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Spearheaded by retail traders on the website reddit, the GameStop short squeeze of early 2021 shows that social media embeds information that correlates with market movements. This paper seeks to examine this relationship by using daily…

社会与信息网络 · 计算机科学 2023-11-17 James Baker

The great influence of Bitcoin has promoted the rapid development of blockchain-based digital currencies, especially the altcoins, since 2013. However, most altcoins share similar source codes, resulting in concerns about code innovations.…

软件工程 · 计算机科学 2021-03-17 Ang Jia , Ming Fan , Xi Xu , Di Cui , Wenying Wei , Zijiang Yang , Kai Ye , Ting Liu

During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive (negative) return in periods where another…

综合金融 · 定量金融 2017-03-02 Jamal Bouoiyour , Refk Selmi

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

密码学与安全 · 计算机科学 2020-10-05 Xiao Fan Liu , Xin-Jian Jiang , Si-Hao Liu , Chi Kong Tse

Bitcoins have emerged as a possible competitor to usual currencies, but other crypto-currencies have likewise appeared as competitors to the Bitcoin currency. The expanding market of crypto-currencies now involves capital equivalent to…

物理与社会 · 物理学 2014-03-26 Stefan Bornholdt , Kim Sneppen

Blockchain represents a technology for establishing a shared, immutable version of the truth between a network of participants that do not trust one another, and therefore has the potential to disrupt any financial or other industries that…

计算机与社会 · 计算机科学 2016-11-02 Marek Laskowski , Henry M. Kim

This study performs analysis of Predictive statements, Hope speech, and Regret Detection behaviors within cryptocurrency-related discussions, leveraging advanced natural language processing techniques. We introduce a novel classification…

计算与语言 · 计算机科学 2024-09-05 Moein Shahiki Tash , Zahra Ahani , Mohim Tash , Olga Kolesnikova , Grigori Sidorov

Who actually expresses an intent to buy GameStop shares on Reddit? What convinces people to buy stocks? Are people convinced to support a coordinated plan to adversely impact Wall Street investors? Existing literature on understanding…

计算与语言 · 计算机科学 2022-03-17 Richard Alvarez , Paras Bhatt , Xingmeng Zhao , Anthony Rios

The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining…

This research investigates the growing trend of retail investors participating in certain stocks by organizing themselves on social media platforms, particularly Reddit. Previous studies have highlighted a notable association between Reddit…

计算金融 · 定量金融 2023-08-22 Tim Matthies , Thomas Löhden , Stephan Leible , Jun-Patrick Raabe

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

机器学习 · 计算机科学 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

We study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded during the first six months of 2018.…

统计金融 · 定量金融 2019-03-05 Tomaso Aste

This discussion applies quantitative finance methods and economic arguments to cryptocurrencies in general and bitcoin in particular -- as there are about $10,000$ cryptocurrencies, we focus (unless otherwise specified) on the most…

综合经济学 · 经济学 2021-07-06 Nassim Nicholas Taleb

Bitcoin is the most popular cryptocurrency used worldwide. It provides pseudonymity to its users by establishing identity using public keys as transaction end-points. These transactions are recorded on an immutable public ledger called…

密码学与安全 · 计算机科学 2020-02-18 Aman Sharma , Ashutosh Bhatia

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

综合经济学 · 经济学 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

Artificial intelligence (AI)-powered recommender systems play a crucial role in determining the content that users are exposed to on social media platforms. However, the behavioural patterns of these systems are often opaque, complicating…

社会与信息网络 · 计算机科学 2023-09-20 Giulio Corsi

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:…

统计金融 · 定量金融 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

Blockchain has empowered computer systems to be more secure using a distributed network. However, the current blockchain design suffers from fairness issues in transaction ordering. Miners are able to reorder transactions to generate…

密码学与安全 · 计算机科学 2025-08-11 Yihang Fu , Zesen Zhuang , Luyao Zhang

Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…

计算金融 · 定量金融 2020-07-30 Wolfgang Karl Härdle , Campbell R. Harvey , Raphael C. G. Reule

Microblogs are increasingly exploited for predicting prices and traded volumes of stocks in financial markets. However, it has been demonstrated that much of the content shared in microblogging platforms is created and publicized by bots…

社会与信息网络 · 计算机科学 2020-06-29 Stefano Cresci , Fabrizio Lillo , Daniele Regoli , Serena Tardelli , Maurizio Tesconi