English
Related papers

Related papers: Causality between Sentiment and Cryptocurrency Pri…

200 papers

Cryptocurrency markets are highly volatile and influenced by both price trends and market sentiment, making effective portfolio management challenging. This paper proposes a dynamic cryptocurrency portfolio strategy that integrates…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Qizhao Chen

A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…

Physics and Society · Physics 2014-12-15 Dániel Kondor , István Csabai , János Szüle , Márton Pósfai , Gábor Vattay

Market sentiment analysis on social media content requires knowledge of both financial markets and social media jargon, which makes it a challenging task for human raters. The resulting lack of high-quality labeled data stands in the way of…

Computation and Language · Computer Science 2022-12-23 Xiang Deng , Vasilisa Bashlovkina , Feng Han , Simon Baumgartner , Michael Bendersky

We organize existing empirical regularities of cryptocurrencies into seven stylized facts and analyze cryptocurrencies through the lens of empirical asset pricing. We find important similarities with traditional markets--risk-adjusted…

General Finance · Quantitative Finance 2026-03-24 Nicola Borri , Yukun Liu , Aleh Tsyvinski , Xi Wu

Cryptocurrency network analysis consists of applying the tools and methods of social network analysis to transactional data issued from cryptocurrencies. The main difference with most online social networks is that users do not exchange…

Social and Information Networks · Computer Science 2025-02-06 Natkamon Tovanich , Célestin Coquidé , Rémy Cazabet

The increasing availability of "big" (large volume) social media data has motivated a great deal of research in applying sentiment analysis to predict the movement of prices within financial markets. Previous work in this field investigates…

Computational Engineering, Finance, and Science · Computer Science 2018-11-08 Ellie Birbeck , Dave Cliff

The amount of user generated contents from various social medias allows analyst to handle a wide view of conversations on several topics related to their business. Nevertheless keeping up-to-date with this amount of information is not…

Computation and Language · Computer Science 2020-01-31 Jean Valère Cossu , Juan-Manuel Torres-Moreno , Eric SanJuan , Marc El-Bèze

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

Sentiment Analysis provides an opportunity to understand the subject(s), especially in the digital age, due to an abundance of public data and effective algorithms. Cybersecurity is a subject where opinions are plentiful and differing in…

Computation and Language · Computer Science 2022-04-27 Bipun Thapa

The increasing popularity of Twitter and other microblogs makes improved trustworthiness and relevance assessment of microblogs evermore important. We propose a method of ranking of tweets considering trustworthiness and content based…

Social and Information Networks · Computer Science 2012-04-03 Srijith Ravikumar , Raju Balakrishnan , Subbarao Kambhampati

Social media include diverse interaction metrics related to user popularity, the most evident example being the number of user followers. The latter has raised concerns about the credibility of the posts by the most popular creators.…

Social and Information Networks · Computer Science 2024-06-19 Silvia García-Méndez , Francisco de Arriba-Pérez , Jaime González-Gonzáleza , Francisco J. González-Castaño

In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk…

Computation and Language · Computer Science 2024-12-11 Subhasis Dasgupta , Pratik Satpati , Ishika Choudhary , Jaydip Sen

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Streams of user-generated content in social media exhibit patterns of collective attention across diverse topics, with temporal structures determined both by exogenous factors and endogenous factors. Teasing apart different topics and…

Physics and Society · Physics 2014-03-07 A. Panisson , L. Gauvin , M. Quaggiotto , C. Cattuto

Analysing sentiment of tweets is important as it helps to determine the users' opinion. Knowing people's opinion is crucial for several purposes starting from gathering knowledge about customer base, e-governance, campaigning and many more.…

Computation and Language · Computer Science 2016-11-30 Lahari Poddar , Kishaloy Halder , Xianyan Jia

Social media is increasingly used by humans to express their feelings and opinions in the form of short text messages. Detecting sentiments in the text has a wide range of applications including identifying anxiety or depression of…

Computation and Language · Computer Science 2018-07-23 Shaunak Joshi , Deepali Deshpande

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

Sentiment analysis is one of the fastest growing research areas in computer science, making it challenging to keep track of all the activities in the area. We present a computer-assisted literature review, where we utilize both text mining…

Computation and Language · Computer Science 2017-11-22 Mika Viking Mäntylä , Daniel Graziotin , Miikka Kuutila

We examine the influence of Twitter promotion on cryptocurrency pump-and-dump events. By analyzing abnormal returns, trading volume, and tweet activity, we uncover that Twitter effectively garners attention for pump-and-dump schemes,…

Trading and Market Microstructure · Quantitative Finance 2023-06-06 David Ardia , Keven Bluteau

With the rise in popularity of public social media and micro-blogging services, most notably Twitter, the people have found a venue to hear and be heard by their peers without an intermediary. As a consequence, and aided by the public…

Computation and Language · Computer Science 2016-06-21 Prashanth Vijayaraghavan , Soroush Vosoughi , Deb Roy