相关论文: Social Media Engagement and Cryptocurrency Perform…
Microblogging platforms constitute a popular means of real-time communication and information sharing. They involve such a large volume of user-generated content that their users suffer from an information deluge. To address it, numerous…
Cryptocurrencies and Blockchain-based technologies are disrupting all markets. While the potential of such technologies remains to be seen, there is a current need to understand emergent patterns of user behavior and token adoption in order…
Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…
Investors are interested in predicting future success of startup companies, preferably using publicly available data which can be gathered using free online sources. Using public-only data has been shown to work, but there is still much…
We study the stochastic structure of cryptocurrency rates of returns as compared to stock returns by focusing on the associated cross-sectional distributions. We build two datasets. The first comprises forty-six major cryptocurrencies, and…
Blockchain and its application on cryptocurrency transactions have gathered a lot of attention and popularity since the birth of the pioneer Bitcoin in 2009. More than 1500 cryptocurrencies are currently circulated in the market. The…
The cryptocurrency market presents both significant investment opportunities and higher risks relative to traditional financial assets. This study examines the tail behavior of daily returns for two leading cryptocurrencies, Bitcoin and…
The rapidly evolving cryptocurrency market presents unique challenges for investment due to its inherent volatility and evolving regulatory environment. Collective price movements can be exploited to construct diversified portfolios with…
This study investigates the impact of data source diversity on the performance of cryptocurrency forecasting models by integrating various data categories, including technical indicators, on-chain metrics, sentiment and interest metrics,…
Cryptocurrencies aim to replicate physical cash in the digital realm while removing centralized and trusted intermediaries. Decentralization is achieved by the blockchain, a permanent public ledger that contains a record of every…
Previous research shows that, despite its popularity, Facebook is less frequently used to share academic content. In order to investigate this discrepancy we set out to explore engagement numbers through their Graph API by querying the…
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…
For more than a decade now, academicians and online platform administrators have been studying solutions to the problem of bot detection. Bots are computer algorithms whose use is far from being benign: malicious bots are purposely created…
Retracted research discussed on social media can spread misinformation. Yet we lack an understanding of how retracted articles are mentioned by academic and non-academic users. This is especially relevant on Twitter due to the platform's…
Advancements in distributed ledger technologies are driving the rise of blockchain-based social media platforms such as Steemit, where users interact with each other in similar ways as conventional social networks. These platforms are…
Identifying the structural dependence between the cryptocurrencies and predicting market trend are fundamental for effective portfolio management in cryptocurrency trading. In this paper, we present a unified Bayesian framework based on…
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…
In this paper we forecast daily returns of crypto-currencies using a wide variety of different econometric models. To capture salient features commonly observed in financial time series like rapid changes in the conditional variance,…
Blockchain technology relies on decentralization to resist faults and attacks while operating without trusted intermediaries. Although industry experts have touted decentralization as central to their promise and disruptive potential, it is…
Polarization, declining trust, and wavering support for democratic norms are pressing threats to U.S. democracy. Exposure to verified and quality news may lower individual susceptibility to these threats and make citizens more resilient to…