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The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on the set of cryptocurrency news, which recently became of emerging interest to the…

Social and Information Networks · Computer Science 2019-07-02 Johannes Beck , Roberta Huang , David Lindner , Tian Guo , Ce Zhang , Dirk Helbing , Nino Antulov-Fantulin

The ability to obtain accurate food security metrics in developing areas where relevant data can be sparse is critically important for policy makers tasked with implementing food aid programs. As a result, a great deal of work has been…

Computation and Language · Computer Science 2019-04-29 Jared Dunnmon , Swetava Ganguli , Darren Hau , Brooke Husic

With the advent of fast-paced information dissemination and retrieval, it has become inherently important to resort to automated means of predicting stock market prices. In this paper, we propose Taureau, a framework that leverages Twitter…

Computers and Society · Computer Science 2023-04-03 Nicholas Milikich , Joshua Johnson

This project addresses the problem of sentiment analysis in twitter; that is classifying tweets according to the sentiment expressed in them: positive, negative or neutral. Twitter is an online micro-blogging and social-networking platform…

Computation and Language · Computer Science 2015-09-15 Afroze Ibrahim Baqapuri

The cryptocurrency is attracting more and more attention because of the blockchain technology. Ethereum is gaining a significant popularity in blockchain community, mainly due to the fact that it is designed in a way that enables developers…

Computation and Language · Computer Science 2018-11-28 TonTon Hsien-De Huang , Po-Wei Hong , Ying-Tse Lee , Yi-Lun Wang , Chi-Leong Lok , Hung-Yu Kao

Twitter as a new form of social media potentially contains useful information that opens new opportunities for content analysis on tweets. This paper examines the predictive power of Twitter regarding the US presidential election of 2012.…

Social and Information Networks · Computer Science 2014-07-03 Kazem Jahanbakhsh , Yumi Moon

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…

Artificial Intelligence · Computer Science 2023-12-08 Shengkun Wang , YangXiao Bai , Taoran Ji , Kaiqun Fu , Linhan Wang , Chang-Tien Lu

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

Computational Engineering, Finance, and Science · Computer Science 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

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…

Statistical Finance · Quantitative Finance 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…

Computational Finance · Quantitative Finance 2018-10-17 Zvezdin Besarabov , Todor Kolev

Bitcoin is considered the most valuable currency in the world. Besides being highly valuable, its value has also experienced a steep increase, from around 1 dollar in 2010 to around 18000 in 2017. Then, in recent years, it has attracted…

Social and Information Networks · Computer Science 2019-04-11 Amin Azari

Forecasting financial market trends through time series analysis and natural language processing poses a complex and demanding undertaking, owing to the numerous variables that can influence stock prices. These variables encompass a…

Statistical Finance · Quantitative Finance 2023-09-04 Ali Asgarov

In many Twitter studies, it is important to know where a tweet came from in order to use the tweet content to study regional user behavior. However, researchers using Twitter to understand user behavior often lack sufficient geo-tagged…

Social and Information Networks · Computer Science 2017-11-21 Binxuan Huang , Kathleen M. Carley

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

An important part of the information gathering and data analysis is to find out what people think about, either a product or an entity. Twitter is an opinion rich social networking site. The posts or tweets from this data can be used for…

Information Retrieval · Computer Science 2024-09-05 Dwarampudi Mahidhar Reddy , N V Subba Reddy , N V Subba Reddy

Sentiment Analysis of microblog feeds has attracted considerable interest in recent times. Most of the current work focuses on tweet sentiment classification. But not much work has been done to explore how reliable the opinions of the mass…

Machine Learning · Computer Science 2019-12-12 Rahul Radhakrishnan Iyer , Ronghuo Zheng , Yuezhang Li , Katia Sycara

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

U.S. Presidential Election forecasting has been a research interest for several decades. Currently, election prediction consists of two main approaches: traditional models that incorporate economic data and poll surveys, and models that…

Social and Information Networks · Computer Science 2023-12-12 Guocheng Feng , Huaiyu Cai , Kaihao Chen , Zhijian Li

Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

Statistical Finance · Quantitative Finance 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

Micro-blogging sources such as the Twitter social network provide valuable real-time data for market prediction models. Investors' opinions in this network follow the fluctuations of the stock markets and often include educated speculations…

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