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Cryptocurrency Portfolio Management with Deep Reinforcement Learning
Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products.
Correlation without Factors in Retail Cryptocurrency Markets
A simple model-free and distribution-free statistic, the functional relationship between the number of "effective" degrees of freedom and portfolio size, or N*(N), is used to discriminate between two alternative models for the correlation of daily cryptocurrency returns within a retail universe of defined by the list of tradable assets available to account holders at the Robinhood brokerage.
Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations
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
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.
Large Language Models for Cryptocurrency Transaction Analysis: A Bitcoin Case Study
Cryptocurrencies are widely used, yet current methods for analyzing transactions heavily rely on opaque, black-box models.
Cryptocurrency Price Prediction using Twitter Sentiment Analysis
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.
The Anatomy of a Cryptocurrency Pump-and-Dump Scheme
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.
Identifying and Analyzing Cryptocurrency Manipulations in Social Media
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
Currently, there are no convincing proxies for the fundamentals of cryptocurrency assets.
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
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.
