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This paper proposes a novel adaptive algorithm for the automated short-term trading of financial instrument. The algorithm adopts a semantic sentiment analysis technique to inspect the Twitter posts and to use them to predict the behaviour…

Social and Information Networks · Computer Science 2018-01-17 Paolo Cremonesi , Chiara Francalanci , Alessandro Poli , Roberto Pagano , Luca Mazzoni , Alberto Maggioni , Mehdi Elahi

In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…

Computation and Language · Computer Science 2022-04-22 Ali Raheman , Anton Kolonin , Igors Fridkins , Ikram Ansari , Mukul Vishwas

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

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

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

We study the problem of predicting the future performance of cryptocurrencies using social media data. We propose a new model to measure the engagement of users with topics discussed on social media based on interactions with social media…

Social and Information Networks · Computer Science 2023-07-19 Khizar Qureshi , Tauhid Zaman

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

Computation and Language · Computer Science 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

Being able to predict stock prices might be the unspoken wish of stock investors. Although stock prices are complicated to predict, there are many theories about what affects their movements, including interest rates, news and social media.…

Machine Learning · Computer Science 2021-05-05 Roderick Karlemstrand , Ebba Leckström

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

We report on the use of sentiment analysis on news and social media to analyze and predict the price of Bitcoin. Bitcoin is the leading cryptocurrency and has the highest market capitalization among digital currencies. Predicting Bitcoin…

Information Retrieval · Computer Science 2020-02-04 Pratikkumar Prajapati

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 paper is to explore the possibility to use alternative data and artificial intelligence techniques to trade stocks. The efficacy of the daily Twitter sentiment on predicting the stock return is examined using machine learning methods.…

Artificial Intelligence · Computer Science 2018-01-09 Catherine Xiao , Wanfeng Chen

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

Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…

Statistical Finance · Quantitative Finance 2019-07-02 Maria Glenski , Tim Weninger , Svitlana Volkova

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

Cryptocurrency is a digital currency that uses blockchain technology with secure encryption. Due to the decentralization of these currencies, traditional monetary systems and the capital market of each they, can influence a society.…

Computation and Language · Computer Science 2025-01-20 Vahid Amiri , Mahmood Ahmadi

We investigate the relationship between social media, Twitter in particular, and stock market. We provide an in-depth analysis of the Twitter volume and sentiment about the 30 companies in the Dow Jones Industrial Average index, over a…

Computers and Society · Computer Science 2021-08-31 Peter Gabrovsek , Darko Aleksovski , Igor Mozetic , Miha Grcar

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification. However, there has been a lack of solutions that can…

Computation and Language · Computer Science 2020-03-12 Shubhankar Mohapatra , Nauman Ahmed , Paulo Alencar

Non-Fungible Token (NFT) is evolving with the rise of the cryptocurrency market and the development of blockchain techniques, which leads to an emerging NFT market that has become prosperous rapidly then followed by a cooldown.…

Social and Information Networks · Computer Science 2023-09-21 Junliang Luo , Yongzheng Jia , Xue Liu

The new digital revolution of big data is deeply changing our capability of understanding society and forecasting the outcome of many social and economic systems. Unfortunately, information can be very heterogeneous in the importance,…

Statistical Finance · Quantitative Finance 2015-12-16 Gabriele Ranco , Ilaria Bordino , Giacomo Bormetti , Guido Caldarelli , Fabrizio Lillo , Michele Treccani