Análise de associação de séries temporais em dados de criptomoedas, redes sociais e Google Trends

Abstract

Through the introduction of new technological solutions, the evolution and democratization of financial mechanisms in recent decades were allowed, also enabling the existence of new types of digital assets. At the same time, there was a huge spread of digital currencies, with their visibility enhanced on social networks. Thus, having noticed the increasing amount of searches and posts about such coins, this work proposes to carry out a study of the cryptocurrency market through associations of time series and comparison of techniques, using variables such as the closing value of cryptocurrencies, tweet volume, and search volume. From the extraction and manipulation of these data, it is expected to observe possible associations and market trends.