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In the last couple decades, social network services like Twitter have generated large volumes of data about users and their interests, providing meaningful business intelligence so organizations can better understand and engage their…

Computation and Language · Computer Science 2017-12-01 Angela Lin

This paper introduces a large collection of time series data derived from Twitter, postprocessed using word embedding techniques, as well as specialized fine-tuned language models. This data comprises the past five years and captures…

Computation and Language · Computer Science 2023-08-07 Daniel Loureiro , Kiamehr Rezaee , Talayeh Riahi , Francesco Barbieri , Leonardo Neves , Luis Espinosa Anke , Jose Camacho-Collados

This study performs analysis of Predictive statements, Hope speech, and Regret Detection behaviors within cryptocurrency-related discussions, leveraging advanced natural language processing techniques. We introduce a novel classification…

Computation and Language · Computer Science 2024-09-05 Moein Shahiki Tash , Zahra Ahani , Mohim Tash , Olga Kolesnikova , Grigori Sidorov

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

In addition to more personalized content feeds, some leading social media platforms give a prominent role to content that is more widely popular. On Twitter, "trending topics" identify popular topics of conversation on the platform, thereby…

Social and Information Networks · Computer Science 2023-04-12 Joseph Schlessinger , Kiran Garimella , Maurice Jakesch , Dean Eckles

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

It has been long that literature in financial academics focuses mainly on price and return but much less on trading volume. In the past twenty years, it has already linked both price and trading volume to economic fundamentals, and explored…

General Finance · Quantitative Finance 2023-10-10 Leilei Shi , Bing Han , Yingzi Zhu , Liyan Han , Yiwen Wang , Yan Piao

The cryptocurrency market is highly volatile compared to traditional financial markets. Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate CryptoQuant data (e.g. on-chain analytics, exchange and…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Dorien Herremans , Kah Wee Low

Rapid increase in the volume of sentiment rich social media on the web has resulted in an increased interest among researchers regarding Sentimental Analysis and opinion mining. However, with so much social media available on the web,…

Information Retrieval · Computer Science 2014-10-28 Chetan Kaushik , Atul Mishra

How the online social media, like Twitter or its variant Weibo, interacts with the stock market and whether it can be a convincing proxy to predict the stock market have been debated for years, especially for China. As the traditional…

Computers and Society · Computer Science 2017-05-02 Zhenkun Zhou , Ke Xu , Jichang Zhao

Large-scale data from social media have a significant potential to describe complex phenomena in real world and to anticipate collective behaviors such as information spreading and social trends. One specific case of study is represented by…

Physics and Society · Physics 2015-07-15 Young-Ho Eom , Michelangelo Puliga , Jasmina Smailović , Igor Mozetič , Guido Caldarelli

This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…

Statistical Finance · Quantitative Finance 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

A large number of studies on social media compare the behaviour of users from different political parties. As a basic step, they employ a predictive model for inferring their political affiliation. The accuracy of this model can change the…

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Data extracted from social media platforms, such as Twitter, are both large in scale and complex in nature, since they contain both unstructured text, as well as structured data, such as time stamps and interactions between users. A key…

Social and Information Networks · Computer Science 2014-11-17 Donggeng Xia , Shawn Mankad , George Michailidis

This article presents a short case study in text analysis: the scoring of Twitter posts for positive, negative, or neutral sentiment directed towards particular US politicians. The study requires selection of a sub-sample of representative…

Applications · Statistics 2013-03-05 Matt Taddy

An important part of the information gathering and data analysis is to find out what people think about, either a product or an entity. Twitter is an opinion rich social networking site. The posts or tweets from this data can be used for…

Information Retrieval · Computer Science 2024-09-05 Dwarampudi Mahidhar Reddy , N V Subba Reddy , N V Subba Reddy

Sentiment analysis is the task of automatic analysis of opinions and emotions of users towards an entity or some aspect of that entity. Political Sentiment Analysis of social media helps the political strategists to scrutinize the…

Social and Information Networks · Computer Science 2020-07-22 Mohd Zeeshan Ansari , Areesha Fatima Siddiqui , Mohammad Anas

The real-time nature of Twitter means that term distributions in tweets and in search queries change rapidly: the most frequent terms in one hour may look very different from those in the next. Informally, we call this phenomenon "churn".…

Information Retrieval · Computer Science 2012-06-01 Jimmy Lin , Gilad Mishne

In this paper, we present computational models to predict Twitter users' attitude towards a specific brand through their personal and social characteristics. We also predict their likelihood to take different actions based on their…

Social and Information Networks · Computer Science 2017-04-18 Jalal Mahmud , Geli Fei , Anbang Xu , Aditya Pal , Michelle Zhou