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The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

Social and Information Networks · Computer Science 2016-05-13 David Garcia , Frank Schweitzer

This paper presents a large-scale analysis of the cryptocurrency community on Reddit, shedding light on the intricate relationship between the evolution of their activity, emotional dynamics, and price movements. We analyze over 130M posts…

Cryptography and Security · Computer Science 2023-12-15 Kostantinos Papadamou , Jay Patel , Jeremy Blackburn , Philipp Jovanovic , Emiliano De Cristofaro

Cryptocurrencies have recently experienced a new wave of price volatility and interest; activity within social media communities relating to cryptocurrencies has increased significantly. There is currently limited documented knowledge of…

Social and Information Networks · Computer Science 2018-07-02 Ross C. Phillips , Denise Gorse

As cryptocurrencies gain popularity, the digital asset marketplace becomes increasingly significant. Understanding social media signals offers valuable insights into investor sentiment and market dynamics. Prior research has predominantly…

Computation and Language · Computer Science 2025-09-03 Chenghao Liu , Aniket Mahanti , Ranesh Naha , Guanghao Wang , Erwann Sbai

Financial sentiment analysis plays a crucial role in decoding market trends and guiding strategic trading decisions. Despite the deployment of advanced deep learning techniques and language models to refine sentiment analysis in finance,…

Computation and Language · Computer Science 2023-11-07 Georgios Fatouros , John Soldatos , Kalliopi Kouroumali , Georgios Makridis , Dimosthenis Kyriazis

Crypto Key Opinion Leaders (KOLs) shape Web3 narratives and retail investment behaviour. In volatile, high-risk markets, their credibility becomes a key determinant of their influence on followers. Yet prior research has focused on…

Social and Information Networks · Computer Science 2026-03-17 Alexander Kropiunig , Svetlana Kremer , Bernhard Haslhofer

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

Cryptocurrency is a form of digital currency using cryptographic techniques in a decentralized system for secure peer-to-peer transactions. It is gaining much popularity over traditional methods of payments because it facilitates a very…

Cryptography and Security · Computer Science 2023-08-01 Samyak Jain , Sarthak Johari , Radhakrishnan Delhibabu

Cryptocurrencies have become a trendy topic recently, primarily due to their disruptive potential and reports of unprecedented returns. In addition, academics increasingly acknowledge the predictive power of Social Media in many fields and,…

Statistical Finance · Quantitative Finance 2022-10-04 Federico D'Amario , Milos Ciganovic

We study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded during the first six months of 2018.…

Statistical Finance · Quantitative Finance 2019-03-05 Tomaso Aste

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

Sentiment analysis, an increasingly vital field in both academia and industry, plays a pivotal role in machine learning applications, particularly on social media platforms like Reddit. However, the efficacy of sentiment analysis models is…

Computation and Language · Computer Science 2024-05-29 Xiaoxia Zhang , Xiuyuan Qi , Zixin Teng

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

Anticipating price developments in financial markets is a topic of continued interest in forecasting. Funneled by advancements in deep learning and natural language processing (NLP) together with the availability of vast amounts of textual…

Statistical Finance · Quantitative Finance 2023-03-21 Duygu Ider , Stefan Lessmann

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

This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as…

Statistical Finance · Quantitative Finance 2018-11-09 Marvin Aron Kennis

The cryptocurrency is attracting more and more attention because of the blockchain technology. Ethereum is gaining a significant popularity in blockchain community, mainly due to the fact that it is designed in a way that enables developers…

Computation and Language · Computer Science 2018-11-28 TonTon Hsien-De Huang , Po-Wei Hong , Ying-Tse Lee , Yi-Lun Wang , Chi-Leong Lok , Hung-Yu Kao

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

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

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li