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The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification. However, there has been a lack of solutions that can…

计算与语言 · 计算机科学 2020-03-12 Shubhankar Mohapatra , Nauman Ahmed , Paulo Alencar

The number of users approaching the world of cryptocurrencies exploded in the last years, and consequently the daily interactions on their underlying distributed ledgers have intensified. In this paper, we analyze the flow of these digital…

网络与互联网体系结构 · 计算机科学 2021-10-29 Luca Serena , Stefano Ferretti , Gabriele D'Angelo

Analyzing social media trends can create a win-win situation for both creators and consumers. Creators can receive fair compensation, while consumers gain access to engaging, relevant, and personalized content. This paper proposes a new…

社会与信息网络 · 计算机科学 2024-06-27 Abhishek Saxena , Anton Kolonin

We study how the 2024 U.S. presidential election, viewed as a major political risk event, affected cryptocurrency markets by distinguishing human-driven peer-to-peer stablecoin transactions from automated algorithmic activity. Using…

In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

统计金融 · 定量金融 2025-04-29 Grégory Bournassenko

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

Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. All financial markets, including the cryptocurrency market, belong to the economical sphere…

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

计算金融 · 定量金融 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

One of the most important incidents in the world in 2020 is the outbreak of the Coronavirus. Users on social networks publish a large number of comments about this event. These comments contain important hidden information of public opinion…

计算与语言 · 计算机科学 2021-10-06 Fatemeh Salmani , Hamed Vahdat-Nejad , Hamideh Hajiabadi

This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…

统计金融 · 定量金融 2018-08-07 Aurelio F. Bariviera , Luciano Zunino , Osvaldo A. Rosso

Internet memes have become an increasingly pervasive form of contemporary social communication that attracted a lot of research interest recently. In this paper, we analyze the data of 129,326 memes collected from Reddit in the middle of…

社会与信息网络 · 计算机科学 2021-03-11 Kate Barnes , Tiernon Riesenmy , Minh Duc Trinh , Eli Lleshi , Nóra Balogh , Roland Molontay

We organize existing empirical regularities of cryptocurrencies into seven stylized facts and analyze cryptocurrencies through the lens of empirical asset pricing. We find important similarities with traditional markets--risk-adjusted…

综合金融 · 定量金融 2026-03-24 Nicola Borri , Yukun Liu , Aleh Tsyvinski , Xi Wu

Currently, there are no convincing proxies for the fundamentals of cryptocurrency assets. We propose a new market-to-fundamental ratio, the price-to-utility (PU) ratio, utilizing unique blockchain accounting methods. We then proxy various…

综合经济学 · 经济学 2023-07-11 Yulin Liu , Luyao Zhang

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…

综合金融 · 定量金融 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…

数理金融 · 定量金融 2023-10-17 Edson Pindza , Jules Clement Mba , Sutene Mwambi , Nneka Umeorah

Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…

计算工程、金融与科学 · 计算机科学 2025-08-11 Haoyang Yu , Yutong Sun , Yulin Liu , Luyao Zhang

The production and consumption of information about Bitcoin and other digital-, or 'crypto'-, currencies have grown together with their market capitalisation. However, a systematic investigation of the relationship between online attention…

物理与社会 · 物理学 2020-05-22 Abeer ElBahrawy , Laura Alessandretti , Andrea Baronchelli

Can unstructured text data from social media help explain the drivers of large asset price fluctuations? This paper investigates how social forces affect asset prices, by using machine learning tools to extract beliefs and positions of…

综合经济学 · 经济学 2023-08-09 Valentina Semenova , Julian Winkler

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…

密码学与安全 · 计算机科学 2018-06-05 Mauro Conti , Sandeep Kumar E , Chhagan Lal , Sushmita Ruj