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Predicting Cryptocurrency Price Movements Based on Social Media

Version 3 2024-07-02, 03:20
Version 2 2024-06-13, 11:48
Version 1 2020-05-05, 11:26
conference contribution
posted on 2024-07-02, 03:20 authored by VM Hao, NH Huy, Duy Bo DaoDuy Bo Dao, TT Mai, K Nguyen-An
© 2019 IEEE. Predicting cryptocurrency price movements is a challenging task due to the highly stochastic nature of the market. This paper exploits features from social media, combining with the historical price to build an accurate model for predicting trending of the Bitcoin, the most popular cryptocurrency these days. The novelty of this work is introducing a new feature called 'interaction' which helps improve the model's performance significantly. Our approach shows a very promising result, which outperforms other recent works by a large margin.

History

Pagination

57-64

Location

Nha Trang, Vietnam

Start date

2019-11-26

End date

2019-11-28

ISBN-13

9781728147239

Language

eng

Publication classification

E1 Full written paper - refereed

Title of proceedings

ACOMP 2019 : Proceedings of the 2019 International Conference on Advanced Computing and Applications

Event

Advanced Computing and Applications. Conference (2019 : Nha Trang, Vietnam)

Publisher

IEEE

Place of publication

Piscataway, N.J.

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