相关论文: Analyzing Emotional Trends from X platform using S…
Daily probability changes in Kalshi macro prediction markets forecast cryptocurrency realized volatility through two distinct channels. The monetary policy channel, measured by Fed rate repricing on KXFED contracts, predicts Bitcoin…
Emotions are integral to human social interactions, with diverse responses elicited by various situational contexts. Particularly, the prevalence of negative emotional states has been correlated with negative outcomes for mental health,…
Whether the online social media, like Twitter or its variant Weibo, can be a convincing proxy to predict the stock market has been debated for years, especially for China. However, as the traditional theory in behavioral finance states, the…
The study of Twitter as a means for analyzing social phenomena has gained interest in recent years due to the availability of large amounts of data in a relatively spontaneous environment. Within opinion-mining tasks, emotion detection is…
In the financial domain, conducting entity-level sentiment analysis is crucial for accurately assessing the sentiment directed toward a specific financial entity. To our knowledge, no publicly available dataset currently exists for this…
Crypto enthusiasts claim that buying and holding crypto assets yields high returns, often citing Bitcoin's past performance to promote other tokens and fuel fear of missing out. However, understanding the real risk-return trade-off and what…
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,…
Trust mechanisms diverge between centralized and decentralized exchanges, representing distinct sociotechnical governance paradigms. However, quantifying trust dynamics and their redistribution between these architectures remains…
A reputation of high volatility accompanies the emergence of Bitcoin as a financial asset. This paper intends to nuance this reputation and clarify our understanding of Bitcoin's volatility. Using daily, weekly, and monthly closing prices…
Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…
Recent years have witnessed the tremendous growth of the online social media. In China, Weibo, a Twitter-like service, has attracted more than 500 million users in less than four years. Connected by online social ties, different users…
Being archetypal complex systems, financial markets exhibit rich set of dynamics in their interactions. In this paper, we focus on the recently evolved cryptocurrency market as an example of a complex system and analyse the evolution of…
Armed with a decade of social media data, I explore the impact of investor emotions on earnings announcements. In particular, I test whether the emotional content of firm-specific messages posted on social media just prior to a firm's…
Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…
This study investigates the emotional dynamics of Italian soccer fandoms through computational analysis of user-generated content from official Instagram accounts of 83 teams across Serie A, Serie B, and Lega Pro during the 2023-24 season.…
As impact of COVID-19 pandemic winds down, both individuals and society gradually return to pre-pandemic activities. This study aims to explore how people's emotions have changed from the pre-pandemic during the pandemic to post-emergency…
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…
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…
Based on the cryptocurrency market dynamics, this study presents a general methodology for analyzing evolving correlation structures in complex systems using the $q$-dependent detrended cross-correlation coefficient \rho(q,s). By extending…
Sentiment analysis of textual content has become a well-established solution for analyzing social media data. However, with the rise of images and videos as primary modes of expression, more information on social media is conveyed visually.…