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We show that the behaviour of Bitcoin has interesting similarities to stock and precious metal markets, such as gold and silver. We report that whilst Litecoin, the second largest cryptocurrency, closely follows Bitcoin's behaviour, it does…

统计金融 · 定量金融 2014-11-10 Daniel Wilson-Nunn , Hector Zenil

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

People worldwide are currently confronted with a number of technological challenges, which act as a potent source of uncertainty. The uncertainty arising from the volatility and unpredictability of technology (such as AI) and its potential…

人工智能 · 计算机科学 2024-07-26 Alina Landowska , Maciej Skorski , Krzysztof Rajda

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

机器学习 · 计算机科学 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…

计算机与社会 · 计算机科学 2023-09-25 Petar Radanliev

Stock markets are impacted by a large variety of factors including news and discussions among investors about investment opportunities. With the emergence of social media, new opportunities for having financial discussions arose. The market…

社会与信息网络 · 计算机科学 2024-10-08 Zezhong Wang , Siyang Hao , Inez Maria Zwetsloot , Simon Trimborn

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…

统计金融 · 定量金融 2023-12-20 Ana Fernández Vilas , Rebeca Díaz Redondo , Antón Lorenzo García

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

机器学习 · 计算机科学 2024-10-21 Arthur Emanuel de Oliveira Carosia

Meme tokens represent a distinctive asset class within the cryptocurrency ecosystem, characterized by high community engagement, significant market volatility, and heightened vulnerability to market manipulation. This paper introduces an…

统计金融 · 定量金融 2025-06-09 Qiangqiang Liu , Qian Huang , Frank Fan , Haishan Wu , Xueyan Tang

As the pioneer of blockchain technology, Bitcoin is the most popular cryptocurrency to date. Given its dramatic price spikes (and crashes) along with the never-ending news from SEC regulations to security breaches, there seems to be a lack…

计算机与社会 · 计算机科学 2020-06-04 Anthony Luo , Dianxiang Xu

In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…

计算与语言 · 计算机科学 2022-04-22 Ali Raheman , Anton Kolonin , Igors Fridkins , Ikram Ansari , Mukul Vishwas

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

物理与社会 · 物理学 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

We examine the influence of Twitter promotion on cryptocurrency pump-and-dump events. By analyzing abnormal returns, trading volume, and tweet activity, we uncover that Twitter effectively garners attention for pump-and-dump schemes,…

交易与市场微观结构 · 定量金融 2023-06-06 David Ardia , Keven Bluteau

Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…

计算工程、金融与科学 · 计算机科学 2025-11-12 Marco Venturini , Daniel García-Costa , Elena Álvarez-García , Francisco Grimaldo , Flaminio Squazzoni

Cryptocurrencies, such as Bitcoin and Ethereum, are becoming increasingly prevalent mainly due to their anonymity, decentralization, transparency, and security. However, the completely public ledger makes the trace and analysis of each…

密码学与安全 · 计算机科学 2022-11-18 Shuo Chen , Shaikh Muhammad Uzair Norman

This paper examines factors that influence prices of most common five cryptocurrencies such as Bitcoin, Ethereum, Dash, Litecoin, and Monero over 2010-2018 using weekly data. The study employs ARDL technique and documents several findings.…

证券定价 · 定量金融 2025-12-01 Yhlas Sovbetov

In the hypertrophic and uncharted information world, recommender systems are gatekeepers of knowledge. The evolution of these algorithms is usually an opaque process, but in February 2023, the recommender system of X, formerly Twitter, was…

物理与社会 · 物理学 2024-05-02 Pietro Gravino , Ruggiero Donald Lo Sardo , Emanuele Brugnoli

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

Social networking and micro-blogging services, such as Twitter, play an important role in sharing digital information. Despite the popularity and usefulness of social media, there have been many instances where corrupted users found ways to…

社会与信息网络 · 计算机科学 2021-07-23 Tanveer Khan , Antonis Michalas

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and…

交易与市场微观结构 · 定量金融 2023-08-22 Marcin Wątorek , Maria Skupień , Jarosław Kwapień , Stanisław Drożdż