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相关论文: Predictive analysis of Bitcoin price considering s…

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Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

统计金融 · 定量金融 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

计算金融 · 定量金融 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

机器学习 · 计算机科学 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

交易与市场微观结构 · 定量金融 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

信息检索 · 计算机科学 2016-10-31 Venkata Sasank Pagolu , Kamal Nayan Reddy Challa , Ganapati Panda , Babita Majhi

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…

统计金融 · 定量金融 2020-01-07 Nicola Uras , Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…

机器学习 · 计算机科学 2025-04-28 Stefano Sossi-Rojas , Gissel Velarde , Damian Zieba

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

机器学习 · 计算机科学 2025-05-06 Amit Kumar , Taoran Ji

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…

社会与信息网络 · 计算机科学 2018-07-02 Ross C. Phillips , Denise Gorse

Academics increasingly acknowledge the predictive power of social media for a wide variety of events and, more specifically, for financial markets. Anecdotal and empirical findings show that cryptocurrencies are among the financial assets…

The surge of retail investor activity on social media, exemplified by the 2021 GameStop short squeeze, raised questions about the influence of online sentiment on stock prices. This paper explores whether sentiment derived from social media…

计算与语言 · 计算机科学 2025-08-01 Mateusz Kmak , Kamil Chmurzyński , Kamil Matejuk , Paweł Kotzbach , Jan Kocoń

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

统计金融 · 定量金融 2025-10-21 Emmanuel Boadi

Blockchain technology has changed how people think about how they used to store and trade their assets, as it introduced us to a whole new way to transact: using digital currencies. One of the major innovations of blockchain technology is…

计算机与社会 · 计算机科学 2022-12-02 Trang Tran

Digital cryptocurrencies such as Bitcoin have exploded in recent years in both popularity and value. By their novelty, cryptocurrencies tend to be both volatile and highly speculative. The capricious nature of these coins is helped…

社会与信息网络 · 计算机科学 2023-03-06 Aos Mulahuwaish , Matthew Loucks , Basheer Qolomany , Ala Al-Fuqaha

Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…

统计金融 · 定量金融 2020-12-14 Justina Deveikyte , Helyette Geman , Carlo Piccari , Alessandro Provetti

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…

计算与语言 · 计算机科学 2025-09-03 Chenghao Liu , Aniket Mahanti , Ranesh Naha , Guanghao Wang , Erwann Sbai

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

统计金融 · 定量金融 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

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…

统计金融 · 定量金融 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices…

数理金融 · 定量金融 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca