Narrative Digital Finance

Swiss National Science Foundation | CHF 236,118 | 2023-2025 —

Overview

SNSF-funded research project investigating how market narratives, structural breaks, and bubbles interact in digital finance markets.

Grant Number: IZCOZ0_213370

Role

Principal Investigator - Leading research on narrative economics in cryptocurrency and digital asset markets.

Research Focus

  • Structural breaks in cryptocurrency markets
  • Bubble detection and characterization
  • Market narrative analysis using NLP
  • Information transmission in digital finance

Key Questions

  1. How do narratives drive cryptocurrency valuations?
  2. Can structural breaks predict market regime changes?
  3. What role do social media narratives play in bubble formation?
  4. How does information propagate in decentralized markets?

Methodology

Method Application
Time Series Analysis Structural break detection
NLP/LLMs Narrative extraction from news and social media
Econometrics Bubble testing (GSADF, PSY)
Network Analysis Information flow modeling

Publications

Research outputs include analysis of stylized facts of metaverse NFTs (Physica A, 2024) and studies on reaction times to economic news in high-frequency trading.