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What tweet features are associated with higher effectiveness in tweets? Through the mining of 122 million engagements of 2.5 million original tweets, we present a systematic review of tweet time, entities, composition, and user account…
Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…
As more and more data being created every day, all of it can help take better decisions with data analysis. It is not different from data generated in financial markets. Here we examine the process of how the global economy is affected by…
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…
COVID-19 has affected the world economy and the daily life routine of almost everyone. It has been a hot topic on social media platforms such as Twitter, Facebook, etc. These social media platforms enable users to share information with…
The presidential elections in the United States on 3 November 2020 have caused extensive discussions on social media. A part of the content on US elections is organic, coming from users discussing their opinions of the candidates, political…
City Logistics is characterized by multiple stakeholders that often have different views of such a complex system. From a public policy perspective, identifying stakeholders, issues and trends is a daunting challenge, only partially…
Macroeconomic variables are known to significantly impact equity markets, but their predictive power for price fluctuations has been underexplored due to challenges such as infrequency and variability in timing of announcements, changing…
In the field of Natural Language Processing, information extraction from texts has been the objective of many researchers for years. Many different techniques have been applied in order to reveal the opinion that a tweet might have, thus…
I explore the relationship between investor emotions expressed on social media and asset prices. The field has seen a proliferation of models aimed at extracting firm-level sentiment from social media data, though the behavior of these…
With the advance of the Internet, ordinary users have created multiple personal accounts on online social networks, and interactions among these social network users have recently been tagged with location information. In this work, we…
Twitter is among the most used online platforms for the political communications, due to the concision of its messages (which is particularly suitable for political slogans) and the quick diffusion of messages. Especially when the argument…
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…
The rapid development of information technology, especially the Internet, has facilitated users with a quick and easy way to seek information. With these convenience offered by internet services, many individuals who initially invested in…
Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in log normalized returns, the…
This study investigates the relationship between tweet sentiment across diverse categories: news, company opinions, CEO opinions, competitor opinions, and stock market behavior in the biotechnology sector, with a focus on understanding the…
In social network Twitter, users can interact with each other and spread information via retweets. These millions of interactions may result in media events whose influence goes beyond Twitter framework. In this paper, we thoroughly explore…
Whether the online social media, like Twitter or its variant Weibo, can be a convincing proxy to predict the stock market has been debated for years, especially for China. However, as the traditional theory in behavioral finance states, the…
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…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…