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Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…

Statistical Finance · Quantitative Finance 2022-01-31 Jia Wang , Tong Sun , Benyuan Liu , Yu Cao , Degang Wang

With the increasing maturity and expansion of the cryptocurrency market, understanding and predicting its price fluctuations has become an important issue in the field of financial engineering. This article introduces an innovative Genetic…

Computational Finance · Quantitative Finance 2024-11-06 Quechen Yang

This study performs analysis of Predictive statements, Hope speech, and Regret Detection behaviors within cryptocurrency-related discussions, leveraging advanced natural language processing techniques. We introduce a novel classification…

Computation and Language · Computer Science 2024-09-05 Moein Shahiki Tash , Zahra Ahani , Mohim Tash , Olga Kolesnikova , Grigori Sidorov

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days. Bitcoin price behaviour is still largely unexplored, presenting new opportunities. We compared our results with two…

Statistical Finance · Quantitative Finance 2020-01-07 Nicola Uras , Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

In this paper, we propose a model to analyze sentiment of online stock forum and use the information to predict the stock volatility in the Chinese market. We have labeled the sentiment of the online financial posts and make the dataset…

Social and Information Networks · Computer Science 2017-05-09 Yifan Liu , Zengchang Qin , Pengyu Li , Tao Wan

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…

Physics and Society · Physics 2014-08-11 David Garcia , Claudio Juan Tessone , Pavlin Mavrodiev , Nicolas Perony

The report presents with the development and optimisation of an enhanced algorithmic trading strategy through the use of historical S&P 500 market data and earnings call sentiment analysis. The proposed strategy integrates various technical…

Artificial Intelligence · Computer Science 2026-03-24 Owen Nyo Wei Yuan , Victor Tan Jia Xuan , Ong Jun Yao Fabian , Ryan Tan Jun Wei

This paper analyzes correlations and causalities between Bitcoin market indicators and Twitter posts containing emotional signals on Bitcoin. Within a timeframe of 104 days (November 23rd 2013 - March 7th 2014), about 160,000 Twitter posts…

Social and Information Networks · Computer Science 2016-01-19 Jermain Kaminski

In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities. Despite their potential, current research on…

General Economics · Economics 2025-08-11 Yihang Fu , Mingyu Zhou , Luyao Zhang

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

The fusion of public sentiment data in the form of text with stock price prediction is a topic of increasing interest within the financial community. However, the research literature seldom explores the application of investor sentiment in…

Portfolio Management · Quantitative Finance 2022-03-14 Mufhumudzi Muthivhi , Terence L. van Zyl

Bitcoin has become the leading cryptocurrency system, but the limit on its transaction processing capacity has resulted in increased transaction fees and delayed transaction confirmation. As such, it is pertinent to understand and probably…

Cryptography and Security · Computer Science 2021-06-21 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning…

Statistical Finance · Quantitative Finance 2022-09-27 Jatin Nainani , Nirman Taterh , Md Ausaf Rashid , Ankit Khivasara

This study delves into the relationship between emotional trends from X platform data and the market dynamics of well-known cryptocurrencies Cardano, Binance, Fantom, Matic, and Ripple over the period from October 2022 to March 2023.…

Computation and Language · Computer Science 2024-05-07 Moein Shahiki Tash , Zahra Ahani , Olga Kolesnikova , Grigori Sidorov

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Sentiment analysis can be used for stock market prediction. However, existing research has not studied the impact of a user's financial background on sentiment-based forecasting of the stock market using artificial neural networks. In this…

Statistical Finance · Quantitative Finance 2024-03-05 Ziyuan Ma , Conor Ryan , Jim Buckley , Muslim Chochlov

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
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