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Forecasting Bitcoin price using time opinion mining and bi-directional GRU
Journal of Intelligent & Fuzzy Systems ( IF 2 ) Pub Date : 2021-09-18 , DOI: 10.3233/jifs-211217
Sumaiya Begum Akbar 1 , Valarmathi Govindarajan 2 , Kalaiselvi Thanupillai 3
Affiliation  

Bitcoin is an innovative decentralized digital currency without intermediaries. Bitcoin price prediction is a demanding need in the present situation. This paper makes an investigation on the Bitcoin price forecast with a Bi-directional Gated Recurrent Unit (GRU) time series method, combined with opinion mining based on Twitter and Reddit feeds. An hourly basis sentimental analysis through the implementation of Natural Language Processing presents a positive impact of sentimental analysis on the Bitcoin price prediction. For prediction, RNN, long-short memory, GRU has been utilized. Unidirectional and Bi-directional versions of all three networks with and without sentimental analysis were implemented for comparison. Of all the techniques implemented Bi-directional GRU along with sentimental analysis gives a minimum RMSE and Minimum absolute percentage error of 1108.33 and 7.384%. Thus, the framework including Bi-Directional GRU along with Sentimental Analysis provides better results than the State-of-art methods.

中文翻译:

使用时间意见挖掘和双向 GRU 预测比特币价格

比特币是一种创新的去中心化数字货币,无需中介。在当前情况下,比特币价格预测是一项苛刻的需求。本文使用双向门控循环单元 (GRU) 时间序列方法,结合基于 Twitter 和 Reddit 提要的意见挖掘,对比特币价格预测进行了研究。通过实施自然语言处理进行的每小时情感分析显示了情感分析对比特币价格预测的积极影响。对于预测,RNN,长短记忆,GRU 已被利用。实施了带有和不带有情感分析的所有三个网络的单向和双向版本以进行比较。在所有实现双向 GRU 和情感分析的技术中,最小 RMSE 和最小绝对百分比误差为 1108.33 和 7.384%。因此,包括双向 GRU 和情感分析的框架提供了比最先进方法更好的结果。
更新日期:2021-09-22
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