Sentiment analysis to characterize properties of Bitcoin prices and their forecasting is here developed thanks to the capability of the Fuzzy transform to capture stylized facts and mutual connections between time series having different nature. Six years of daily Bitcoin Prices and Google Trends are analyzed in order to establish new perspectives in the management of their dynamics.

Bitcoin Analysis and Forecasting Through Fuzzy Transform

Laerte Sorini
;
Luciano Stefanini
2020

Abstract

Sentiment analysis to characterize properties of Bitcoin prices and their forecasting is here developed thanks to the capability of the Fuzzy transform to capture stylized facts and mutual connections between time series having different nature. Six years of daily Bitcoin Prices and Google Trends are analyzed in order to establish new perspectives in the management of their dynamics.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11576/2680424
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