Explaining Cryptocurrency Price Trends: Statistical Analysis of Social Media Posts vs Market Prices

Author:

Zhi Yajing1ORCID,Kong Lanfang2ORCID,Atouati Samed2ORCID,Chan T-H. Hubert1ORCID,Sozio Mauro2ORCID

Affiliation:

1. The University of Hong Kong, China

2. Telecom Paristech University, France

Funder

University Grants Committee

Publisher

ACM

Reference23 articles.

1. Cryptocurrency price prediction using tweet volumes and sentiment analysis;Abraham Jethin;SMU Data Science Review,2018

2. Ahmed M Balfagih and Vlado Keselj. 2019. Evaluating sentiment classifiers for bitcoin tweets in price prediction task. In 2019 IEEE International Conference on Big Data (Big Data). IEEE, 5499–5506.

3. Lag order and critical values of the augmented Dickey–Fuller test;Cheung Yin-Wong;Journal of Business & Economic Statistics,1995

4. Bitcoin price change and trend prediction through twitter sentiment and data volume;Critien Jacques Vella;Financial Innovation,2022

5. Jacob Devlin, Ming-Wei Chang, Kenton Lee, and Kristina Toutanova. 2018. Bert: Pre-training of deep bidirectional transformers for language understanding. arXiv preprint arXiv:1810.04805 (2018).

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