社交媒体上比特币对话的自然语言处理算法分析与比较

IF 0.6 Q4 BUSINESS, FINANCE Journal of Investing Pub Date : 2021-12-09 DOI:10.3905/joi.2021.1.213
Benjamin McMillan, Joshua Myers, A. Nguyen, Don Robinson, Mark Kennard
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引用次数: 2

摘要

自2017年比特币的“泡沫高点”以来,机构对比特币的兴趣大幅增长;鉴于它缺乏传统的基本面,投资者情绪可能会推动价格发现。随着社交媒体的发展,Reddit已经演变为举办关于比特币(' r/bitcoin ')和一般投资(' r/investing ')的重要对话。我们专注于这两个渠道,使用四种不同的自然语言处理算法来创建一个整体情绪得分,并衡量得分与比特币价格变化的关系。
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Analysis and Comparison of Natural Language Processing Algorithms as Applied to Bitcoin Conversations on Social Media
Institutional interest in bitcoin has grown significantly since its “bubble highs” in 2017; and given its lack of traditional fundamentals, investor sentiment is likely to drive price discovery. As social media has grown, Reddit has evolved to host significant conversations regarding bitcoin (‘r/bitcoin’) and general investing (‘r/investing’). We focus on these two channels using four distinct natural language processing algorithms to create an ensemble sentiment score and measure the relationship of the score to the change in bitcoin’s price.
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来源期刊
Journal of Investing
Journal of Investing BUSINESS, FINANCE-
CiteScore
1.10
自引率
16.70%
发文量
42
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