Using Time-Series and Sentiment Analysis to Detect the Determinants of Bitcoin Prices

@article{Georgoula2015UsingTA,
  title={Using Time-Series and Sentiment Analysis to Detect the Determinants of Bitcoin Prices},
  author={Ifigeneia Georgoula and Demitrios Pournarakis and Christos Bilanakos and Dionisios N. Sotiropoulos and George M. Giaglis},
  journal={ERN: Management of Technological Innovation \& R\&D in Developing Economies (Topic)},
  year={2015}
}
This paper uses time-series analysis to study the relationship between Bitcoin prices and fundamental economic variables, technological factors and measurements of collective mood derived from Twitter feeds. Sentiment analysis has been performed on a daily basis through the utilization of a state-of-the-art machine learning algorithm, namely Support Vector Machines (SVMs). A series of short-run regressions shows that the Twitter sentiment ratio is positively correlated with Bitcoin prices. The… 

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