Pump it : twitter sentiment analysis for cryptocurrency price prediction
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.5/27662 |
Resumo: | Mestrado Bolonha em Mathematical Finance |
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Pump it : twitter sentiment analysis for cryptocurrency price predictionCryptocurrencyPrice PredictionNHITSSentiment AnalysisMachine LearningMestrado Bolonha em Mathematical FinancePredicting the prices of the cryptocurrencies can be done by only using historical data related to the price,but adding ot her sources of information can be beneficial. In this work, we propose to analyse the market sentiment and add that information to the models.This sentiment was analyzed across 567 thousand tweets about 12 coins to get a daily grasp of the sentiment,polarity and subjectivity of the market.The tokens were separated into classes: established, emerging and ”meme” tokens.We trained various algorithms, such as OLS, LOGIT, LST Mand NHITS.Two periods were analysed:one corresponding to a bear market and one to a bull market. Due to the highi ntra-day volatility of cryptocurrencies, LSTM that takes longer periods into consideration did not seem to perform better than the ones without ”memory”, like OL SandL OGIT. NHITS was the best performing model accuracy wise, but lacked in returns,which we associated with our over-simplistictrading strategy.The information extracted from social media proved to be helpful across the range of models and coins. We successfully showed that ”meme” tokens do not representa viable investing strategy in our study. Thefore casting error does not increase significantly from a bear market to a bullmarket, even though the market changes drasticallyInstituto Superior de Economia e GestãoYamshchikov, IvanRepositório da Universidade de LisboaKoltun, Vladyslav2023-04-26T10:03:26Z2022-102022-10-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10400.5/27662engKoltun, Vladyslav (2022). “Pump it : twitter sentiment analysis for cryptocurrency price prediction”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestãoinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-04-30T01:30:51Zoai:www.repository.utl.pt:10400.5/27662Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:50:26.332781Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
title |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
spellingShingle |
Pump it : twitter sentiment analysis for cryptocurrency price prediction Koltun, Vladyslav Cryptocurrency Price Prediction NHITS Sentiment Analysis Machine Learning |
title_short |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
title_full |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
title_fullStr |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
title_full_unstemmed |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
title_sort |
Pump it : twitter sentiment analysis for cryptocurrency price prediction |
author |
Koltun, Vladyslav |
author_facet |
Koltun, Vladyslav |
author_role |
author |
dc.contributor.none.fl_str_mv |
Yamshchikov, Ivan Repositório da Universidade de Lisboa |
dc.contributor.author.fl_str_mv |
Koltun, Vladyslav |
dc.subject.por.fl_str_mv |
Cryptocurrency Price Prediction NHITS Sentiment Analysis Machine Learning |
topic |
Cryptocurrency Price Prediction NHITS Sentiment Analysis Machine Learning |
description |
Mestrado Bolonha em Mathematical Finance |
publishDate |
2022 |
dc.date.none.fl_str_mv |
2022-10 2022-10-01T00:00:00Z 2023-04-26T10:03:26Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10400.5/27662 |
url |
http://hdl.handle.net/10400.5/27662 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Koltun, Vladyslav (2022). “Pump it : twitter sentiment analysis for cryptocurrency price prediction”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Instituto Superior de Economia e Gestão |
publisher.none.fl_str_mv |
Instituto Superior de Economia e Gestão |
dc.source.none.fl_str_mv |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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