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Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools.…

Statistical Finance · Quantitative Finance 2012-04-19 Huina Mao , Scott Counts , Johan Bollen

Emotion is an important factor to consider when designing visualizations as it can impact the amount of trust viewers place in a visualization, how well they can retrieve information and understand the underlying data, and how much they…

Human-Computer Interaction · Computer Science 2024-07-29 Carter Blair , Xiyao Wang , Charles Perin

This study investigates how social media sentiment derived from Reddit comments can be used to enhance investment decisions in a way that offers higher returns with lower risk. Using BERTweet we analyzed over 2 million Reddit comments from…

Social and Information Networks · Computer Science 2025-08-05 Gatik Goyal , Sharvil Phadke , Arnav Sharma , Huifang Qin

Decentraland, a decentralized virtual reality platform operating within the expanding Metaverse ecosystem, utilizes its native MANA token to facilitate virtual asset transactions and governance. This study investigates the integration of…

Computation and Language · Computer Science 2026-05-25 Xintong Wu , Peiting Tsai , Jing Yuan , Michael Yu , Greg Sun , Luyao Zhang

We present positive evidence of price stability of cryptocurrencies as a medium of exchange. For the sample years from 2016 to 2020, the prices of major cryptocurrencies are found to be stable, relative to major financial assets.…

General Economics · Economics 2021-12-14 Tatsuru Kikuchi , Toranosuke Onishi , Kenichi Ueda

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

Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market…

General Finance · Quantitative Finance 2015-08-24 Paul Ormerod , Rickard Nyman , David Tuckett

This paper conducts an intricate analysis of musical emotions and trends using Spotify music data, encompassing audio features and valence scores extracted through the Spotipi API. Employing regression modeling, temporal analysis, mood…

Sound · Computer Science 2023-10-31 Shruti Dutta , Shashwat Mookherjee

We study dynamic visual representations as a proxy for investor sentiment about the stock market. Our sentiment index, GIFsentiment, is constructed from millions of posts in the Graphics Interchange Format (GIF) on a leading investment…

Pricing of Securities · Quantitative Finance 2025-12-24 Ming Gu , David Hirshleifer , Siew Hong Teoh , Shijia Wu

In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neural network (RNN). The model consists of two tracks: the…

Machine Learning · Computer Science 2025-04-15 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

Emotions play an important role in interpersonal interactions and social conflict, yet their function in the development of controversy and disagreement in online conversations has not been explored. To address this gap, we study…

Computation and Language · Computer Science 2022-12-02 Kai Chen , Zihao He , Rong-Ching Chang , Jonathan May , Kristina Lerman

One of the main events that involve the world economy in 2022 is the conflict between Russia and Ukraine. This event offers a rare opportunity to analyze how events of this magnitude can reflect the use of cryptocurrencies. This work aims…

Social and Information Networks · Computer Science 2022-06-24 Pedro Henrique F. S. Oliveira , Daniel Muller Rezende , Heder Soares Bernardino , Saulo Moraes Villela , Alex Borges Vieira

Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. All financial markets, including the cryptocurrency market, belong to the economical sphere…

Statistical Finance · Quantitative Finance 2020-09-22 Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka , Tomasz Stanisz , Marcin Wątorek

Although real-time facial emotion recognition is a hot topic research domain in the field of human-computer interaction, state-of the-art available datasets still suffer from various problems, such as some unrelated photos such as document…

Computer Vision and Pattern Recognition · Computer Science 2023-04-07 Rahmeh Abou Zafra , Lana Ahmad Abdullah , Rouaa Alaraj , Rasha Albezreh , Tarek Barhoum , Khloud Al Jallad

This paper presents a comprehensive study on the integration of text-derived, time-varying sentiment factors into traditional multi-factor asset pricing models. Leveraging FinBERT, a domain-specific deep learning language model, we…

Computational Engineering, Finance, and Science · Computer Science 2025-05-06 Chi Zhang

We examine how skewness interacts with kurtosis within the cryptocurrency market. We show that during the COVID-19 pandemic there are more clusters of observations around the two flanks, highlighting the presence of a volatile behavior.…

General Finance · Quantitative Finance 2025-05-29 Ariston Karagiorgis , Antonis Ballis , Konstantinos Drakos , Christos Kallandranis

With the widespread use of email, we now have access to unprecedented amounts of text that we ourselves have written. In this paper, we show how sentiment analysis can be used in tandem with effective visualizations to quantify and track…

Computation and Language · Computer Science 2013-09-26 Saif M. Mohammad , Tony , Yang

As the popularity and reach of social networks continue to surge, a vast reservoir of opinions and sentiments across various subjects inundates these platforms. Among these, X social network (formerly Twitter) stands as a juggernaut,…

Social and Information Networks · Computer Science 2025-04-16 Pardis Moradbeiki , Mohammad Ali Zare Chahooki

While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…

Trading and Market Microstructure · Quantitative Finance 2021-10-19 Danial Saef , Odett Nagy , Sergej Sizov , Wolfgang Karl Härdle

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…

Mathematical Finance · Quantitative Finance 2023-10-17 Edson Pindza , Jules Clement Mba , Sutene Mwambi , Nneka Umeorah
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