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Related papers: Causality between Sentiment and Cryptocurrency Pri…

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In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…

Physics and Society · Physics 2018-05-04 Tianyu Ray Li , Anup S. Chamrajnagar , Xander R. Fong , Nicholas R. Rizik , Feng Fu

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

Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

General Finance · Quantitative Finance 2024-01-22 Ana Fernández Vilas , Rebeca P. Díaz Redondo , Daniel Couto Cancela , Alejandro Torrado Pazos

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

Computational Finance · Quantitative Finance 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

We study the problem of predicting the future performance of cryptocurrencies using social media data. We propose a new model to measure the engagement of users with topics discussed on social media based on interactions with social media…

Social and Information Networks · Computer Science 2023-07-19 Khizar Qureshi , Tauhid Zaman

Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…

In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…

Mathematical Finance · Quantitative Finance 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca , Marco Patacca

This study investigates whether cryptocurrency whitepaper narratives align with empirically observed market factor structure. We construct a pipeline combining zero-shot NLP classification of 38 whitepapers across 10 semantic categories…

Computational Finance · Quantitative Finance 2026-02-17 Murad Farzulla

This paper analyzes correlations and causalities between Bitcoin market indicators and Twitter posts containing emotional signals on Bitcoin. Within a timeframe of 104 days (November 23rd 2013 - March 7th 2014), about 160,000 Twitter posts…

Social and Information Networks · Computer Science 2016-01-19 Jermain Kaminski

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…

Physics and Society · Physics 2014-08-11 David Garcia , Claudio Juan Tessone , Pavlin Mavrodiev , Nicolas Perony

This study empirically tests the $\textit{Narrative Economics}$ hypothesis, which posits that narratives (ideas that are spread virally and affect public beliefs) can influence economic fluctuations. We introduce two curated datasets…

Computation and Language · Computer Science 2025-02-12 Almog Gueta , Amir Feder , Zorik Gekhman , Ariel Goldstein , Roi Reichart

Non-Fungible Token (NFT) is evolving with the rise of the cryptocurrency market and the development of blockchain techniques, which leads to an emerging NFT market that has become prosperous rapidly then followed by a cooldown.…

Social and Information Networks · Computer Science 2023-09-21 Junliang Luo , Yongzheng Jia , Xue Liu

One of the major sources of trending news, events and opinion in the current age is micro blogging. Twitter, being one of them, is extensively used to mine data about public responses and event updates. This paper intends to propose methods…

Social and Information Networks · Computer Science 2015-06-22 Rishabh Jain , Abhishek B. S. , Satvik Jagannath

Sentiment analysis (SA) has become an extensive research area in recent years impacting diverse fields including ecommerce, consumer business, and politics, driven by increasing adoption and usage of social media platforms. It is…

Computation and Language · Computer Science 2021-06-03 Sarojadevi Palani , Prabhu Rajagopal , Sidharth Pancholi

This work is the first study on the effects of attacks on cryptocurrencies as expressed in the sentiments and emotions of social media users. Our goals are to design the methodologies for the study including data collection, conduct…

Social and Information Networks · Computer Science 2024-01-31 Zsofia Baruwa , Sanjay Bhattacherjee , Sahil Rey Chandnani , Zhen Zhu

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices…

Mathematical Finance · Quantitative Finance 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

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

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…

Statistical Finance · Quantitative Finance 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

The rise in adoption of cryptoassets has brought many new and inexperienced investors in the cryptocurrency space. These investors can be disproportionally influenced by information they receive online, and particularly from social media.…

Human-Computer Interaction · Computer Science 2023-06-26 Karolis Zilius , Tasos Spiliotopoulos , Aad van Moorsel