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Predicting cryptocurrency price trends remains a major challenge due to the volatility and complexity of digital asset markets. Artificial intelligence (AI) has emerged as a powerful tool to address this problem. This study proposes a…

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Emerging interest of trading companies and hedge funds in mining social web has created new avenues for intelligent systems that make use of public opinion in driving investment decisions. It is well accepted that at high frequency trading,…

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

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

Methodologies to infer financial networks from the price series of speculative assets vary, however, they generally involve bivariate or multivariate predictive modelling to reveal causal and correlational structures within the time series…

Physics and Society · Physics 2023-08-31 Cameron Cornell , Lewis Mitchell , Matthew Roughan

As CryptoPunks pioneers the innovation of non-fungible tokens (NFTs) in AI and art, the valuation mechanics of NFTs has become a trending topic. Earlier research identifies the impact of ethics and society on the price prediction of…

Computers and Society · Computer Science 2023-07-24 Luyao Zhang , Yutong Sun , Yutong Quan , Jiaxun Cao , Xin Tong

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

Statistical Finance · Quantitative Finance 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin

An important and difficult challenge in building computational models for narratives is the automatic evaluation of narrative quality. Quality evaluation connects narrative understanding and generation as generation systems need to evaluate…

Computation and Language · Computer Science 2017-07-11 Tong Wang , Ping Chen , Boyang Li

The Web is a vast virtual space where people can share their opinions, impacting all aspects of life and having implications for marketing and communication. The most up-to-date and comprehensive information can be found on social media…

Machine Learning · Computer Science 2023-02-15 Melvin Mokhtari , Ali Seraj , Niloufar Saeedi , Adel Karshenas

Financial networks can be constructed using statistical dependencies found within the price series of speculative assets. Across the various methods used to infer these networks, there is a general reliance on predictive modelling to…

Statistical Finance · Quantitative Finance 2024-08-23 Cameron Cornell , Lewis Mitchell , Matthew Roughan

The problem of investing into a cryptocurrency market requires good understanding of the processes that regulate the price of the currency. In this paper we offer a view of a cryptocurrency market as an environment for realization of a…

Trading and Market Microstructure · Quantitative Finance 2022-10-18 Misha Perepelitsa

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

Information Retrieval · Computer Science 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…

Machine Learning · Computer Science 2023-03-28 Andrei Zaichenko , Aleksei Kazakov , Elizaveta Kovtun , Semen Budennyy

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

This paper provides an extensive examination of a sizable dataset of English tweets focusing on nine widely recognized cryptocurrencies, specifically Cardano, Binance, Bitcoin, Dogecoin, Ethereum, Fantom, Matic, Shiba, and Ripple. Our…

Computation and Language · Computer Science 2024-01-17 Zahra Ahani , Moein Shahiki Tash , Yoel Ledo Mezquita , Jason Angel

Introduction: Microblogging websites have massed rich data sources for sentiment analysis and opinion mining. In this regard, sentiment classification has frequently proven inefficient because microblog posts typically lack syntactically…

Computation and Language · Computer Science 2024-03-08 Mojtaba Mazoochi , Leila Rabiei , Farzaneh Rahmani , Zeinab Rajabi

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

Statistical Finance · Quantitative Finance 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

Twitter is one of the top influenced social media which has a million number of active users. It is commonly used for microblogging that allows users to share messages, ideas, thoughts and many more. Thus, millions interaction such as short…

Computation and Language · Computer Science 2020-12-04 Dian Indriani , Arbi Haza Nasution , Winda Monika , Salhazan Nasution

A term structure model in which the short rate is zero is developed as a candidate for a theory of cryptocurrency interest rates. The price processes of crypto discount bonds are worked out, along with expressions for the instantaneous…

Mathematical Finance · Quantitative Finance 2019-12-18 Dorje C. Brody , Lane P. Hughston , Bernhard K. Meister

There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting…

Statistical Finance · Quantitative Finance 2023-12-20 Ana Fernández Vilas , Rebeca Díaz Redondo , Antón Lorenzo García