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In recent years, social media has become ubiquitous and important for social networking and content sharing. And yet, the content that is generated from these websites remains largely untapped. In this paper, we demonstrate how social media…

Computers and Society · Computer Science 2015-03-13 Sitaram Asur , Bernardo A. Huberman

We propose an end-to-end neural network to predict the geolocation of a tweet. The network takes as input a number of raw Twitter metadata such as the tweet message and associated user account information. Our model is language independent,…

Computation and Language · Computer Science 2017-10-16 Jey Han Lau , Lianhua Chi , Khoi-Nguyen Tran , Trevor Cohn

Academics increasingly acknowledge the predictive power of social media for a wide variety of events and, more specifically, for financial markets. Anecdotal and empirical findings show that cryptocurrencies are among the financial assets…

Social and Information Networks · Computer Science 2024-11-11 Meysam Alizadeh , Yasaman Asgari , Zeynab Samei , Sara Yari , Shirin Dehghani , Mael Kubli , Darya Zare , Juan Diego Bermeo , Veronika Batzdorfer , Fabrizio Gilardi

In this paper, we investigate the impact of the social media data in predicting the Tehran Stock Exchange (TSE) variables for the first time. We consider the closing price and daily return of three different stocks for this investigation.…

Statistical Finance · Quantitative Finance 2020-03-05 Arezoo Hatefi Ghahfarrokhi , Mehrnoush Shamsfard

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

Statistical Finance · Quantitative Finance 2023-09-08 Esther Cabezas-Rivas , Felipe Sánchez-Coll , Isaac Tormo-Xaixo

Study of the forecasting models using large scale microblog discussions and the search behavior data can provide a good insight for better understanding the market movements. In this work we collected a dataset of 2 million tweets and…

Computational Engineering, Finance, and Science · Computer Science 2012-12-06 Tushar Rao , Saket Srivastava

This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a Google Trends attention measure specific for the…

Statistical Finance · Quantitative Finance 2021-06-15 Nektarios Aslanidis , Aurelio F. Bariviera , Óscar G. López

As machine learning ascends the peak of computer science zeitgeist, the usage and experimentation with sentiment analysis using various forms of textual data seems pervasive. The effect is especially pronounced in formulating securities…

Computational Finance · Quantitative Finance 2018-02-23 Raeid Saqur , Nicole Langballe

The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance,…

Statistical Finance · Quantitative Finance 2015-12-16 Gabriele Ranco , Ilaria Bordino , Giacomo Bormetti , Guido Caldarelli , Fabrizio Lillo , Michele Treccani

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2025-06-30 Mehul Gautam

Sentiment analysis is the task of automatic analysis of opinions and emotions of users towards an entity or some aspect of that entity. Political Sentiment Analysis of social media helps the political strategists to scrutinize the…

Social and Information Networks · Computer Science 2020-07-22 Mohd Zeeshan Ansari , Areesha Fatima Siddiqui , Mohammad Anas

Understanding the semantic of a collection of texts is a challenging task. Topic models are probabilistic models that aims at extracting "topics" from a corpus of documents. This task is particularly difficult when the corpus is composed of…

Information Retrieval · Computer Science 2022-03-22 Hugo Schnoering

This study extends the examination of the Efficient-Market Hypothesis in Bitcoin market during a five year fluctuation period, from September 1 2017 to September 1 2022, by analyzing 28,739,514 qualified tweets containing the targeted topic…

General Economics · Economics 2024-09-25 Fang Wang , Marko Gacesa

Microbloging is an extremely prevalent broadcast medium amidst the Internet fraternity these days. People share their opinions and sentiments about variety of subjects like products, news, institutions, etc., every day on microbloging…

Social and Information Networks · Computer Science 2015-12-04 Harsh Thakkar , Dhiren Patel

One major sub-domain in the subject of polling public opinion with social media data is electoral prediction. Electoral prediction utilizing social media data potentially would significantly affect campaign strategies, complementing…

Social and Information Networks · Computer Science 2021-07-21 Michael Caballero

Our work presents two fundamental contributions. On the application side, we tackle the challenging problem of predicting day-ahead crypto-currency prices. On the methodological side, a new dynamical modeling approach is proposed. Our…

Statistical Finance · Quantitative Finance 2023-11-28 Shalini Sharma , Angshul Majumdar , Emilie Chouzenoux , Victor Elvira

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Cryptography and Security · Computer Science 2020-10-05 Xiao Fan Liu , Xin-Jian Jiang , Si-Hao Liu , Chi Kong Tse

To be prepared against cyberattacks, most organizations resort to security information and event management systems to monitor their infrastructures. These systems depend on the timeliness and relevance of the latest updates, patches and…

Machine Learning · Computer Science 2019-04-03 Nuno Dionísio , Fernando Alves , Pedro M. Ferreira , Alysson Bessani

Several studies have shown that deep learning models can provide more accurate volatility forecasts than the traditional methods used within this domain. This paper presents a composite model that merges a deep learning approach with…

Machine Learning · Computer Science 2022-11-18 V Ncume , T. L van Zyl , A Paskaramoorthy
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