Predicting Cryptocurrency Price Movements Based on Social Media

摘要

Predicting cryptocurrency price movements is a challenging task due to the highly stochastic nature of the market. This paper exploits features from social media, combining with the historical price to build an accurate model for predicting trending of the Bitcoin, the most popular cryptocurrency these days. The novelty of this work is introducing a new feature called 'interaction' which helps improve the model's performance significantly. Our approach shows a very promising result, which outperforms other recent works by a large margin.