English
Related papers

Related papers: Intraday Trading Algorithm for Predicting Cryptocu…

200 papers

This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…

Statistical Finance · Quantitative Finance 2018-08-07 Aurelio F. Bariviera , Luciano Zunino , Osvaldo A. Rosso

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

Computation and Language · Computer Science 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

Training machine learning models for predicting stock market share prices is an active area of research since the automatization of trading such papers was available in real time. While most of the work in this field of research is done by…

Statistical Finance · Quantitative Finance 2023-09-14 Mario Mitsuo Akita , Everton Josue da Silva

Businesses communicate using Twitter for a variety of reasons -- to raise awareness of their brands, to market new products, to respond to community comments, and to connect with their customers and potential customers in a targeted manner.…

Social and Information Networks · Computer Science 2019-10-29 Renhao Cui , Gagan Agrawal , Rajiv Ramnath

This paper investigates the interplay between different types of user interactions on Twitter, with respect to predicting missing or unseen interactions. For example, given a set of retweet interactions between Twitter users, how accurately…

Social and Information Networks · Computer Science 2019-04-26 Konstantinos Sotiropoulos , John W. Byers , Polyvios Pratikakis , Charalampos E. Tsourakakis

Social media platforms shape users' experiences through the algorithmic systems they deploy. In this study, we examine to what extent Twitter's content recommender, in conjunction with a user's social network, impacts the topic, political…

Social and Information Networks · Computer Science 2025-09-15 Kayla Duskin , Joseph S. Schafer , Alexandros Efstratiou , Jevin D. West , Emma S. Spiro

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

Market fluctuations caused by overtrading are important components of systemic market risk. This study examines the effect of investor sentiment on intraday overtrading activities in the Chinese A-share market. Employing high-frequency…

Computational Finance · Quantitative Finance 2024-07-15 Peng Yifeng

In recent years, people spend a lot of time on social networks. They use social networks as a place to comment on personal or public events. Thus, a large amount of information is generated and shared daily in these networks. Using such a…

Social and Information Networks · Computer Science 2020-10-05 Parinaz Rahimizadeh , Mohammad Javad Shayegan

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices…

Mathematical Finance · Quantitative Finance 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca

More and more investors and machine learning models rely on social media (e.g., Twitter and Reddit) to gather real-time information and sentiment to predict stock price movements. Although text-based models are known to be vulnerable to…

Cryptography and Security · Computer Science 2022-07-14 Yong Xie , Dakuo Wang , Pin-Yu Chen , Jinjun Xiong , Sijia Liu , Sanmi Koyejo

Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

Computational Engineering, Finance, and Science · Computer Science 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

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

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Social Networks represent one of the most important online sources to share content across a world-scale audience. In this context, predicting whether a post will have any impact in terms of engagement is of crucial importance to drive the…

Social and Information Networks · Computer Science 2023-06-21 Marco Arazzi , Marco Cotogni , Antonino Nocera , Luca Virgili

The advent of the era of Big Data has allowed many researchers to dig into various socio-technical systems, including social media platforms. In particular, these systems have provided them with certain verifiable means to look into certain…

Social and Information Networks · Computer Science 2015-08-31 Hoai Nguyen Huynh , Erika Fille Legara , Christopher Monterola

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

The massive amount of text data on the web has facilitated research on the quantitative analysis of public opinion, which could not be visualized earlier. In this paper, we propose a new opinion dynamics theory. This theory that is intended…

Physics and Society · Physics 2019-01-01 Akira Ishii , Yasuko Kawahata