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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

Majority-vote model is a much-studied model for social opinion dynamics of two competing opinions. With the recent appreciation that our social network comprises a variety of different layers forming a multiplex network, a natural question…

Physics and Society · Physics 2019-05-22 Jeehye Choi , K. -I. Goh

In the forthcoming ISDA Standard Credit Support Annex (SCSA), the trades denominated in non-G5 currencies as well as those include multiple currencies are expected to be allocated to the USD silo, where the contracts are collateralized by…

Pricing of Securities · Quantitative Finance 2011-12-09 Masaaki Fujii , Akihiko Takahashi

The rapid growth of e-commerce has made people accustomed to shopping online. Before making purchases on e-commerce websites, most consumers tend to rely on rating scores and review information to make purchase decisions. With this…

Information Retrieval · Computer Science 2020-07-07 Yingqiang Ge , Shuyuan Xu , Shuchang Liu , Zuohui Fu , Fei Sun , Yongfeng Zhang

Opinion polarization is a ubiquitous phenomenon in opinion dynamics. In contrast to the traditional consensus oriented group decision making (GDM) framework, this paper proposes a framework with the co-evolution of both opinions and…

Social and Information Networks · Computer Science 2017-05-18 Qingxing Dong , Xin Zhou

In a previous paper we proposed a model to study the dynamics of opinion formation in human societies by a co-evolution process involving two distinct time scales of fast transaction and slower network evolution dynamics. In the transaction…

Physics and Society · Physics 2012-05-22 Gerardo Iñiguez , Rafael A. Barrio , János Kertész , Kimmo K. Kaski

Motivated by the empirical study that identifies a correlation between particular social responses and different interaction ranges, we study the $q$-voter model with various combinations of local and global sources of conformity and…

Physics and Society · Physics 2020-07-06 Arkadiusz Jędrzejewski , Bartłomiej Nowak , Angelika Abramiuk , Katarzyna Sznajd-Weron

In the modern web economy hyperlinks have already attained monetary value as incoming links to a web site can increase its visibility on major search engines. Thus links can be viewed as investment instruments that can be the subject of an…

Condensed Matter · Physics 2007-05-23 Boris Galitsky , Mark Levene

This paper studies the evolution of the distribution of opinions in a population of individuals in which there exist two distinct subgroups of highly-committed, well-connected opinion leaders endowed with a strong convincing power. Each…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Nino Boccara

Considerable efforts have been made in recent years to produce detailed topologies of the Internet. Although Internet topology data have been brought to the attention of a wide and somewhat diverse audience of scholars, so far they have…

Physics and Society · Physics 2012-02-21 Massimo Riccaboni , Alessandro Rossi , Stefano Schiavo

Maritime shipping is a backbone of international trade and, thus, the world economy. Cargo-loaded vessels travel from one country's port to another via an underlying port-to-port transport network, contributing to international trade values…

Social and Information Networks · Computer Science 2020-10-26 Mengqiao Xu , Qian Pan , Haoxiang Xia , Naoki Masuda

Binary options trading is often marketed as a field where predictive models can generate consistent profits. However, the inherent randomness and stochastic nature of binary options make price movements highly unpredictable, posing…

We apply the recently developed reduced Google matrix algorithm for the analysis of the OECD-WTO world network of economic activities. This approach allows to determine interdependences and interactions of economy sectors of several…

Trading and Market Microstructure · Quantitative Finance 2020-12-15 Célestin Coquidé , José Lages , Dima L. Shepelyansky

Recent studies have shown the classification and prediction power of the Neural Networks. It has been demonstrated that a NN can approximate any continuous function. Neural networks have been successfully used for forecasting of financial…

Neural and Evolutionary Computing · Computer Science 2018-02-09 Bogdan Oancea , ŞTefan Cristian Ciucu

In this paper, we use a variety of machine learning methods to quantify the extent to which economic and technological factors are predictive of the progression of Central Bank Digital Currencies (CBDC) within a country, using as our…

Machine Learning · Computer Science 2021-02-24 Toshiko Matsui , Daniel Perez

Dynamic social opinion models have been widely studied on undirected networks, and most of them are based on spin interaction models that produce a consensus. In reality, however, many networks such as Twitter and the World Wide Web are…

Physics and Society · Physics 2015-06-19 Bo Qu , Qian Li , Shlomo Havlin , H. Eugene Stanley , Huijuan Wang

Since 2007, several contributions have tried to identify early-warning signals of the financial crisis. However, the vast majority of analyses has focused on financial systems and little theoretical work has been done on the economic…

Physics and Society · Physics 2016-08-04 Fabio Saracco , Riccardo Di Clemente , Andrea Gabrielli , Tiziano Squartini

This study empirically examines interdependencies between BitCoin and altcoin markets in the short- and long-run. We apply time-series analytical mechanisms to daily data of 17 virtual currencies (BitCoin + 16 alternative virtual…

Economics · Quantitative Finance 2017-06-23 Pavel Ciaian , Miroslava Rajcaniova , d'Artis Kancs

The article is concerned with the problem of multi-step financial time series forecasting of Foreign Exchange (FX) rates. To address this problem, we introduce a regression network termed RegPred Net. The exchange rate to forecast is…

Statistical Finance · Quantitative Finance 2022-05-12 Linwei Li , Paul-Amaury Matt , Christian Heumann

The pricing and hedging of a general class of options (including American, Bermudan and European options) on multiple assets are studied in the context of currency markets where trading is subject to proportional transaction costs, and…

Pricing of Securities · Quantitative Finance 2014-06-03 Alet Roux , Tomasz Zastawniak
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