{"id":"https://openalex.org/W4225928737","doi":"https://doi.org/10.1016/j.bcra.2022.100063","title":"On-chain analytics for sentiment-driven statistical causality in cryptocurrencies","display_name":"On-chain analytics for sentiment-driven statistical causality in cryptocurrencies","publication_year":2022,"publication_date":"2022-01-28","ids":{"openalex":"https://openalex.org/W4225928737","doi":"https://doi.org/10.1016/j.bcra.2022.100063"},"language":"en","primary_location":{"id":"doi:10.1016/j.bcra.2022.100063","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.bcra.2022.100063","pdf_url":null,"source":{"id":"https://openalex.org/S4210227578","display_name":"Blockchain Research and Applications","issn_l":"2096-7209","issn":["2096-7209","2666-9536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Blockchain: Research and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.1016/j.bcra.2022.100063","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085037678","display_name":"Ioannis Chalkiadakis","orcid":"https://orcid.org/0000-0003-4111-9836"},"institutions":[{"id":"https://openalex.org/I32062511","display_name":"Heriot-Watt University","ror":"https://ror.org/04mghma93","country_code":"GB","type":"education","lineage":["https://openalex.org/I32062511"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Ioannis Chalkiadakis","raw_affiliation_strings":["School of Mathematical and Computer Sciences, Heriot-Watt University, Scotland, EH14 4AS, UK","MATHEMATICS DEPARTMENT OF HERIOT-WATT UNIVERSITY - School of Mathematical and Computer Sciences (Mathematics Department Colin Maclaurin Building Heriot-Watt University Edinburgh EH14 4AS Scotland - United Kingdom)"],"raw_orcid":"https://orcid.org/0000-0003-4111-9836","affiliations":[{"raw_affiliation_string":"School of Mathematical and Computer Sciences, Heriot-Watt University, Scotland, EH14 4AS, UK","institution_ids":["https://openalex.org/I32062511"]},{"raw_affiliation_string":"MATHEMATICS DEPARTMENT OF HERIOT-WATT UNIVERSITY - School of Mathematical and Computer Sciences (Mathematics Department Colin Maclaurin Building Heriot-Watt University Edinburgh EH14 4AS Scotland - United Kingdom)","institution_ids":["https://openalex.org/I32062511"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5031876724","display_name":"Anna Zaremba","orcid":"https://orcid.org/0000-0002-1401-5647"},"institutions":[{"id":"https://openalex.org/I124357947","display_name":"University of London","ror":"https://ror.org/04cw6st05","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947"]},{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Anna Zaremba","raw_affiliation_strings":["Department of Computer Science, University College, London, WC1E 7HU, UK","UCL-CS - Department of Computer science [University College of London] (University College London Computer science department Adastral Park - Martlesham IP5 3RE - UK - United Kingdom)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science, University College, London, WC1E 7HU, UK","institution_ids":["https://openalex.org/I45129253"]},{"raw_affiliation_string":"UCL-CS - Department of Computer science [University College of London] (University College London Computer science department Adastral Park - Martlesham IP5 3RE - UK - United Kingdom)","institution_ids":["https://openalex.org/I45129253","https://openalex.org/I124357947"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5087616647","display_name":"Gareth W. Peters","orcid":"https://orcid.org/0000-0003-2768-8979"},"institutions":[{"id":"https://openalex.org/I154570441","display_name":"University of California, Santa Barbara","ror":"https://ror.org/02t274463","country_code":"US","type":"education","lineage":["https://openalex.org/I154570441"]},{"id":"https://openalex.org/I4210150144","display_name":"LIG Science (United States)","ror":"https://ror.org/05035cc38","country_code":"US","type":"company","lineage":["https://openalex.org/I4210150144"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gareth W. Peters","raw_affiliation_strings":["Janet and Ian Duncan Endowed Chair of Actuarial Science, Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, 93106, USA","PSTAT-UCSB - Department of Statistics and Applied Probability [Santa Barbara] (College of Letters & Science, 5520 South Hall, UCSB, Santa Barbara, CA 93106-3110 - United States)","Janet and Ian Duncan Endowed Chair of Actuarial Science (United States)","UC Santa Barbara - University of California [Santa Barbara] (Santa Barbara, CA 93106 - United States)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Janet and Ian Duncan Endowed Chair of Actuarial Science, Department of Statistics and Applied Probability, University of California, Santa Barbara, CA, 93106, USA","institution_ids":["https://openalex.org/I154570441"]},{"raw_affiliation_string":"PSTAT-UCSB - Department of Statistics and Applied Probability [Santa Barbara] (College of Letters & Science, 5520 South Hall, UCSB, Santa Barbara, CA 93106-3110 - United States)","institution_ids":[]},{"raw_affiliation_string":"Janet and Ian Duncan Endowed Chair of Actuarial Science (United States)","institution_ids":["https://openalex.org/I4210150144"]},{"raw_affiliation_string":"UC Santa Barbara - University of California [Santa Barbara] (Santa Barbara, CA 93106 - United States)","institution_ids":["https://openalex.org/I154570441"]}]},{"author_position":"last","author":{"id":null,"display_name":"Michael J. Chantler","orcid":null},"institutions":[{"id":"https://openalex.org/I32062511","display_name":"Heriot-Watt University","ror":"https://ror.org/04mghma93","country_code":"GB","type":"education","lineage":["https://openalex.org/I32062511"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Michael J. Chantler","raw_affiliation_strings":["School of Mathematical and Computer Sciences, Heriot-Watt University, Scotland, EH14 4AS, UK","MATHEMATICS DEPARTMENT OF HERIOT-WATT UNIVERSITY - School of Mathematical and Computer Sciences (Mathematics Department Colin Maclaurin Building Heriot-Watt University Edinburgh EH14 4AS Scotland - United Kingdom)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematical and Computer Sciences, Heriot-Watt University, Scotland, EH14 4AS, UK","institution_ids":["https://openalex.org/I32062511"]},{"raw_affiliation_string":"MATHEMATICS DEPARTMENT OF HERIOT-WATT UNIVERSITY - School of Mathematical and Computer Sciences (Mathematics Department Colin Maclaurin Building Heriot-Watt University Edinburgh EH14 4AS Scotland - United Kingdom)","institution_ids":["https://openalex.org/I32062511"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5085037678"],"corresponding_institution_ids":["https://openalex.org/I32062511"],"apc_list":{"value":1600,"currency":"USD","value_usd":1600},"apc_paid":{"value":1600,"currency":"USD","value_usd":1600},"fwci":4.4613,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.94894213,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"3","issue":"2","first_page":"100063","last_page":"100063"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9909999966621399,"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":0.9909999966621399,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9850999712944031,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sentiment-analysis","display_name":"Sentiment analysis","score":0.744816780090332},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.740861177444458},{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.6183769702911377},{"id":"https://openalex.org/keywords/causality","display_name":"Causality (physics)","score":0.5889267921447754},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4570044279098511},{"id":"https://openalex.org/keywords/statistical-model","display_name":"Statistical model","score":0.45043444633483887},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44273319840431213},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.41881343722343445},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4124770164489746},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.38330626487731934},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13125649094581604}],"concepts":[{"id":"https://openalex.org/C66402592","wikidata":"https://www.wikidata.org/wiki/Q2271421","display_name":"Sentiment analysis","level":2,"score":0.744816780090332},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.740861177444458},{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.6183769702911377},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.5889267921447754},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4570044279098511},{"id":"https://openalex.org/C114289077","wikidata":"https://www.wikidata.org/wiki/Q3284399","display_name":"Statistical model","level":2,"score":0.45043444633483887},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44273319840431213},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.41881343722343445},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4124770164489746},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.38330626487731934},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13125649094581604},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.bcra.2022.100063","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.bcra.2022.100063","pdf_url":null,"source":{"id":"https://openalex.org/S4210227578","display_name":"Blockchain Research and Applications","issn_l":"2096-7209","issn":["2096-7209","2666-9536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Blockchain: Research and Applications","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-03856719v1","is_oa":false,"landing_page_url":"https://hal.science/hal-03856719","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Blockchain: Research and Applications, 2022, 3 (2), pp.100063. &#x27E8;10.1016/j.bcra.2022.100063&#x27E9;","raw_type":"Journal articles"},{"id":"pmh:oai:doaj.org/article:6085c1ccf780491b91bd5c0eff230989","is_oa":false,"landing_page_url":"https://doaj.org/article/6085c1ccf780491b91bd5c0eff230989","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Blockchain: Research and Applications, Vol 3, Iss 2, Pp 100063- (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1016/j.bcra.2022.100063","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.bcra.2022.100063","pdf_url":null,"source":{"id":"https://openalex.org/S4210227578","display_name":"Blockchain Research and Applications","issn_l":"2096-7209","issn":["2096-7209","2666-9536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Blockchain: Research and Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320311518","display_name":"Heriot-Watt University","ror":"https://ror.org/04mghma93"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":61,"referenced_works":["https://openalex.org/W112211119","https://openalex.org/W1546425147","https://openalex.org/W1970592556","https://openalex.org/W2041782669","https://openalex.org/W2090169706","https://openalex.org/W2102818757","https://openalex.org/W2107386393","https://openalex.org/W2149417376","https://openalex.org/W2150102617","https://openalex.org/W2167503371","https://openalex.org/W2167986580","https://openalex.org/W2171951705","https://openalex.org/W2178225550","https://openalex.org/W2513607014","https://openalex.org/W2542256003","https://openalex.org/W2609747516","https://openalex.org/W2800743636","https://openalex.org/W2802690391","https://openalex.org/W2882319491","https://openalex.org/W2896457183","https://openalex.org/W2900532930","https://openalex.org/W2907275872","https://openalex.org/W2945564149","https://openalex.org/W3000466293","https://openalex.org/W3011605097","https://openalex.org/W3085628920","https://openalex.org/W3088361508","https://openalex.org/W3096773305","https://openalex.org/W3098115713","https://openalex.org/W3100060675","https://openalex.org/W3100280058","https://openalex.org/W3125952890","https://openalex.org/W3126883404","https://openalex.org/W3137025496","https://openalex.org/W3176028843","https://openalex.org/W3210398342","https://openalex.org/W4211049957","https://openalex.org/W4300485781","https://openalex.org/W4365799834","https://openalex.org/W6604529075","https://openalex.org/W6607105548","https://openalex.org/W6629868721","https://openalex.org/W6632654669","https://openalex.org/W6675823452","https://openalex.org/W6681875376","https://openalex.org/W6682011176","https://openalex.org/W6683895063","https://openalex.org/W6684921082","https://openalex.org/W6691431627","https://openalex.org/W6737360990","https://openalex.org/W6748021476","https://openalex.org/W6751491546","https://openalex.org/W6755207826","https://openalex.org/W6756386911","https://openalex.org/W6757702470","https://openalex.org/W6760922108","https://openalex.org/W6762723999","https://openalex.org/W6773310623","https://openalex.org/W6775289994","https://openalex.org/W6781715622","https://openalex.org/W6858143361"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W2035792466","https://openalex.org/W2977645287","https://openalex.org/W4251418261","https://openalex.org/W1972675643","https://openalex.org/W2154758532"],"abstract_inverted_index":{"This":[0],"paper":[1],"establishes":[2],"a":[3,50,57,87,146,160,170,212],"new":[4],"framework":[5,148],"for":[6,30,149,246],"assessing":[7],"multimodal":[8,31,196],"statistical":[9,32,61,132,171,176],"causality":[10,33,62],"between":[11,75,95,234],"cryptocurrency":[12,17,96,265,278],"market":[13,279],"(cryptomarket)":[14],"sentiment":[15,101,118,161,175,185,200],"and":[16,54,71,100,179,211,238,270,273],"price":[18,98,210],"processes.":[19],"In":[20,192],"order":[21],"to":[22,60,105,151,158,182,194,209,263],"achieve":[23],"this,":[24],"we":[25,68,110,144,155],"present":[26,145],"an":[27],"efficient":[28],"algorithm":[29],"analysis":[34,172],"based":[35,63],"on":[36,64,252],"Multiple-Output":[37,51],"Gaussian":[38,52,65],"Processes.":[39],"Signals":[40],"from":[41,121,163],"different":[42,77,248],"information":[43],"sources":[44,237],"(modalities)":[45],"are":[46],"jointly":[47],"modelled":[48],"as":[49,136],"Process,":[53],"then":[55,156],"using":[56],"novel":[58,147],"approach":[59,85,222],"Processes":[66],"(GPs),":[67],"study":[69],"linear":[70],"non-linear":[72],"causal":[73,227],"effects":[74],"the":[76,81,93,106,129,189,195,198,240,247,277],"modalities.":[78],"We":[79,168],"demonstrate":[80],"effectiveness":[82],"of":[83,131,173,205,229,232,258],"our":[84,174,202,221],"in":[86,128,188,207,225],"machine":[88,133],"learning":[89,134],"application":[90],"by":[91,267],"studying":[92],"relationship":[94],"spot":[97],"dynamics":[99],"time-series":[102,152],"data":[103,124,236],"specific":[104],"crypto":[107],"sector,":[108],"which":[109,154],"conjecture":[111],"influences":[112],"retail":[113,268],"investor":[114,117,199],"behaviour.":[115],"The":[116],"is":[119,201,223,261],"extracted":[120],"cryptomarket":[122],"news":[123,166],"via":[125],"methods":[126],"developed":[127],"area":[130],"known":[135],"Natural":[137],"Language":[138],"Processing":[139],"(NLP).":[140],"To":[141],"capture":[142],"sentiment,":[143],"text":[150],"embedding,":[153],"use":[157],"construct":[159],"index":[162,177],"publicly":[164],"available":[165],"articles.":[167],"conduct":[169],"model":[178],"compare":[180],"it":[181],"alternative":[183],"state-of-the-art":[184],"models":[186],"popular":[187],"NLP":[190],"literature.":[191],"regard":[193],"causality,":[197],"primary":[203],"modality":[204],"exploration,":[206],"addition":[208],"blockchain":[213],"technology-related":[214],"indicator":[215],"(hash":[216],"rate).":[217],"Analysis":[218],"shows":[219],"that":[220,242],"effective":[224],"modelling":[226,244],"structures":[228],"variable":[230],"degree":[231],"complexity":[233],"heterogeneous":[235],"illustrates":[239],"impact":[241],"certain":[243],"choices":[245],"modalities":[249],"can":[250],"have":[251],"detecting":[253],"causality.":[254],"A":[255],"solid":[256],"understanding":[257],"these":[259],"factors":[260],"necessary":[262],"gauge":[264],"adoption":[266],"investors":[269],"provide":[271],"sentiment-":[272],"technology-based":[274],"insights":[275],"about":[276],"dynamics.":[280]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":4}],"updated_date":"2026-06-10T14:10:52.464848","created_date":"2025-10-10T00:00:00"}
