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Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

Statistical Finance · Quantitative Finance 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Financial Sentiment Analysis (FSA) traditionally relies on human-annotated sentiment labels to infer investor sentiment and forecast market movements. However, inferring the potential market impact of words based on their human-perceived…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Hamid Moradi-Kamali , Mohammad-Hossein Rajabi-Ghozlou , Mahdi Ghazavi , Ali Soltani , Amirreza Sattarzadeh , Reza Entezari-Maleki

This paper presents a transformer-based approach for classifying hope expressions in text. We developed and compared three architectures (BERT, GPT-2, and DeBERTa) for both binary classification (Hope vs. Not Hope) and multiclass…

Computation and Language · Computer Science 2025-11-18 Chukwuebuka Fortunate Ijezue , Tania-Amanda Fredrick Eneye , Maaz Amjad

With the growth of social medias, such as Twitter, plenty of user-generated data emerge daily. The short texts published on Twitter -- the tweets -- have earned significant attention as a rich source of information to guide many…

Artificial Intelligence · Computer Science 2021-06-01 Sérgio Barreto , Ricardo Moura , Jonnathan Carvalho , Aline Paes , Alexandre Plastino

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

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

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

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

Tweet sentiment extraction extracts the most significant portion of the sentence, determining whether the sentiment is positive or negative. This research aims to identify the part of tweet sentences that strikes any emotion. To reach this…

Artificial Intelligence · Computer Science 2023-08-14 Zied Baklouti

This paper introduces a study on tweet sentiment classification. Our task is to classify a tweet as either positive or negative. We approach the problem in two steps, namely embedding and classifying. Our baseline methods include several…

Computation and Language · Computer Science 2021-10-01 Tommaso Macrì , Freya Murphy , Yunfan Zou , Yves Zumbach

This thesis explores the ways by how people express their opinions on German Twitter, examines current approaches to automatic mining of these feelings, and proposes novel methods, which outperform state-of-the-art techniques. For this…

Computation and Language · Computer Science 2019-12-02 Wladimir Sidorenko

Social media include diverse interaction metrics related to user popularity, the most evident example being the number of user followers. The latter has raised concerns about the credibility of the posts by the most popular creators.…

Social and Information Networks · Computer Science 2024-06-19 Silvia García-Méndez , Francisco de Arriba-Pérez , Jaime González-Gonzáleza , Francisco J. González-Castaño

Blockchain technology has revolutionized the financial landscape, with cryptocurrencies gaining widespread adoption for their decentralized and transparent nature. As the sentiment expressed on social media platforms can significantly…

Computation and Language · Computer Science 2023-10-23 Rahman S M Wahidur , Ishmam Tashdeed , Manjit Kaur , Heung-No-Lee

Microblog, an online-based broadcast medium, is a widely used forum for people to share their thoughts and opinions. Recently, Emotion Recognition (ER) from microblogs is an inspiring research topic in diverse areas. In the machine learning…

Machine Learning · Computer Science 2023-01-10 Md. Ahsan Habib , M. A. H. Akhand , Md. Abdus Samad Kamal

We study the problem of predicting the future performance of cryptocurrencies using social media data. We propose a new model to measure the engagement of users with topics discussed on social media based on interactions with social media…

Social and Information Networks · Computer Science 2023-07-19 Khizar Qureshi , Tauhid Zaman

Over the past decade humans have experienced exponential growth in the use of online resources, in particular social media and microblogging websites such as Facebook, Twitter, YouTube and also mobile applications such as WhatsApp, Line,…

Information Retrieval · Computer Science 2015-09-09 Rishabh Soni , K. James Mathai

Sentiment analysis of social media data consists of attitudes, assessments, and emotions which can be considered a way human think. Understanding and classifying the large collection of documents into positive and negative aspects are a…

Computation and Language · Computer Science 2020-07-16 Aditya Sharma , Alex Daniels

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

Understanding the public sentiment and perception in a healthcare crisis is essential for developing appropriate crisis management techniques. While some studies have used Twitter data for predictive modelling during COVID-19, fine-grained…

Computation and Language · Computer Science 2021-03-02 Abdul Hameed Azeemi , Adeel Waheed