Machine Learning based Cryptocurrency Price Prediction using historical data and Social Media Sentiment

The purpose of this research is to investigate the impact of social media sentiments on predicting the Bitcoin price using machine learning models, with a focus on integrating on-chain data and employing a Multi Modal Fusion Model. For conducting the experiments, the crypto market data, on-chain data, and corresponding social media data (Twitter) has been collected from 2014 to 2022 containing over 2000 samples. We trained various models over historical data including K-Nearest Neighbors, Logistic Regression, Gaussian Naive Bayes, Support Vector Machine, Extreme Gradient Boosting and a Multi Modal Fusion. Next, we added Twitter sentiment data to the models, using the Twitter-roBERTa and VADAR models to analyse the sentiments expressed in social media about Bitcoin. We then compared the performance of these models with and without the Twitter sentiment data and found that the inclusion of sentiment feature resulted in consistently better performance, with Twitter-RoBERTa-based sentiment giving an average F1 scores of 0.79. The best performing model was an optimised Multi Modal Fusion classifier using Twitter-RoBERTa based sentiment, producing an F1 score of 0.85. This study represents a significant contribution to the field of financial forecasting by demonstrating the potential of social media sentiment analysis, on-chain data integration, and the application of a Multi Modal Fusion model to improve the accuracy and robustness of machine learning models for predicting market trends, providing a valuable tool for investors, brokers, and traders seeking to make informed decisions

Exploring the use of paragraph-level annotations for sentiment analysis of financial blogs

In this paper we describe our work in the area of topic-based sentiment analysis in the domain of financial blogs. We explore the use of paragraph-level and document-level annotations, examining how additional information from paragraph-level annotations can be used to increase the accuracy of document-level sentiment classification. We acknowledge the additional effort required to provide these paragraph-level annotations, and so we compare these findings against an automatic means of generating topic-specific sub-documents

Temporal Attention-Gated Model for Robust Sequence Classification

Typical techniques for sequence classification are designed for well-segmented sequences which have been edited to remove noisy or irrelevant parts. Therefore, such methods cannot be easily applied on noisy sequences expected in real-world applications. In this paper, we present the Temporal Attention-Gated Model (TAGM) which integrates ideas from attention models and gated recurrent networks to better deal with noisy or unsegmented sequences. Specifically, we extend the concept of attention model to measure the relevance of each observation (time step) of a sequence. We then use a novel gated recurrent network to learn the hidden representation for the final prediction. An important advantage of our approach is interpretability since the temporal attention weights provide a meaningful value for the salience of each time step in the sequence. We demonstrate the merits of our TAGM approach, both for prediction accuracy and interpretability, on three different tasks: spoken digit recognition, text-based sentiment analysis and visual event recognition.Comment: Accepted by CVPR 201

Detecting and Tracking the Spread of Astroturf Memes in Microblog Streams

Online social media are complementing and in some cases replacing person-to-person social interaction and redefining the diffusion of information. In particular, microblogs have become crucial grounds on which public relations, marketing, and political battles are fought. We introduce an extensible framework that will enable the real-time analysis of meme diffusion in social media by mining, visualizing, mapping, classifying, and modeling massive streams of public microblogging events. We describe a Web service that leverages this framework to track political memes in Twitter and help detect astroturfing, smear campaigns, and other misinformation in the context of U.S. political elections. We present some cases of abusive behaviors uncovered by our service. Finally, we discuss promising preliminary results on the detection of suspicious memes via supervised learning based on features extracted from the topology of the diffusion networks, sentiment analysis, and crowdsourced annotations