相关论文: Analyzing Cryptocurrency trends using Tweet Sentim…

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,…

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…

In a financial exchange, market impact is a measure of the price change of an asset following a transaction. This is an important element of market microstructure, which determines the behaviour of the market following a trade. In this…

This paper presents a cross-domain trend analysis that aims to identify and analyze the relationships between stock prices, stock news on Twitter, and users' behaviors on e-commerce websites. The analysis is based on three datasets: a US…

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…

Digital currencies represent a new method for exchange and investment that differs strongly from any other fiat money seen throughout history. A digital currency makes it possible to perform all financial transactions without the…

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…

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…

Nowadays, people from all around the world use social media sites to share information. Twitter for example is a platform in which users send, read posts known as tweets and interact with different communities. Users share their daily…

Cryptocurrencies as a new way of transferring assets and securing financial transactions have gained popularity in recent years. Transactions in cryptocurrencies are publicly available, hence, statistical studies on different aspects of…

The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…

Bitcoin is a digital currency and electronic payment system operating over a peer-to-peer network on the Internet. One of its most important properties is the high level of anonymity it provides for its users. The users are identified by…

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…

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

The last decade has been marked by the evolution of cryptocurrencies, which have captured the interest of the public through the offered opportunities and the feeling of freedom, resulting from decentralization and lack of authority to…

During sudden onset crisis events, the presence of spam, rumors and fake content on Twitter reduces the value of information contained on its messages (or "tweets"). A possible solution to this problem is to use machine learning to…

With the growing popularity and rising value of cryptocurrencies, skepticism surrounding this groundbreaking innovation persists. Many financial and business experts argue that the value created in the cryptocurrency realm resembles the…

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…

Predicting stock market movements is a well-known problem of interest. Now-a-days social media is perfectly representing the public sentiment and opinion about current events. Especially, twitter has attracted a lot of attention from…

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…