic with its terrible consequences has put the management of governments and the various world institutions into a crisis. They have been subjected to a considerable economic effort to be…

Optimization and Control · Mathematics 2024-01-08 Rehana Naz , Andrew Omame , Mariano Torrisi

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

Human behavior is notoriously difficult to change, but a disruption of the magnitude of the COVID-19 pandemic has the potential to bring about long-term behavioral changes. During the pandemic, people have been forced to experience new ways…

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Currently, there is no consensus on the real properties of Bitcoin. The discussion comprises its use as a speculative or safe haven assets, while other authors argue that the augmented attractiveness could end accomplishing money's…

Economics · Quantitative Finance 2017-06-06 Obryan Poyser

The current pandemic has introduced substantial uncertainty to traditional methods for demand planning. These uncertainties stem from the disease progression, government interventions, economy and consumer behavior. While most of the…

Artificial Intelligence · Computer Science 2021-05-04 Shaz Hoda , Amitoj Singh , Anand Rao , Remzi Ural , Nicholas Hodson

While the long-term effects of COVID-19 are yet to be determined, its immediate impact on crowdfunding is nonetheless significant. This study takes a computational approach to more deeply comprehend this change. Using a unique data set of…

Computers and Society · Computer Science 2021-08-03 Junda Wang , Xupin Zhang , Jiebo Luo

In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…

Computation and Language · Computer Science 2022-04-22 Ali Raheman , Anton Kolonin , Igors Fridkins , Ikram Ansari , Mukul Vishwas

The COVID-19 pandemic has caused more than 8 million confirmed cases and 500,000 death to date. In response to this emergency, many countries have introduced a series of social-distancing measures including lockdowns and businesses'…

General Economics · Economics 2020-07-08 Carlo Fezzi , Valeria Fanghella

Around three quarters of Bitcoin transactions take place off-chain. Despite their significance, the vast majority of the empirical literature on cryptocurrencies focuses on on-chain transactions. This paper presents one of the first…

General Economics · Economics 2026-02-10 Pavel Ciaian , d'Artis Kancs , Miroslava Rajcaniova

Traditional AI approaches in customized (personalized) contextual pricing applications assume that the data distribution at the time of online pricing is similar to that observed during training. However, this assumption may be violated in…

Machine Learning · Computer Science 2021-12-24 Abhinav Garg , Naman Shukla , Lavanya Marla , Sriram Somanchi

Cryptocurrencies, especially Bitcoin (BTC), which comprise a new digital asset class, have drawn extraordinary worldwide attention. The characteristics of the cryptocurrency/BTC include a high level of speculation, extreme volatility and…

Statistical Finance · Quantitative Finance 2020-09-24 Ai Jun Hou , Weining Wang , Cathy Y. H. Chen , Wolfgang Karl Härdle

Research has investigated the impact of the COVID-19 pandemic on business performance and survival, indicating particularly adverse effects for small and midsize businesses (SMBs). Yet only limited work has examined whether and how online…

General Economics · Economics 2024-01-19 Shun-Yang Lee , Julian Runge , Daniel Yoo , Yakov Bart , Anett Gyurak , J. W. Schneider

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…

Statistical Finance · Quantitative Finance 2023-03-17 Haritha GB , Sahana N. B
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