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Can unstructured text data from social media help explain the drivers of large asset price fluctuations? This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of…

General Economics · Economics 2023-08-09 Valentina Semenova , Julian Winkler

While affective expressions on social media have been extensively studied, most research has focused on the Western context. This paper explores cultural differences in affective expressions by comparing valence and arousal on Twitter/X…

Computers and Society · Computer Science 2025-02-11 Young-Min Cho , Dandan Pang , Stuti Thapa , Garrick Sherman , Lyle Ungar , Louis Tay , Sharath Chandra Guntuku

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

We develop an open-source tool (EmTract) that extracts emotions from social media text tailed for financial context. To do so, we annotate ten thousand short messages from a financial social media platform (StockTwits) and combine it with…

Pricing of Securities · Quantitative Finance 2023-06-23 Domonkos F. Vamossy , Rolf Skog

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

Recommender system is one of the most critical technologies for large internet companies such as Amazon and TikTok. Although millions of users use recommender systems globally everyday, and indeed, much data analysis work has been done to…

Information Retrieval · Computer Science 2025-05-29 Hao Wang

Emotion detection is pivotal in human communication, as it significantly influences behavior, relationships, and decision-making processes. This study concentrates on text-based emotion detection by leveraging the GoEmotions dataset, which…

Computation and Language · Computer Science 2024-11-18 Maliheh Alaeddini

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Social aspects of software projects become increasingly important for research and practice. Different approaches analyze the sentiment of a development team, ranging from simply asking the team to so-called sentiment analysis on text-based…

Software Engineering · Computer Science 2022-07-19 Marc Herrmann , Martin Obaidi , Larissa Chazette , Jil Klünder

The COVID-19 pandemic has claimed millions of lives worldwide and elicited heightened emotions. This study examines the expression of various emotions pertaining to COVID-19 in the United States and India as manifested in over 54 million…

Computation and Language · Computer Science 2023-03-21 Brandon Siyuan Loh , Raj Kumar Gupta , Ajay Vishwanath , Andrew Ortony , Yinping Yang

We study the problem of predicting whether the price of the 21 most popular cryptocurrencies (according to coinmarketcap.com) will go up or down on day d, using data up to day d-1. Our C2P2 algorithm is the first algorithm to consider the…

Machine Learning · Computer Science 2019-06-04 Chongyang Bai , Tommy White , Linda Xiao , V. S. Subrahmanian , Ziheng Zhou

Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics…

Statistical Finance · Quantitative Finance 2020-02-12 Stanisław Drożdż , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek , Marcin Wątorek

This paper discusses how to crawl the data of financial forums such as stock bar, and conduct emotional analysis combined with the in-depth learning model. This paper will use the Bert model to train the financial corpus and predict the…

Statistical Finance · Quantitative Finance 2022-05-16 Chenrui Zhang

Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of return distributions, volatility autocorrelation, Hurst…

Statistical Finance · Quantitative Finance 2018-07-20 Stanisław Drożdż , Robert Gębarowski , Ludovico Minati , Paweł Oświęcimka , Marcin Wątorek

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…

Statistical Finance · Quantitative Finance 2021-03-10 Marcin Wątorek , Stanisław Drożdż , Jarosław Kwapień , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek

Recognizing emotion from speech has become one the active research themes in speech processing and in applications based on human-computer interaction. This paper conducts an experimental study on recognizing emotions from human speech. The…

Sound · Computer Science 2015-06-24 Assel Davletcharova , Sherin Sugathan , Bibia Abraham , Alex Pappachen James

In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log…

Trading and Market Microstructure · Quantitative Finance 2022-07-11 Tomas Scagliarini , Giuseppe Pappalardo , Alessio Emanuele Biondo , Alessandro Pluchino , Andrea Rapisarda , Sebastiano Stramaglia

This study employs an event study methodology to investigate the market impact of the U.S. Securities and Exchange Commission's (SEC) classification of crypto assets as securities. It explores how SEC interventions influence asset returns…

General Finance · Quantitative Finance 2024-12-04 Aman Saggu , Lennart Ante , Kaja Kopiec

The initial purpose of the study is to search whether the market exhibits herd behaviour or not by examining the crypto-asset market in the context of behavioural finance. And the second purpose of the study is to measure whether the…

General Economics · Economics 2021-04-05 Üzeyir Aydin , Büşra Ağan , Ömer Aydin

Sarcasm, sentiment, and emotion are three typical kinds of spontaneous affective responses of humans to external events and they are tightly intertwined with each other. Such events may be expressed in multiple modalities (e.g., linguistic,…

Computation and Language · Computer Science 2023-06-07 Yaochen Liu , Yazhou Zhang , Dawei Song