BiTSI
收藏DataCite Commons2024-03-18 更新2024-07-13 收录
下载链接:
https://uvaauas.figshare.com/articles/dataset/BiTSI/25428238/1
下载链接
链接失效反馈官方服务:
资源简介:
Dataset used in the paper "Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs: a Machine Learning approach" by Tommaso Di Francesco and Cars Hommes. It contains the BiTSI index, a sentiment index obtained by scraping Twitter for all posts containing the term "Bitcoin" from November 1, 2019, to December 30, 2022. Ohter data are daily Bitcoin Price and the Risk-free rate proxied by the Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity.
提供机构:
University of Amsterdam / Amsterdam University of Applied Sciences
创建时间:
2024-03-18



