Using sentiment analysis to predict interday Bitcoin price movements
作者: Vytautas KaraleviciusNiels DegrandeJochen De Weerdt
作者单位: 1KU Leuven, Leuven, Belgium
刊名: The Journal of Risk Finance, 2018, Vol.19 (1), pp.56-75
来源数据库: Emerald Journal
DOI: 10.1108/JRF-06-2017-0092
关键词: BitcoinMarket efficiencyCryptocurrenciesLexicon-based sentiment analysis
原始语种摘要: Purpose(#br)The purpose of this study is to measure the interaction between media sentiment and the Bitcoin price. Because some researchers argued that the Bitcoin value is also determined by perception of users and investors, this paper examines how. (#br)Design/methodology/approach(#br)The database of relative news articles as well as blog posts has been collected for the purpose of this research. Hence, each article has been given a sentiment score depending on the negative and positive words used in the article. (#br)Findings(#br)This paper has identified that interaction between media sentiment and the Bitcoin price exists, and that there is a tendency for investors to overreact on news in a short period of time. (#br)Originality/value(#br)While sentiment analysis of Twitter posts as...
全文获取路径: Emerald  (合作)

  • sentiment 感情
  • price 价格
  • analysis 分析
  • purpose 目的
  • methodology 方法学
  • research 
  • score 得分
  • approach 
  • short 短的
  • between 在中间