arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.14804cs.CLcs.AI

LSTM Based Sentiment Analysis for Cryptocurrency Prediction

University of Maryland, Baltimore County(马里兰大学巴尔的摩分校);Leibniz University Hannover(汉诺威莱布尼茨大学);McGill University(麦吉尔大学);University of Stavanger(斯塔万格大学);Guangdong Pharmaceutical University(广东药科大学);University of Southern Queensland(南昆士兰大学)

Xin Huang, Wenbin Zhang, Xuejiao Tang, Mingli Zhang, Jayachander Surbiryala, Vasileios Iosifidis, Zhen Liu, Ji Zhang

英文摘要:

Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also provide valuable sentiment information to predict the price fluctuation of the cryptocurrency. This research is directed to predicting the volatile price movement of cryptocurrency by analyzing the sentiment in social media and finding the correlation between them. While previous work has been developed to analyze sentiment in English social media posts, we propose a method to identify the sentiment of the Chinese social media posts from the most popular Chinese social media platform Sina-Weibo. We develop the pipeline to capture Weibo posts, describe the creation of the crypto-specific sentiment dictionary, and propose a long short-term memory (LSTM) based recurrent neural network along with the historical cryptocurrency price movement to predict the price trend for future time frames. The conducted experiments demonstrate the proposed approach outperforms the state of the art auto regressive based model by 18.5% in precision and 15.4% in recall.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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