Zi-Xin Ye

Sentiment-Based Bitcoin Volatility Prediction: A Comparative Study of Linear and Non-Linear Models

. The paper explores the forecasting ability of social media aggregate sentiment measures, with historic variance, of Bitcoin return volatility. The researchers use a data set consisting of more than 16 million 2014-2019 tweets and the results of linear Ordinary Least Squares (OLS) benchmark predictions are compared wi...