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Related papers: Causality between Sentiment and Cryptocurrency Pri…

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The rise of a trending topic on Twitter or Facebook leads to the temporal emergence of a set of users currently interested in that topic. Given the temporary nature of the links between these users, being able to dynamically identify…

Social and Information Networks · Computer Science 2017-07-28 Lorena Recalde , David F. Nettleton , Ricardo Baeza-Yates , Ludovico Boratto

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

Computational Finance · Quantitative Finance 2025-08-05 Wěi Zhāng

In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have…

Trading and Market Microstructure · Quantitative Finance 2022-01-31 Fan Fang , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , David Martinez-Regoband , Fan Wu

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance. Understanding the dynamics of these markets can help to assess how viable the cryptocurrnency ecosystem is and how design…

Computers and Society · Computer Science 2018-04-25 Peter M Krafft , Nicolás Della Penna , Alex Pentland

Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will gravitate toward liquidity value, i.e., the…

Mathematical Finance · Quantitative Finance 2018-02-28 Carey Caginalp , Gunduz Caginalp

Our day-to-day life has always been influenced by what people think. Ideas and opinions of others have always affected our own opinions. The explosion of Web 2.0 has led to increased activity in Podcasting, Blogging, Tagging, Contributing…

Computation and Language · Computer Science 2013-04-17 Subhabrata Mukherjee , Pushpak Bhattacharyya

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

Machine Learning · Computer Science 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

Sentiment analysis of online user generated content is important for many social media analytics tasks. Researchers have largely relied on textual sentiment analysis to develop systems to predict political elections, measure economic…

Computer Vision and Pattern Recognition · Computer Science 2015-09-22 Quanzeng You , Jiebo Luo , Hailin Jin , Jianchao Yang

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

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

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

Public perceptions and expectations of inflation shape household spending, wage bargaining, and policy support, making them key determinants of macroeconomic outcomes. However, current measures rely on infrequent surveys and offer limited…

Social and Information Networks · Computer Science 2026-03-24 Ryuichi Saito , Sho Tsugawa

In today's world, everyone is expressive in some way, and the focus of this project is on people's opinions about rising electricity prices in United Kingdom and India using data from Twitter, a micro-blogging platform on which people post…

Computation and Language · Computer Science 2022-06-13 Pardeep Kaur , Maryam Edalati

The discourse around conspiracy theories is currently thriving amidst the rampant misinformation in online environments. Research in this field has been focused on detecting conspiracy theories on social media, often relying on limited…

Social and Information Networks · Computer Science 2024-02-06 Margherita Gambini , Serena Tardelli , Maurizio Tesconi

The fast-growing cryptocurrency sector presents both challenges and opportunities for businesses and consumers alike. This study investigates the knowledge, expertise, and buying habits of people who shop using cryptocurrencies. Our survey…

Computers and Society · Computer Science 2025-10-16 Massimiliano Silenzi , Umut Can Cabuk , Enis Karaarslan , Omer Aydin

Predictive analysis of social media data has attracted considerable attention from the research community as well as the business world because of the essential and actionable information it can provide. Over the years, extensive…

Social and Information Networks · Computer Science 2023-09-04 Ugur Kursuncu , Manas Gaur , Usha Lokala , Krishnaprasad Thirunarayan , Amit Sheth , I. Budak Arpinar

Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…

Social and Information Networks · Computer Science 2017-09-20 Fani Tsapeli , Nikolaos Bezirgiannidis , Peter Tino , Mirco Musolesi

A cryptocurrency is a digital asset maintained by a decentralised system using cryptography. Investors in this emerging digital market are exploring the profitability potential of portfolios in place of single coins. Portfolios are…

Physics and Society · Physics 2023-04-06 Ruixue Jing , Luis Enrique Correa Rocha

While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…

Trading and Market Microstructure · Quantitative Finance 2021-10-19 Danial Saef , Odett Nagy , Sergej Sizov , Wolfgang Karl Härdle