93 citations · 284 across the 23 of their papers we have counts for
28 papers
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…
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…
A Data-driven Case-based Reasoning in Bankruptcy Prediction
Wei Li, Wolfgang Karl Härdle, Stefan Lessmann
There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practic…
ETF construction on CRIX
Konstantin Häusler
Investments in cryptocurrencies (CCs) remain risky due to high volatility. Exchange Traded Funds (ETFs) are a suitable tool to diversify risk and to benefit from the growth of the…
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…
Quantinar: a blockchain p2p ecosystem for honest scientific research
Raul Bag, Bruno Spilak, Julian Winkel +1
Living in the Information Age, the power of data and correct statistical analysis has never been more prevalent. Academics and practitioners require nowadays an accurate applicatio…