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Cryptocurrency is a fast-moving space, with a continuous influx of new projects every year. However, an increasing number of incidents in the space, such as hacks and security breaches, threaten the growth of the community and the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Inwon Kang , Maruf Ahmed Mridul , Abraham Sanders , Yao Ma , Thilanka Munasinghe , Aparna Gupta , Oshani Seneviratne

This paper focuses on sentiment mining and sentiment correlation analysis of web events. Although neural network models have contributed a lot to mining text information, little attention is paid to analysis of the inter-sentiment…

Computation and Language · Computer Science 2018-11-27 Xinzhi Wang , Shengcheng Yuan , Hui Zhang , Yi Liu

Opioid and substance misuse is rampant in the United States today, with the phenomenon known as the opioid crisis. The relationship between substance use and mental health has been extensively studied, with one possible relationship being…

Artificial Intelligence · Computer Science 2021-03-30 Usha Lokala , Francois Lamy , Triyasha Ghosh Dastidar , Kaushik Roy , Raminta Daniulaityte , Srinivasan Parthasarathy , Amit Sheth

In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…

Physics and Society · Physics 2018-05-04 Tianyu Ray Li , Anup S. Chamrajnagar , Xander R. Fong , Nicholas R. Rizik , Feng Fu

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

This paper examines factors that influence prices of most common five cryptocurrencies such as Bitcoin, Ethereum, Dash, Litecoin, and Monero over 2010-2018 using weekly data. The study employs ARDL technique and documents several findings.…

Pricing of Securities · Quantitative Finance 2025-12-01 Yhlas Sovbetov

This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…

Statistical Finance · Quantitative Finance 2020-10-01 Nektarios Aslanidis , Aurelio F. Bariviera , Alejandro Perez-Laborda

There has been growing interest in applying NLP techniques in the financial domain, however, resources are extremely limited. This paper introduces StockEmotions, a new dataset for detecting emotions in the stock market that consists of…

Computation and Language · Computer Science 2023-11-29 Jean Lee , Hoyoul Luis Youn , Josiah Poon , Soyeon Caren Han

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

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

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

Machine Learning · Computer Science 2025-05-06 Amit Kumar , Taoran Ji

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

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

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

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

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

Machine Learning · Computer Science 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

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

We analyze the time series of four major cryptocurrencies (Bitcoin, Ethereum, Litecoin, and Ripple) before the digital market crash at the end of 2017 - beginning 2018. We introduce a methodology that combines topological data analysis with…

Mathematical Finance · Quantitative Finance 2018-09-05 Marian Gidea , Daniel Goldsmith , Yuri Katz , Pablo Roldan , Yonah Shmalo

As CryptoPunks pioneers the innovation of non-fungible tokens (NFTs) in AI and art, the valuation mechanics of NFTs has become a trending topic. Earlier research identifies the impact of ethics and society on the price prediction of…

Computers and Society · Computer Science 2023-07-24 Luyao Zhang , Yutong Sun , Yutong Quan , Jiaxun Cao , Xin Tong

People worldwide are currently confronted with a number of technological challenges, which act as a potent source of uncertainty. The uncertainty arising from the volatility and unpredictability of technology (such as AI) and its potential…

Artificial Intelligence · Computer Science 2024-07-26 Alina Landowska , Maciej Skorski , Krzysztof Rajda