3 papers
q-fin.ST2024
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
Vincent Gurgul, Stefan Lessmann, Wolfgang Karl Härdle
We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Et…
q-fin.CP2024
Emoji Driven Crypto Assets Market Reactions
Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle
In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage G…
stat.ML2024
Shapley Curves: A Smoothing Perspective
Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle
This paper fills the limited statistical understanding of Shapley values as a variable importance measure from a nonparametric (or smoothing) perspective. We introduce population-l…