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Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…

Social and Information Networks · Computer Science 2023-06-12 Sattarov Otabek , Jaeyoung Choi

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

Can unstructured text data from social media help explain the drivers of large asset price fluctuations? This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of…

General Economics · Economics 2023-08-09 Valentina Semenova , Julian Winkler

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

This paper presents a large-scale analysis of the cryptocurrency community on Reddit, shedding light on the intricate relationship between the evolution of their activity, emotional dynamics, and price movements. We analyze over 130M posts…

Cryptography and Security · Computer Science 2023-12-15 Kostantinos Papadamou , Jay Patel , Jeremy Blackburn , Philipp Jovanovic , Emiliano De Cristofaro

This study investigates how media influence and educational resources shape individual engagement with cryptocurrencies. As digital assets become increasingly mainstream, social media platforms, influencers, and financial analysts play a…

Computers and Society · Computer Science 2025-08-05 Fahed Quttainah

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

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

The production and consumption of information about Bitcoin and other digital-, or 'crypto'-, currencies have grown together with their market capitalisation. However, a systematic investigation of the relationship between online attention…

Physics and Society · Physics 2020-05-22 Abeer ElBahrawy , Laura Alessandretti , Andrea Baronchelli

Do online narratives leave a measurable imprint on prices in markets for digital or cultural goods? This paper evaluates how community attention and sentiment relate to valuation in major Ethereum NFT collections after accounting for time…

General Economics · Economics 2026-02-03 Samiha Tariq

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

Behavioral economics show us that emotions play an important role in individual behavior and decision-making. Does this also affect collective decision making in a community? Here we investigate whether the community sentiment energy of a…

Social and Information Networks · Computer Science 2017-09-11 Xiang Wang , Chen Wang , Zhaoyun Ding , Min Zhu , Jiumin Huang

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

Machine Learning · Computer Science 2025-05-06 Amit Kumar , Taoran Ji

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

We motivate the study of the crypto asset class with eleven empirical facts, and study the drivers of crypto asset returns through the lens of univariate factors. We argue crypto assets are a new, attractive, and independent asset class. In…

Econometrics · Economics 2024-05-27 Adam Baybutt

In seeking to explain aspects of real-world economies that defy easy understanding when analysed via conventional means, Nobel Laureate Robert Shiller has since 2017 introduced and developed the idea of Narrative Economics, where observable…

Trading and Market Microstructure · Quantitative Finance 2020-12-17 Kenneth Lomas , Dave Cliff

Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…

Information Retrieval · Computer Science 2015-09-09 Rishabh Soni , K. James Mathai

This study uses sentiment analysis and the Moral Foundations Theory (MFT) to characterise news content in social media and examine its association with user engagement. We employ Natural Language Processing to quantify the moral and…

Social and Information Networks · Computer Science 2025-02-18 Jacopo D'Ignazi , Kyriaki Kalimeri , Mariano G. Beiró

This study performs analysis of Predictive statements, Hope speech, and Regret Detection behaviors within cryptocurrency-related discussions, leveraging advanced natural language processing techniques. We introduce a novel classification…

Computation and Language · Computer Science 2024-09-05 Moein Shahiki Tash , Zahra Ahani , Mohim Tash , Olga Kolesnikova , Grigori Sidorov