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Finance and Financial Management Commons™
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- Cryptocurrency (2)
- Asymmetric information (1)
- Data analytics (1)
- Digital currency (1)
- Fintech (1)
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- Informedness theory (1)
- Initial Coin Offerings (ICOs) (1)
- Machine Learning (1)
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- Quantum algorithms (1)
- Quantum classifiers (1)
- Quantum credit scoring (1)
- Quantum machine learning (1)
- Sentiment analysis (1)
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- Social sentiment (1)
- Speculation (1)
- Trading (1)
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Articles 1 - 3 of 3
Full-Text Articles in Finance and Financial Management
Quantum Machine Learning For Credit Scoring, Nikolaos Schetakis, Davit Aghamalyan, Micheael Boguslavsky, Agnieszka Rees, Marc Rakotomalala, Paul Robert Griffin
Quantum Machine Learning For Credit Scoring, Nikolaos Schetakis, Davit Aghamalyan, Micheael Boguslavsky, Agnieszka Rees, Marc Rakotomalala, Paul Robert Griffin
Research Collection School Of Computing and Information Systems
This study investigates the integration of quantum circuits with classical neural networks for enhancing credit scoring for small- and medium-sized enterprises (SMEs). We introduce a hybrid quantum–classical model, focusing on the synergy between quantum and classical rather than comparing the performance of separate quantum and classical models. Our model incorporates a quantum layer into a traditional neural network, achieving notable reductions in training time. We apply this innovative framework to a binary classification task with a proprietary real-world classical credit default dataset for SMEs in Singapore. The results indicate that our hybrid model achieves efficient training, requiring significantly fewer epochs …
From Tweets To Token Sales: Assessing Ico Success Through Social Media Sentiments, Donghao Huang, S. Samuel, Quoc Toan Huynh, Zhaoxia Wang
From Tweets To Token Sales: Assessing Ico Success Through Social Media Sentiments, Donghao Huang, S. Samuel, Quoc Toan Huynh, Zhaoxia Wang
Research Collection School Of Computing and Information Systems
With the advent of social network technology, the influence of collective opinions has significantly impacted business, marketing, and fundraising. Particularly in the blockchain space, Initial Coin Offerings (ICOs) gain substantial exposure across various online platforms. Yet, the intricate relationships among these elements remain largely unexplored. This study aims to investigate the relationships between social media sentiment, engagement metrics, and ICO success. We hypothesize a positive correlation between favorable sentiment in ICO-related tweets and overall project success. Additionally, we recognize social media engagement indicators (mentions, retweets, likes, follower counts) as critical factors affecting ICO performance. Employing machine learning techniques, we conduct …
On The Effects Of Information Asymmetry In Digital Currency Trading, Kwansoo Kim, Robert John Kauffman
On The Effects Of Information Asymmetry In Digital Currency Trading, Kwansoo Kim, Robert John Kauffman
Research Collection School Of Computing and Information Systems
We report on two studies that examine how social sentiment influences information asymmetry in digital currency markets. We also assess whether cryptocurrency can be an investment vehicle, as opposed to only an instrument for asset speculation. Using a dataset on transactions from an exchange in South Korea and sentiment from Korean social media in 2018, we conducted a study of different trading behavior under two cryptocurrency trading market microstructures: a bid-ask spread dealer's market and a continuous trading buy-sell, immediate trade execution market. Our results highlight the impacts of positive and negative trader social sentiment valences on the effects of …