On technical trading and social media indicators for cryptocurrency price classification through deep learning
作者:
Highlights:
• Fine-tuned, deep learning algorithms for cryptocurrencies price classification.
• Increased performances for cryptocurrencies price classification.
• Social media and trading features increase price classification performance.
• Focus on sub-periods of cryptocurrencies’ financial distress using social media.
• Stakeholders should pay more and more attention to social media platforms.
摘要
•Fine-tuned, deep learning algorithms for cryptocurrencies price classification.•Increased performances for cryptocurrencies price classification.•Social media and trading features increase price classification performance.•Focus on sub-periods of cryptocurrencies’ financial distress using social media.•Stakeholders should pay more and more attention to social media platforms.
论文关键词:Cryptocurrencies,Text analysis,Deep learning,Social media indicators,Trading indicators
论文评审过程:Received 8 July 2021, Revised 20 December 2021, Accepted 28 February 2022, Available online 16 March 2022, Version of Record 22 March 2022.
论文官网地址:https://doi.org/10.1016/j.eswa.2022.116804