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Related papers: Mining Tweets to Predict Future Bitcoin Price

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The cryptocurrency market is highly volatile compared to traditional financial markets. Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate CryptoQuant data (e.g. on-chain analytics, exchange and…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Dorien Herremans , Kah Wee Low

In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate…

Statistical Finance · Quantitative Finance 2019-05-06 Lyudmyla Kirichenko , Vitalii Bulakh , Tamara Radivilova

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

Physics and Society · Physics 2020-12-02 Nicolò Vallarano , Claudio Tessone , Tiziano Squartini

As more and more data being created every day, all of it can help take better decisions with data analysis. It is not different from data generated in financial markets. Here we examine the process of how the global economy is affected by…

Statistical Finance · Quantitative Finance 2021-01-12 Ujwal Kandi , Sasikanth Gujjula , Venkatesh Buddha , V S Bhagavan

Cryptocurrency, the most controversial and simultaneously the most interesting asset, has attracted many investors and speculators in recent years. The visibly significant market capitalization of cryptos also motivates modern financial…

Risk Management · Quantitative Finance 2021-12-10 Junjie Hu , Wolfgang Karl Härdle , Weiyu Kuo

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

Social network has gained remarkable attention in the last decade. Accessing social network sites such as Twitter, Facebook LinkedIn and Google+ through the internet and the web 2.0 technologies has become more affordable. People are…

Social and Information Networks · Computer Science 2023-06-22 Mariam Adedoyin-Olowe , Mohamed Medhat Gaber , Frederic Stahl

The increasing popularity of the social networking service, Twitter, has made it more involved in day-to-day communications, strengthening social relationships and information dissemination. Conversations on Twitter are now being explored…

Social and Information Networks · Computer Science 2017-01-16 Oluwaseun Ajao , Jun Hong , Weiru Liu

Bitcoin is a popular cryptocurrency that records alltransactions in a distributed append-only public ledger calledblockchain. The security of Bitcoin heavily relies on the incentive-compatible proof-of-work (PoW) based distributed consensus…

Cryptography and Security · Computer Science 2018-06-05 Mauro Conti , Sandeep Kumar E , Chhagan Lal , Sushmita Ruj

This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…

Statistical Finance · Quantitative Finance 2020-10-01 Nektarios Aslanidis , Aurelio F. Bariviera , Alejandro Perez-Laborda

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

Statistical Finance · Quantitative Finance 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

Prediction of stock prices has been a crucial and challenging task, especially in the case of highly volatile digital currencies such as Bitcoin. This research examineS the potential of using neural network models, namely LSTMs and GRUs, to…

Statistical Finance · Quantitative Finance 2024-05-15 Ali Mohammadjafari

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

Predicting stock market is vital for investors and policymakers, acting as a barometer of the economic health. We leverage social media data, a potent source of public sentiment, in tandem with macroeconomic indicators as…

Artificial Intelligence · Computer Science 2023-12-08 Shengkun Wang , YangXiao Bai , Taoran Ji , Kaiqun Fu , Linhan Wang , Chang-Tien Lu

One of the major sources of trending news, events and opinion in the current age is micro blogging. Twitter, being one of them, is extensively used to mine data about public responses and event updates. This paper intends to propose methods…

Social and Information Networks · Computer Science 2015-06-22 Rishabh Jain , Abhishek B. S. , Satvik Jagannath

Anonymity in Bitcoin, a peer-to-peer electronic currency system, is a complicated issue. Within the system, users are identified by public-keys only. An attacker wishing to de-anonymize its users will attempt to construct the one-to-many…

Physics and Society · Physics 2012-05-08 Fergal Reid , Martin Harrigan

Twitter, a microblogging service, is todays most popular platform for communication in the form of short text messages, called Tweets. Users use Twitter to publish their content either for expressing concerns on information news or views on…

Social and Information Networks · Computer Science 2017-11-29 Dhanasekar Sundararaman , Priya Arora , Vishwanath Seshagiri

In this era of digitisation, news reader tend to read news online. This is because, online media instantly provides access to a wide variety of content. Thus, people don't have to wait for tomorrow's newspaper to know what's happening…

Computation and Language · Computer Science 2021-06-15 Sohom Ghosh

Internet and the proliferation of smart mobile devices have changed the way information is created, shared, and spreads, e.g., microblogs such as Twitter, weblogs such as LiveJournal, social networks such as Facebook, and instant messengers…

Computation and Language · Computer Science 2017-10-05 Preslav Nakov

Data Stream Mining is one of the area gaining lot of practical significance and is progressing at a brisk pace with new methods, methodologies and findings in various applications related to medicine, computer science, bioinformatics and…

Databases · Computer Science 2016-05-06 M. S. B. PhridviRaja , C. V. GuruRao