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Despite the fact that cryptocurrencies themselves have experienced an astonishing rate of adoption over the last decade, cryptocurrency fraud detection is a heavily under-researched problem area. Of all fraudulent activity regarding…

机器学习 · 计算机科学 2022-05-11 Viswanath Chadalapaka , Kyle Chang , Gireesh Mahajan , Anuj Vasil

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

统计金融 · 定量金融 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

In the last years, cryptocurrencies are increasingly popular. Even people who are not experts have started to invest in these securities and nowadays cryptocurrency exchanges process transactions for over 100 billion US dollars per month.…

计算机与社会 · 计算机科学 2024-09-04 Massimo La Morgia , Alessandro Mei , Francesco Sassi , Julinda Stefa

In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unpredictable massive crashes. We apply the log-periodic power…

统计金融 · 定量金融 2020-04-22 Min Shu , Wei Zhu

Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

Memecoins, driven by social media engagement and cultural narratives, have rapidly grown within the Web3 ecosystem. Unlike traditional cryptocurrencies, they are shaped by humor, memes, and community sentiment. This paper introduces the…

人机交互 · 计算机科学 2025-02-24 Hou-Wan Long , Nga-Man Wong , Wei Cai

Our study empirically predicts the bubble of non-fungible tokens (NFTs): transferable and unique digital assets on public blockchains. This topic is important because, despite their strong market growth in 2021, NFTs on a project basis have…

统计金融 · 定量金融 2022-06-17 Kensuke Ito , Kyohei Shibano , Gento Mogi

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

计算金融 · 定量金融 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

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…

统计金融 · 定量金融 2024-06-13 Yanzhao Zou , Dorien Herremans

The short squeeze of Gamestop (GME) has revealed to the world how retail investors pooling through social media can severely impact financial markets. In this paper, we devise an early warning signal to detect suspicious users' social…

交易与市场微观结构 · 定量金融 2022-03-28 Ilaria Gianstefani , Luigi Longo , Massimo Riccaboni

The rise in adoption of cryptoassets has brought many new and inexperienced investors in the cryptocurrency space. These investors can be disproportionally influenced by information they receive online, and particularly from social media.…

人机交互 · 计算机科学 2023-06-26 Karolis Zilius , Tasos Spiliotopoulos , Aad van Moorsel

Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…

计算与语言 · 计算机科学 2020-08-04 Shaan Aryaman , Nguwi Yok Yen

Launchpads have become the dominant mechanism for issuing memecoins, exposing investors to a new class of high-risk launches that existing rug-pull detection methods cannot capture. We argue that detecting these threats requires structured…

密码学与安全 · 计算机科学 2026-05-25 Sihao Hu , Selim Furkan Tekin , Yichang Xu , Ling Liu

The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on the set of cryptocurrency news, which recently became of emerging interest to the…

社会与信息网络 · 计算机科学 2019-07-02 Johannes Beck , Roberta Huang , David Lindner , Tian Guo , Ce Zhang , Dirk Helbing , Nino Antulov-Fantulin

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…

Rug pull is a critical attack in the world of blockchain technology. Despite this, the absence of sufficient time-bound and well-structured datasets is considered one of the significant issues faced while identifying early detection.…

密码学与安全 · 计算机科学 2026-05-19 Fatemeh Shoaei , Mohammad Pishdar , Mozafar Bag-Mohammadi , Mojtaba Karami , Bert Lagaisse

We exploit a recent computational framework to model and detect financial crises in stock markets, as well as shock events in cryptocurrency markets, which are characterized by a sudden or severe drop in prices. Our method manages to detect…

计算几何 · 计算机科学 2021-03-25 Apostolos Chalkis , Emmanouil Christoforou , Theodore Dalamagkas , Ioannis Z. Emiris

We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value…

计量经济学 · 经济学 2018-03-16 Spencer Wheatley , Didier Sornette , Tobias Huber , Max Reppen , Robert N. Gantner

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

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

统计金融 · 定量金融 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin