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.File in questo prodotto:
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J18 - Bitcoin Analysis and Forecasting through Fuzzy Transform.pdf
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