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This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a Google Trends attention measure specific for the…

Statistical Finance · Quantitative Finance 2021-06-15 Nektarios Aslanidis , Aurelio F. Bariviera , Óscar G. López

Automatic identification of emotions expressed in Twitter data has a wide range of applications. We create a well-balanced dataset by adding a neutral class to a benchmark dataset consisting of four emotions: fear, sadness, joy, and anger.…

Computation and Language · Computer Science 2022-08-10 Ionuţ-Alexandru Albu , Stelian Spînu

When people try to understand nuanced language they typically process multiple input sensor modalities to complete this cognitive task. It turns out the human brain has even a specialized neuron formation, called sagittal stratum, to help…

Computation and Language · Computer Science 2022-02-04 Apostol Vassilev , Munawar Hasan , Honglan Jin

As the pioneer of blockchain technology, Bitcoin is the most popular cryptocurrency to date. Given its dramatic price spikes (and crashes) along with the never-ending news from SEC regulations to security breaches, there seems to be a lack…

Computers and Society · Computer Science 2020-06-04 Anthony Luo , Dianxiang Xu

The ascension of social media platforms has transformed our understanding of urban environments, giving rise to nuanced variations in sentiment reaction embedded within human perception and opinion, and challenging existing multidimensional…

Computation and Language · Computer Science 2025-10-10 Jingfei Huang , Han Tu

This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cryptocurrencies, we examine extreme behaviour through a study…

Mathematical Finance · Quantitative Finance 2020-12-01 Nick James , Max Menzies , Jennifer Chan

Accurately predicting short-term stock price movement remains a challenging task due to the market's inherent volatility and sensitivity to investor sentiment. This paper discusses a deep learning framework that integrates emotion features…

Machine Learning · Computer Science 2025-10-07 An Vuong , Susan Gauch

The year 2017 saw the rise and fall of the crypto-currency market, followed by high variability in the price of all crypto-currencies. In this work, we study the abrupt transition in crypto-currency residuals, which is associated with the…

Statistical Finance · Quantitative Finance 2019-11-11 Chengyi Tu , Paolo DOdorico , Samir Suweis

Cryptocurrencies as a new way of transferring assets and securing financial transactions have gained popularity in recent years. Transactions in cryptocurrencies are publicly available, hence, statistical studies on different aspects of…

Social and Information Networks · Computer Science 2019-09-17 Amir Pasha Motamed , Behnam Bahrak

We examine the affective content of central bank press statements using emotion analysis. Our focus is on two major international players, the European Central Bank (ECB) and the US Federal Reserve Bank (Fed), covering a time span from 1998…

Computation and Language · Computer Science 2019-11-27 Sven Buechel , Simon Junker , Thore Schlaak , Claus Michelsen , Udo Hahn

First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

Trading and Market Microstructure · Quantitative Finance 2021-04-06 Dorsa Mohammadi Arezooji

This paper presents a cross-domain trend analysis that aims to identify and analyze the relationships between stock prices, stock news on Twitter, and users' behaviors on e-commerce websites. The analysis is based on three datasets: a US…

Statistical Finance · Quantitative Finance 2023-01-02 Aditya Pandey , Haseeba Fathiya , Nivedita Patel

Cryptocurrency is a digital currency that uses blockchain technology with secure encryption. Due to the decentralization of these currencies, traditional monetary systems and the capital market of each they, can influence a society.…

Computation and Language · Computer Science 2025-01-20 Vahid Amiri , Mahmood Ahmadi

In this paper, we design an integrated algorithm to evaluate the sentiment of Chinese market. Firstly, with the help of the web browser automation, we crawl a lot of news and comments from several influential financial websites…

Computational Finance · Quantitative Finance 2018-09-25 Junfeng Jiang , Jiahao Li

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

Machine Learning · Computer Science 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula

Numerous models describing the human emotional states have been built by the psychology community. Alongside, Deep Neural Networks (DNN) are reaching excellent performances and are becoming interesting features extraction tools in many…

Artificial Intelligence · Computer Science 2019-04-22 Corentin Kervadec , Valentin Vielzeuf , Stéphane Pateux , Alexis Lechervy , Frédéric Jurie

The relationship between digital media use and mental health remains poorly understood, in part because real-world digital behavior is rarely captured at scale. This intensive longitudinal study tracked participants' complete natural…

Human-Computer Interaction · Computer Science 2026-03-17 Christopher A. Kelly , Yikun Chi , Nicholas Haber , Byron Reeves , Mu-Jung Cho , Thomas N. Robinson , Nilam Ram , Johannes C. Eichstaedt

The increasing use of cryptoassets for international remittances has proven to be faster and more cost-effective, particularly for migrants without access to traditional banking. However, the inherent volatility of cryptoasset prices,…

Physics and Society · Physics 2024-05-02 Abhijit Chakraborty , Yuichi Ikeda

We investigate whether cryptocurrency markets differentiate between infrastructure failures and regulatory enforcement at the return level, complementing a companion conditional variance analysis that finds 5.7 times larger volatility…

Statistical Finance · Quantitative Finance 2026-02-17 Murad Farzulla

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem