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Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

Machine Learning · Computer Science 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting…

Statistical Finance · Quantitative Finance 2023-12-20 Ana Fernández Vilas , Rebeca Díaz Redondo , Antón Lorenzo García

This paper describes our deep learning-based approach to sentiment analysis in Twitter as part of SemEval-2016 Task 4. We use a convolutional neural network to determine sentiment and participate in all subtasks, i.e. two-point,…

Computation and Language · Computer Science 2016-09-12 Sebastian Ruder , Parsa Ghaffari , John G. Breslin

Sentiment quantification is the task of training, by means of supervised learning, estimators of the relative frequency (also called ``prevalence'') of sentiment-related classes (such as \textsf{Positive}, \textsf{Neutral},…

Computation and Language · Computer Science 2021-09-21 Alejandro Moreo , Fabrizio Sebastiani

Accurate and interpretable forecasting of multivariate time series is crucial for understanding the complex dynamics of cryptocurrency markets in digital asset systems. Advanced deep learning methodologies, particularly Transformer-based…

Machine Learning · Computer Science 2025-12-24 Yuan Gao , Zhenguo Dong , Xuelong Wang , Zhiqiang Wang , Yong Zhang , Shaofan Wang

Over the last few years, social media has evolved into a medium for expressing personal views, emotions, and even business and political proposals, recommendations, and advertisements. We address the topic of identifying emotions from text…

Machine Learning · Computer Science 2025-11-06 Md Mahbubur Rahman , Shaila Sharmin

Datasets with induced emotion labels are scarce but of utmost importance for many NLP tasks. We present a new, automated method for collecting texts along with their induced reaction labels. The method exploits the online use of reaction…

Computation and Language · Computer Science 2021-05-24 Boaz Shmueli , Soumya Ray , Lun-Wei Ku

Technical traders have long relied on visual analysis of candlestick charts to identify market patterns and predict price movements. While deep learning has achieved remarkable success in image classification, its application to financial…

Computer Vision and Pattern Recognition · Computer Science 2026-05-05 Dustin M. Haggett

Emotion detection from the text is an important and challenging problem in text analytics. The opinion-mining experts are focusing on the development of emotion detection applications as they have received considerable attention of online…

Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its origin. This volatility, together with its decentralised nature, make Bitcoin highly subjective to speculative trading as compared to more…

Statistical Finance · Quantitative Finance 2024-06-13 Yanzhao Zou , Dorien Herremans

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

In the last few years, emotion detection in social-media text has become a popular problem due to its wide ranging application in better understanding the consumers, in psychology, in aiding human interaction with computers, designing smart…

Computation and Language · Computer Science 2021-03-02 Anshul Wadhawan , Akshita Aggarwal

Sentiment analysis is a well-known natural language processing task that involves identifying the emotional tone or polarity of a given piece of text. With the growth of social media and other online platforms, sentiment analysis has become…

Computation and Language · Computer Science 2023-07-03 Mohammad Belal , James She , Simon Wong

Automatic sentiment analysis play vital role in decision making. Many organizations spend a lot of budget to understand their customer satisfaction by manually going over their feedback/comments or tweets. Automatic sentiment analysis can…

Computation and Language · Computer Science 2021-07-07 Mohammad Aimal , Maheen Bakhtyar , Junaid Baber , Sadia Lakho , Umar Mohammad , Warda Ahmed , Jahanvash Karim

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

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

This study attempts to analyze patterns in cryptocurrency markets using a special type of deep neural networks, namely a convolutional autoencoder. The method extracts the dominant features of market behavior and classifies the 40 studied…

Machine Learning · Computer Science 2019-10-29 Vladimir Puzyrev

Estimating the intensity of emotion has gained significance as modern textual inputs in potential applications like social media, e-retail markets, psychology, advertisements etc., carry a lot of emotions, feelings, expressions along with…

Information Retrieval · Computer Science 2019-04-02 Subba Reddy Oota , Adithya Avvaru , Mounika Marreddy , Radhika Mamidi

As of February 2016 Facebook allows users to express their experienced emotions about a post by using five so-called `reactions'. This research paper proposes and evaluates alternative methods for predicting these reactions to user posts on…

Artificial Intelligence · Computer Science 2017-12-12 Florian Krebs , Bruno Lubascher , Tobias Moers , Pieter Schaap , Gerasimos Spanakis

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu