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We study how the 2024 U.S. presidential election, viewed as a major political risk event, affected cryptocurrency markets by distinguishing human-driven peer-to-peer stablecoin transactions from automated algorithmic activity. Using…

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

Machine Learning · Computer Science 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

Every financial crisis has caused a dual shock to the global economy. The shortage of market liquidity, such as default in debt and bonds, has led to the spread of bankruptcies, such as Lehman Brothers in 2008. Using the data for the ETFs…

Statistical Finance · Quantitative Finance 2024-07-08 Weilin Fu , Zhuoran Li , Yupeng Zhang , Xingyou Zhou

The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other…

Machine Learning · Computer Science 2024-01-17 Shubham Singh , Mayur Bhat

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Society is undergoing many transformations and faces economic crises, environmental, social, and public health issues. At the same time, the Internet, mobile communications, cloud technologies, and social networks are growing rapidly and…

General Economics · Economics 2021-01-05 Rim Krouk , Fernando Almeida

The coronavirus disease (COVID-19) continues to have devastating effects across the globe. No nation has been free from the uncertainty brought by this pandemic. The health, social and economic tolls associated with it are causing strong…

Computers and Society · Computer Science 2022-02-04 Truong Luu , Rosangela Follmann

The COVID-19 pandemic has upended daily life around the globe, posing a threat to public health. Intuitively, we expect that surging cases and deaths would lead to fear, distress and other negative emotions. However, using state-of-the-art…

Social and Information Networks · Computer Science 2023-04-06 Siyi Guo , Keith Burghardt , Ashwin Rao , Kristina Lerman

Various companies have developed vaccines to combat the pandemic caused 2020 by the virus COVID-19. Such vaccines and the distribution can have a major impact on the success of pharmaceutical companies, which in turn can show itself in…

Computational Finance · Quantitative Finance 2021-05-27 Maximilian Vierlboeck , Roshanak Rose Nilchiani

Reliable short term forecasting can provide potentially lifesaving insights into logistical planning, and in particular, into the optimal allocation of resources such as hospital staff and equipment. By reinterpreting COVID-19 daily cases…

Populations and Evolution · Quantitative Biology 2025-11-06 Yi Liang , James Unwin

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

Statistical Finance · Quantitative Finance 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin

By trade we usually mean the exchange of goods between states and countries. International trade acts as a barometer of the economic prosperity index and every country is overly dependent on resources, so international trade is essential.…

The stock market is volatile and complicated, especially in 2020. Because of a series of global and regional "black swans," such as the COVID-19 pandemic, the U.S. stock market triggered the circuit breaker three times within one week of…

Statistical Finance · Quantitative Finance 2021-10-01 Jinlong Ruan , Wei Wu , Jiebo Luo

During the COVID-19 pandemic of 2019/2020, authorities have used temporary ad-hoc policy measures, such as lockdowns and mass quarantines, to slow its transmission. However, the consequences of widespread use of these unprecedented measures…

The emergence of the COVID-19 pandemic, a new and novel risk factor, leads to the stock price crash due to the investors' rapid and synchronous sell-off. However, within a short period, the quality sectors start recovering from the bottom.…

Statistical Finance · Quantitative Finance 2021-04-16 Ajit Mahata , Anish rai , Om Prakash , Md Nurujjaman

The COVID-19 pandemic has severely affected people's daily lives and caused tremendous economic loss worldwide. However, its influence on people's mental health conditions has not received as much attention. To study this subject, we choose…

Social and Information Networks · Computer Science 2020-07-03 Yipeng Zhang , Hanjia Lyu , Yubao Liu , Xiyang Zhang , Yu Wang , Jiebo Luo

In 2020, the COVID-19 pandemic resulted in a rapid response from governments and researchers worldwide. As of late 2023, over millions have died as a result of COVID-19, with many COVID-19 survivors going on to experience long-term effects…

Computers and Society · Computer Science 2023-12-25 Yo Yehudi , Lukas Hughes-Noehrer , Carole Goble , Caroline Jay

Research into COVID-19 has been rapidly evolving since the onset of the pandemic. This occasionally results in contradictory recommendations by credible sources of scientific opinion, public health authorities, and medical professionals. In…

Social and Information Networks · Computer Science 2024-03-15 Salwa Alamir , Armineh Nourbakhsh , Cecilia Tilli , Sameena Shah , Manuela Veloso

As the pioneer of blockchain technology, Bitcoin is the most popular cryptocurrency to date. Given its dramatic price spikes (and crashes) along with the never-ending news from SEC regulations to security breaches, there seems to be a lack…

Computers and Society · Computer Science 2020-06-04 Anthony Luo , Dianxiang Xu