Crypto related tweets from 10.10.2020 to 3.3.2021

Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data

This study focuses on finding stable and accurate volatility predictors for a relatively new asset class of cryptocurrencies, in particular Bitcoin, using deep learning representations of public social media data obtained from Twitter, and finds statistical evidences for the hypotheses that temporal convolutional networks perform significantly better than both classical autoregressive models and other deep learning-based architectures in the literature.