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search.filters.applied.f.publicationcategory: Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı × Konu: Cryptocurrency ×

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  • Küçük Resim
    Yayın
    Tweet sentiment analysis for cryptocurrencies
    (IEEE, 2021-10-13) Şaşmaz, Emre; Tek, Faik Boray
    Many 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.
  • Küçük Resim
    Yayın
    Determinants of cryptocurrency price movements
    (Higher Education and Innovation Group (HEAIG), 2019-11) Teker, Dilek; Teker, Suat; Özyeşil, Mustafa
    Cryptocurrency is a recent and popular topic that attracts the interest of investors and fund managers. Beyond the market discipline, researchers question the interaction between cryptocurrecies and macroeconomic variables. This study we focus on how the changes in gold and oil prices effect the daily price movements of different cryptocurrencies. The daily database includes prices of the cryptocurrencies of Bitcoin, Tether, Ethereum Litecon and EOS for the period between August 1, 2017 and April 3, 2019. Initially the stationarity of the series is tested by Ng and Perron (2001) method. The existence of the cointegration relationship between the series is tested by Johansen (1988) technique. The presence of causality relationships between the series is investigated with the Dolado and Lütkepohl (1996) causality test. The paper explains the details of the empirical findings.