{"id":"https://openalex.org/W4390619754","doi":"https://doi.org/10.1007/s10462-023-10629-7","title":"Understanding rate of return dynamics of cryptocurrencies: an experimental campaign","display_name":"Understanding rate of return dynamics of cryptocurrencies: an experimental campaign","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4390619754","doi":"https://doi.org/10.1007/s10462-023-10629-7"},"language":"en","primary_location":{"id":"doi:10.1007/s10462-023-10629-7","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10462-023-10629-7","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10462-023-10629-7.pdf","source":{"id":"https://openalex.org/S122814990","display_name":"Artificial Intelligence Review","issn_l":"0269-2821","issn":["0269-2821","1573-7462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Artificial Intelligence Review","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10462-023-10629-7.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5033470869","display_name":"Krzysztof Koszewski","orcid":null},"institutions":[{"id":"https://openalex.org/I180519160","display_name":"Copenhagen Business School","ror":"https://ror.org/04sppb023","country_code":"DK","type":"education","lineage":["https://openalex.org/I180519160"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Krzysztof Koszewski","raw_affiliation_strings":["Department of Digitalization, Copenhagen Business School, Solbjerg Plads 3, 2000, Frederiksberg, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Digitalization, Copenhagen Business School, Solbjerg Plads 3, 2000, Frederiksberg, Denmark","institution_ids":["https://openalex.org/I180519160"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063602818","display_name":"Somnath Mazumdar","orcid":"https://orcid.org/0000-0002-1751-2569"},"institutions":[{"id":"https://openalex.org/I180519160","display_name":"Copenhagen Business School","ror":"https://ror.org/04sppb023","country_code":"DK","type":"education","lineage":["https://openalex.org/I180519160"]}],"countries":["DK"],"is_corresponding":true,"raw_author_name":"Somnath Mazumdar","raw_affiliation_strings":["Department of Digitalization, Copenhagen Business School, Solbjerg Plads 3, 2000, Frederiksberg, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Digitalization, Copenhagen Business School, Solbjerg Plads 3, 2000, Frederiksberg, Denmark","institution_ids":["https://openalex.org/I180519160"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079577986","display_name":"Anoop Kumar","orcid":"https://orcid.org/0000-0002-0060-4897"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Anoop S. Kumar","raw_affiliation_strings":["Gulati Institute of Finance and Taxation, Thiruvananthapuram, 695017, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Gulati Institute of Finance and Taxation, Thiruvananthapuram, 695017, India","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5063602818"],"corresponding_institution_ids":["https://openalex.org/I180519160"],"apc_list":{"value":2490,"currency":"EUR","value_usd":3090},"apc_paid":{"value":2490,"currency":"EUR","value_usd":3090},"fwci":3.4315,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.92778121,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":97},"biblio":{"volume":"57","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9908999800682068,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.982699990272522,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.7951832413673401},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6659560203552246},{"id":"https://openalex.org/keywords/dynamics","display_name":"Dynamics (music)","score":0.47859928011894226},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38401007652282715},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.1514182686805725},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.12973666191101074},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06588476896286011}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.7951832413673401},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6659560203552246},{"id":"https://openalex.org/C145912823","wikidata":"https://www.wikidata.org/wiki/Q113558","display_name":"Dynamics (music)","level":2,"score":0.47859928011894226},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38401007652282715},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.1514182686805725},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.12973666191101074},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06588476896286011},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10462-023-10629-7","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10462-023-10629-7","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10462-023-10629-7.pdf","source":{"id":"https://openalex.org/S122814990","display_name":"Artificial Intelligence Review","issn_l":"0269-2821","issn":["0269-2821","1573-7462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Artificial Intelligence Review","raw_type":"journal-article"},{"id":"pmh:oai:research-api.cbs.dk:openaire_cris_publications/cda6d9cd-8ab0-4a3e-97bc-40fecdb3d8f1","is_oa":true,"landing_page_url":"https://research.cbs.dk/en/publications/cda6d9cd-8ab0-4a3e-97bc-40fecdb3d8f1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401458","display_name":"CBS Research Portal (Copenhagen Business School)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I180519160","host_organization_name":"Copenhagen Business School","host_organization_lineage":["https://openalex.org/I180519160"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Koszewski, K, Mazumdar, S & Kumar, A S 2024, 'Understanding Rate of Return Dynamics of Cryptocurrencies : An Experimental Campaign', Artificial Intelligence Review, vol. 57, no. 1, 8. https://doi.org/10.1007/s10462-023-10629-7","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:research-api.cbs.dk:publications/cda6d9cd-8ab0-4a3e-97bc-40fecdb3d8f1","is_oa":true,"landing_page_url":"https://hdl.handle.net/10398/cda6d9cd-8ab0-4a3e-97bc-40fecdb3d8f1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401458","display_name":"CBS Research Portal (Copenhagen Business School)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I180519160","host_organization_name":"Copenhagen Business School","host_organization_lineage":["https://openalex.org/I180519160"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Koszewski, K, Mazumdar, S & Kumar, A S 2024, 'Understanding Rate of Return Dynamics of Cryptocurrencies : An Experimental Campaign', Artificial Intelligence Review, vol. 57, no. 1, 8. https://doi.org/10.1007/s10462-023-10629-7","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":{"id":"doi:10.1007/s10462-023-10629-7","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10462-023-10629-7","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10462-023-10629-7.pdf","source":{"id":"https://openalex.org/S122814990","display_name":"Artificial Intelligence Review","issn_l":"0269-2821","issn":["0269-2821","1573-7462"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Artificial Intelligence Review","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320318286","display_name":"Copenhagen Business School","ror":"https://ror.org/04sppb023"}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4390619754.pdf"},"referenced_works_count":39,"referenced_works":["https://openalex.org/W2099813784","https://openalex.org/W2298948645","https://openalex.org/W2335755599","https://openalex.org/W2801463432","https://openalex.org/W2803119959","https://openalex.org/W2811507150","https://openalex.org/W2884995041","https://openalex.org/W2899685556","https://openalex.org/W2905582627","https://openalex.org/W2951494616","https://openalex.org/W2980180716","https://openalex.org/W2980279719","https://openalex.org/W2980476654","https://openalex.org/W2982630901","https://openalex.org/W2991033465","https://openalex.org/W2994114435","https://openalex.org/W2998401173","https://openalex.org/W3029501235","https://openalex.org/W3033445019","https://openalex.org/W3100477271","https://openalex.org/W3100839768","https://openalex.org/W3100909980","https://openalex.org/W3115938103","https://openalex.org/W3122354768","https://openalex.org/W3125233914","https://openalex.org/W3138861928","https://openalex.org/W3158053678","https://openalex.org/W3170800272","https://openalex.org/W3172420129","https://openalex.org/W3200249872","https://openalex.org/W4212857380","https://openalex.org/W4229006568","https://openalex.org/W4256555983","https://openalex.org/W4293240949","https://openalex.org/W4300817773","https://openalex.org/W4312864988","https://openalex.org/W4366980326","https://openalex.org/W4385574251","https://openalex.org/W6700019829"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W4291291739","https://openalex.org/W2915579847"],"abstract_inverted_index":{"Abstract":[0],"In":[1,55],"recent":[2],"years,":[3],"cryptocurrencies":[4,66,181],"have":[5],"been":[6],"considered":[7],"as":[8,150,160],"an":[9,71],"asset":[10],"by":[11],"public":[12],"investors":[13],"and":[14,90,112,129,152,154,164,195],"received":[15],"much":[16],"research":[17],"attention.":[18],"It":[19],"is":[20,28,98,207,211],"a":[21],"volatile":[22],"asset,":[23],"thus":[24],"predicting":[25],"its":[26],"prices":[27],"not":[29],"easy":[30],"due":[31],"to":[32,136],"the":[33,60,106,109,113,121,144,175,208,212,217,220,227],"dependence":[34],"on":[35,100,120,226],"multiple":[36],"external":[37,81,115,198],"factors.":[38],"Machine":[39],"learning":[40,157],"models":[41,148,158],"are":[42],"becoming":[43],"popular":[44],"for":[45],"cryptocurrency":[46,110,193,241],"price":[47],"predictions,":[48],"while":[49,216],"also":[50,77,173,231],"considering":[51],"social":[52,123,221],"media":[53,124,222],"data.":[54],"this":[56],"article,":[57],"we":[58,104,118,132,141,172,201,230],"analyze":[59,105,174],"rate":[61,94,168],"of":[62,64,74,95,169,177,219],"return":[63,96],"three":[65,79,101,196],"(Bitcoin,":[67],"Ether,":[68],"Binance)":[69],"from":[70],"investor":[72],"point":[73],"view.":[75],"We":[76],"consider":[78],"traditional":[80,114,197],"variables:":[82],"S&P":[83],"500":[84],"stock":[85],"market":[86],"index,":[87],"gold":[88,236],"price,":[89],"volatility":[91],"index.":[92],"The":[93],"prediction":[97,138,214],"based":[99],"stages.":[102],"First,":[103],"correlation":[107,191],"between":[108,192],"returns":[111,194,239],"variables.":[116,199],"Next,":[117],"focus":[119],"influential":[122],"variables":[125,135,223],"(from":[126],"Twitter,":[127],"Reddit,":[128],"Wikipedia).":[130],"Later,":[131],"use":[133],"these":[134],"improve":[137],"accuracy.":[139],"Third,":[140],"test":[142],"how":[143],"standard":[145],"time":[146],"series":[147],"(such":[149,159],"ARIMA":[151],"SARIMA)":[153],"four":[155],"machine":[156],"RNN,":[161],"LSTM,":[162],"GRU":[163,210],"Bi-LSTM)":[165],"predict":[166],"one-day":[167],"return.":[170],"Finally,":[171,229],"risk":[176,184],"investing":[178],"in":[179,235],"each":[180],"using":[182],"value":[183],"statistics.":[185],"Overall,":[186],"our":[187],"result":[188],"shows":[189],"no":[190],"Second,":[200],"found":[202,232],"that":[203,233],"overall":[204],"LSTM":[205],"model":[206],"best,":[209],"second-best":[213],"model,":[215],"impact":[218],"varies":[224],"depending":[225],"cryptocurrencies.":[228],"investment":[234],"offers":[237],"better":[238],"than":[240],"during":[242],"Covid-19-like":[243],"situations.":[244]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3}],"updated_date":"2026-06-13T06:13:01.061226","created_date":"2025-10-10T00:00:00"}