Sentiment Classification of Cryptocurrency-Related Social Media Posts

被引:7
作者
Kulakowski, Mikolaj [1 ]
Frasincar, Flavius [2 ]
机构
[1] Erasmus Univ, Erasmus Sch Econ, NL-3062 PA Rotterdam, Netherlands
[2] Erasmus Univ, NL-3062 PA Rotterdam, Netherlands
关键词
Training; Sentiment analysis; Social networking (online); Predictive models; Transformers; Cryptocurrency; Finance; Encoding; Natural language processing; Classification algorithms; Investment; Bidirectional control;
D O I
10.1109/MIS.2023.3283170
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Many researchers agree that sentiment analysis can improve the performance of quantitative trading models. We develop two off-the-shelf solutions for analyzing the sentiments of cryptocurrency-related social media posts. First, we posttrain and fine-tune a Twitter-oriented model based on the bidirectional encoder representations from transformers (BERT) architecture, BERTweet, on the cryptocurrency domain, resulting in CryptoBERT. Second, we generate the language-universal cryptocurrency emoji (LUKE) sentiment lexicon and prediction pipeline, utilizing the sentiment of emojis prevalent in social media. CryptoBERT is highly accurate, while LUKE is suitable for non-English posts, thus allowing for direct classification and noisy label generation in less popular languages. Our research can help cryptocurrency investors develop trading software supported by sentiments mined from social media.
引用
收藏
页码:5 / 9
页数:5
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