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Yayın Tweet sentiment analysis for cryptocurrencies(IEEE, 2021-10-13) Şaşmaz, Emre; Tek, Faik BorayMany traders believe in and use Twitter tweets to guide their daily cryptocurrency trading. In this project, we investigated the feasibility of automated sentiment analysis for cryptocurrencies. For the study, we targeted one cryptocurrency (NEO) altcoin and collected related data. The data collection and cleaning were essential components of the study. First, the last five years of daily tweets with NEO hashtags were obtained from Twitter. The collected tweets were then filtered to contain or mention only NEO. We manually tagged a subset of the tweets with positive, negative, and neutral sentiment labels. We trained and tested a Random Forest classifier on the labeled data where the test set accuracy reached 77%. In the second phase of the study, we investigated whether the daily sentiment of the tweets was correlated with the NEO price. We found positive correlations between the number of tweets and the daily prices, and between the prices of different crypto coins. We share the data publicly.Yayın Macroeconomic determinants of cryptocurrency volatility: time series analysis(The Brooklyn Research and Publishing Institute, 2020-03) Teker, Dilek; Teker, Suat; Özyeşil, MustafaCryptocurrency is a recent and popular topic that attracts the interest of investors and fund managers. Beyond the market discipline, researchers question the interaction between cryptocurrencies and macroeconomic variables. This study focuses on how the changes in gold and oil prices affect the daily price movements of various cryptocurrencies. The daily database used in this study includes the prices of the cryptocurrencies such as Bitcoin, Tether, Ethereum, Litecon and EOS for the period of August 1, 2017 and April 3, 2019. Initially, the stationarity of the time series is tested by Ng and Perron (2001) method. The existence of the cointegration relationship among the series is tested by Johansen (1988) technique. The presence of causality relationships among the series is investigated with the Dolado and Lütkepohl (1996) causality test. The empirical results support that there exists a cointegration relationship only in between Tether and gold and oil prices.
