Sensing social media signals for cryptocurrency news
Johannes G. Beck, Roberta Huang, David Lindner, Tian Guo, Ce Zhang, Dirk Helbing, Nino Antulov-Fantulin · Repository for Publications and Research Data (ETH Zurich) · 2019
The ability to track and monitor relevant and important news in real-time is of crucial interest in multiple industrial sectors. In this work, we focus on cryptocurrency news, which recently became of emerging interest to the general and financial audience. In order to track popular news in real-time, we (i) match news from the web with tweets from social media, (ii) track their intraday tweet activity and (iii) explore different machine learning models for predicting the number of article mentions on Twitter after its publication. We compare several machine learning models, such as linear extrapolation, linear and random forest autoregressive models, and a sequence-to-sequence neural network.