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

  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)},
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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The Effect of Tweets Made by Cryptocurrency Opinion Leaders on Bitcoin Prices
  •  . S. Hamza
  • Computer Science
    Saudi Journal of Economics and Finance
  • 2020
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