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Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…

机器学习 · 计算机科学 2025-04-28 Stefano Sossi-Rojas , Gissel Velarde , Damian Zieba

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

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…

数理金融 · 定量金融 2023-10-17 Edson Pindza , Jules Clement Mba , Sutene Mwambi , Nneka Umeorah

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

计算工程、金融与科学 · 计算机科学 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to…

统计金融 · 定量金融 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

统计金融 · 定量金融 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

计算金融 · 定量金融 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

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…

交易与市场微观结构 · 定量金融 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…

社会与信息网络 · 计算机科学 2023-06-12 Sattarov Otabek , Jaeyoung Choi

Cryptocurrency is a form of digital currency using cryptographic techniques in a decentralized system for secure peer-to-peer transactions. It is gaining much popularity over traditional methods of payments because it facilitates a very…

密码学与安全 · 计算机科学 2023-08-01 Samyak Jain , Sarthak Johari , Radhakrishnan Delhibabu

In recent literature it is claimed that BitCoin price behaves more likely to a volatile stock asset than a currency and that changes in its price are influenced by sentiment about the BitCoin system itself; in Kristoufek [10] the author…

数理金融 · 定量金融 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca , Marco Patacca

Financial market forecasting is one of the most attractive practical applications of sentiment analysis. In this paper, we investigate the potential of using sentiment \emph{attitudes} (positive vs negative) and also sentiment…

计算与语言 · 计算机科学 2019-03-14 Andrius Mudinas , Dell Zhang , Mark Levene

Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…

统计金融 · 定量金融 2019-07-02 Maria Glenski , Tim Weninger , Svitlana Volkova

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…

计算机与社会 · 计算机科学 2022-12-02 Trang Tran

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…

计算工程、金融与科学 · 计算机科学 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

交易与市场微观结构 · 定量金融 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…

计算与语言 · 计算机科学 2021-10-19 Xin Huang , Wenbin Zhang , Xuejiao Tang , Mingli Zhang , Jayachander Surbiryala , Vasileios Iosifidis , Zhen Liu , Ji Zhang

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

计算金融 · 定量金融 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

统计金融 · 定量金融 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

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