Search Results

Cryptocurrency Portfolio Management with Deep Reinforcement Learning

3 code implementations5 Dec 2016

Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products.

Decision Making Management +2

Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations

1 code implementation4 May 2020

In this paper, we perform an in-depth analysis of pump and dump schemes organized by communities over the Internet.

KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments

1 code implementation21 Feb 2020

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification.

Decision Making Sentiment Analysis

The Anatomy of a Cryptocurrency Pump-and-Dump Scheme

1 code implementation25 Nov 2018

While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets.

Anatomy

Cryptocurrency Price Prediction using Twitter Sentiment Analysis

1 code implementation3 Mar 2023

In this study, we develop an end-to-end model that can forecast the sentiment of a set of tweets (using a Bidirectional Encoder Representations from Transformers - based Neural Network Model) and forecast the price of Bitcoin (using Gated Recurrent Unit) using the predicted sentiment and other metrics like historical cryptocurrency price data, tweet volume, a user's following, and whether or not a user is verified.

Twitter Sentiment Analysis

Identifying and Analyzing Cryptocurrency Manipulations in Social Media

1 code implementation4 Feb 2019

Because of the speed and relative anonymity offered by social platforms such as Twitter and Telegram, social media has become a preferred platform for scammers who wish to spread false hype about the cryptocurrency they are trying to pump.

Cryptocurrency Valuation: An Explainable AI Approach

1 code implementation30 Jan 2022

Currently, there are no convincing proxies for the fundamentals of cryptocurrency assets.

Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies

1 code implementation9 Sep 2020

This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market.

Algorithmic Trading Vocal Bursts Intensity Prediction

Autocorrelation of returns in major cryptocurrency markets

1 code implementation31 Mar 2020

This paper is the first of a series of short articles that explore the efficiency of major cryptocurrency markets.

Statistical Finance

An Experimental Study of Cryptocurrency Market Dynamics

1 code implementation24 Apr 2018

As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance.

Computers and Society Human-Computer Interaction Social and Information Networks Physics and Society