Top Highlights

• In a dynamic topic model, there is still no understanding of the order of words in a document, but the order of documents in the corpus is now accounted for, meaning a sequentially organised corpus can be examined for evolving topics
• This paper aims to decipher relationships between cryptocurrency price changes and topic discussion on social media to provide, among other things, an understanding of which topics are indicative of future price movements.
• The link between social media and cryptocurrency markets has been demonstrated in the literature (discussed in Section II (A)) but also appears intuitive for a number of reasons.
• This work also explores characteristics of different online communities (here, subreddits on the social media platform, Reddi
• ore generally, this work is the first known application of a Hawkes model to both social media and financial data concurrently

Tags

Domain