Demo Data from EDBT 2026 / reviewers in the wild / expert
Vaiva Vasiliauskaite
dblp:215/5321
· DBLP profile ↗
1ranked-venue papers
0as first author
1since 2021 · last 2023
0000-0003-2039-6236ORCID · reported
Domains — the database's venue-derived domains; a paper can count in several
Artificial intelligence and machine learning · 1 · 1 since 2021Databases, data management, data science and information retrieval · 1 · 1 since 2021
Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.
| Interdisciplinary, comprehensive, and emerging computing
1 paper |
Computational finance and economics · 100% | |
| Databases, data mining, and information retrieval
1 paper |
Web and social media mining · 100% | |
| Artificial intelligence
1 paper |
Deep learning architectures and training · 100% |
Topics — the 5 heaviest of 5, each with the papers that count most for it
| Topic | Weight | Papers | Last | Evidence papers |
|---|---|---|---|---|
Computational finance and economics
cryptocurrency markets |
0.7 | 1 | 2023 | Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data · WSDM 2023 |
Computational finance and economics › financial forecasting
volatility forecasting |
0.7 | 1 | 2023 | Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data · WSDM 2023 |
Web and social media mining
social media analysis |
0.7 | 1 | 2023 | Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data · WSDM 2023 |
Web and social media mining › social media analysis
twitter analysis |
0.7 | 1 | 2023 | Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data · WSDM 2023 |
Machine learning › Deep learning architectures and training › convolutional neural network › convolutional neural network architecture
temporal convolutional network |
0.2 | 1 | 2023 | Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data · WSDM 2023 |
Methods — techniques the papers use, named apart from their topics
temporal convolutional network · 2.0autoregressive model · 2.0ablation study · 2.0
| Year | Publication | Venue | Position |
|---|---|---|---|
| 2023 | Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter DataabstractUnderstanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus 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. For our experiments, we extracted semantic information and user statistics from over 30 million Bitcoin-related tweets, in conjunction with 15-minute frequency price data over a horizon of 144 days. Using this data, we built several deep learning architectures that utilized different combinations of the gathered information. For each model, we conducted ablation studies to assess the influence of different components and feature sets over the prediction accuracy. We found statistical evidences for the hypotheses that: (i) temporal convolutional networks perform significantly better than both classical autoregressive models and other deep learning-based architectures in the literature, and (ii) tweet author meta-information, even detached from the tweet itself, is a better predictor of volatility than the semantic content and tweet volume statistics. We demonstrate how different information sets gathered from social media can be utilized in different architectures and how they affect the prediction results. As an additional contribution, we make our dataset public for future research. M. Eren Akbiyik, Mert Erkul, Killian Kaempf, Vaiva Vasiliauskaite, Nino Antulov-Fantulin |
WSDM | 4 |