LSTM Based Sentiment Analysis for Cryptocurrency Prediction

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Autorschaft

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

Organisationseinheiten

Externe Organisationen

  • University of Maryland Baltimore County
  • McGill University
  • University of Stavanger
  • Guangdong College of Pharmacy
  • University of Southern Queensland
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Titel des SammelwerksDatabase Systems for Advanced Applications
Untertitel26th International Conference, DASFAA 2021, Proceedings
Herausgeber/-innenChristian S. Jensen, Ee-Peng Lim, De-Nian Yang, Wang-Chien Lee, Vincent S. Tseng, Vana Kalogeraki, Jen-Wei Huang, Chih-Ya Shen
ErscheinungsortCham
Herausgeber (Verlag)Springer Science and Business Media Deutschland GmbH
Seiten617-621
Seitenumfang5
ISBN (elektronisch)978-3-030-73200-4
ISBN (Print)9783030731991
PublikationsstatusVeröffentlicht - 6 Apr. 2021
Veranstaltung26th International Conference on Database Systems for Advanced Applications, DASFAA 2021 - Taipei, Taiwan
Dauer: 11 Apr. 202114 Apr. 2021

Publikationsreihe

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Band12683 LNCS
ISSN (Print)0302-9743
ISSN (elektronisch)1611-3349

Abstract

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.

ASJC Scopus Sachgebiete

Zitieren

LSTM Based Sentiment Analysis for Cryptocurrency Prediction. / Huang, Xin; Zhang, Wenbin; Tang, Xuejiao et al.
Database Systems for Advanced Applications: 26th International Conference, DASFAA 2021, Proceedings. Hrsg. / Christian S. Jensen; Ee-Peng Lim; De-Nian Yang; Wang-Chien Lee; Vincent S. Tseng; Vana Kalogeraki; Jen-Wei Huang; Chih-Ya Shen. Cham: Springer Science and Business Media Deutschland GmbH, 2021. S. 617-621 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 12683 LNCS).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Huang, X, Zhang, W, Tang, X, Zhang, M, Surbiryala, J, Iosifidis, V, Liu, Z & Zhang, J 2021, LSTM Based Sentiment Analysis for Cryptocurrency Prediction. in CS Jensen, E-P Lim, D-N Yang, W-C Lee, VS Tseng, V Kalogeraki, J-W Huang & C-Y Shen (Hrsg.), Database Systems for Advanced Applications: 26th International Conference, DASFAA 2021, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Bd. 12683 LNCS, Springer Science and Business Media Deutschland GmbH, Cham, S. 617-621, 26th International Conference on Database Systems for Advanced Applications, DASFAA 2021, Taipei, Taiwan, 11 Apr. 2021. https://doi.org/10.1007/978-3-030-73200-4_47
Huang, X., Zhang, W., Tang, X., Zhang, M., Surbiryala, J., Iosifidis, V., Liu, Z., & Zhang, J. (2021). LSTM Based Sentiment Analysis for Cryptocurrency Prediction. In C. S. Jensen, E.-P. Lim, D.-N. Yang, W.-C. Lee, V. S. Tseng, V. Kalogeraki, J.-W. Huang, & C.-Y. Shen (Hrsg.), Database Systems for Advanced Applications: 26th International Conference, DASFAA 2021, Proceedings (S. 617-621). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Band 12683 LNCS). Springer Science and Business Media Deutschland GmbH. https://doi.org/10.1007/978-3-030-73200-4_47
Huang X, Zhang W, Tang X, Zhang M, Surbiryala J, Iosifidis V et al. LSTM Based Sentiment Analysis for Cryptocurrency Prediction. in Jensen CS, Lim EP, Yang DN, Lee WC, Tseng VS, Kalogeraki V, Huang JW, Shen CY, Hrsg., Database Systems for Advanced Applications: 26th International Conference, DASFAA 2021, Proceedings. Cham: Springer Science and Business Media Deutschland GmbH. 2021. S. 617-621. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-030-73200-4_47
Huang, Xin ; Zhang, Wenbin ; Tang, Xuejiao et al. / LSTM Based Sentiment Analysis for Cryptocurrency Prediction. Database Systems for Advanced Applications: 26th International Conference, DASFAA 2021, Proceedings. Hrsg. / Christian S. Jensen ; Ee-Peng Lim ; De-Nian Yang ; Wang-Chien Lee ; Vincent S. Tseng ; Vana Kalogeraki ; Jen-Wei Huang ; Chih-Ya Shen. Cham : Springer Science and Business Media Deutschland GmbH, 2021. S. 617-621 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
Download
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abstract = "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.",
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T1 - LSTM Based Sentiment Analysis for Cryptocurrency Prediction

AU - Huang, Xin

AU - Zhang, Wenbin

AU - Tang, Xuejiao

AU - Zhang, Mingli

AU - Surbiryala, Jayachander

AU - Iosifidis, Vasileios

AU - Liu, Zhen

AU - Zhang, Ji

PY - 2021/4/6

Y1 - 2021/4/6

N2 - 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.

AB - 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.

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