Related papers: Detecting Pump&Dump Stock Market Manipulation from…
The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…
Market manipulation now routinely originates from coordinated social media campaigns, not isolated trades. Retail investors, regulators, and brokerages need tools that connect online narratives and coordination patterns to market behavior.…
Studies conducted on financial market prediction lack a comprehensive feature set that can carry a broad range of contributing factors; therefore, leading to imprecise results. Furthermore, while cooperating with the most recent innovations…
Stock price movements are influenced by many factors, and alongside historical price data, tex-tual information is a key source. Public news and social media offer valuable insights into market sentiment and emerging events. These sources…
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 study aims to detect pump and dump (P&D) manipulation in cryptocurrency markets, where the scarcity of such events causes severe class imbalance and hinders accurate detection. To address this issue, the Synthetic Minority Oversampling…
While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social media platforms such as StockTwits offer a complementary and…
We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…
In this paper, we demonstrate how the state-of-the-art machine learning and text mining techniques can be used to build effective social media-based substance use detection systems. Since a substance use ground truth is difficult to obtain…
With the proliferation of pump-and-dump schemes (P&Ds) in the cryptocurrency market, it becomes imperative to detect such fraudulent activities in advance to alert potentially susceptible investors. In this paper, we focus on predicting the…
Financial markets exhibit alternating periods of rising and falling prices. Stock traders seeking to make profitable investment decisions have to account for those trends, where the goal is to accurately predict switches from bullish…
Currency trading (Forex) is the largest world market in terms of volume. We analyze trading and tweeting about the EUR-USD currency pair over a period of three years. First, a large number of tweets were manually labeled, and a Twitter…
Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…
We demonstrate that future market correlation structure can be predicted with high out-of-sample accuracy using a multiplex network approach that combines information from social media and financial data. Market structure is measured by…
Online Social Networks (OSNs) witness a rise in user activity whenever an event takes place. Malicious entities exploit this spur in user-engagement levels to spread malicious content that compromises system reputation and degrades user…
This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…
We examine the influence of Twitter promotion on cryptocurrency pump-and-dump events. By analyzing abnormal returns, trading volume, and tweet activity, we uncover that Twitter effectively garners attention for pump-and-dump schemes,…
With the rising participation of the common mass in social media, it is increasingly common now for policymakers/journalists to create online polls on social media to understand the political leanings of people in specific locations. The…
Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…
We propose a simple yet robust unsupervised model to detect pump-and-dump events on tokens listed on the Poloniex Exchange platform. By combining threshold-based criteria with exponentially weighted moving averages (EWMA) and volatility…