arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2303.09397q-fin.STcs.AIcs.CLcs.LG
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使用Twitter情绪分析进行加密货币价格预测

Cryptocurrency Price Prediction using Twitter Sentiment Analysis

PES University(PES大学)

Haritha GB, Sahana N. B

摘要:

加密货币生态系统一直是许多社交媒体平台上讨论的中心,因为它具有明显的波动性和不同的观点。Twitter正迅速被用作新闻来源和比特币讨论的媒介。我们的算法试图使用历史价格和推文的情绪来预测比特币的价格。在这项研究中,我们开发了一个端到端模型,可以预测一组推文的情绪(使用基于Transformers的神经网络模型的双向编码器表示),并使用预测的情绪和其他指标(如历史加密货币价格数据,推文量,用户的追随者以及用户是否经过验证)预测比特币的价格(使用门控递归单位)。情绪预测给出了9.45%的平均绝对百分比误差,实时数据和测试数据的平均值。价格预测的平均绝对误差为3.6%。

英文摘要:

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our algorithm seeks to use historical prices and sentiment of tweets to forecast the price of Bitcoin. In this study, we develop an end-to-end model that can forecast the sentiment of a set of tweets (using a Bidirectional Encoder Representations from Transformers - based Neural Network Model) and forecast the price of Bitcoin (using Gated Recurrent Unit) using the predicted sentiment and other metrics like historical cryptocurrency price data, tweet volume, a user's following, and whether or not a user is verified. The sentiment prediction gave a Mean Absolute Percentage Error of 9.45%, an average of real-time data, and test data. The mean absolute percent error for the price prediction was 3.6%.

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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