Critien, Jacques Vella; Gatt, Albert; Ellul, Joshua - In: Financial innovation : FIN 8 (2022), pp. 1-20
Twitter sentiment has been shown to be useful in predicting whether Bitcoin's price will increase or decrease. Yet the state-of-the-art is limited to predicting the price direction and not the magnitude of increase/decrease. In this paper, we seek to build on the state-of-the-art to not only...