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Cryptocurrencies are notorious for its volatility. But with its incredible rise in price, Bitcoin keep being on the top among the trending topics on social media. Although doubts continue to rise with price, Bloomberg even make critics on Bitcoin as ‘the biggest bubble in the history’, some investors still hold

Cryptocurrencies are notorious for its volatility. But with its incredible rise in price, Bitcoin keep being on the top among the trending topics on social media. Although doubts continue to rise with price, Bloomberg even make critics on Bitcoin as ‘the biggest bubble in the history’, some investors still hold strong enthusiasm and confidence towards Bitcoin. As contradicting opinions increase, it is worthy to dive into discussions on social media and use a scientific method to evaluate public’s non-negligible role in crypto price fluctuation.

Sentiment analysis, which is a notably method in text mining, can be used to extract the sentiment from people’s opinion. It then provides us with valuable perception on a topic from the public’s attitude, which create more opportunities for deeper analysis and prediction.

The thesis aims to investigate public’s sentiment towards Bitcoin through analyzing 10 million Bitcoin related tweets and assigning sentiment points on tweets, then using sentiment fluctuation as a factor to predict future crypto fluctuation. Price prediction is achieved by using a machine learning model called Recurrent Neural Network which automatically learns the pattern and generate following results with memory. The analysis revels slight connection between sentiment and crypto currency and the Neural Network model showed a strong connection between sentiment score and future price prediction.
ContributorsZhu, Xiaoyu (Author) / Benjamin, Victor (Thesis director) / Qinglai, He (Committee member) / Department of Information Systems (Contributor) / Department of Supply Chain Management (Contributor) / Barrett, The Honors College (Contributor)
Created2018-12
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Behavioral economics suggests that emotions can affect an individual’s decision making. Recent research on this idea’s application on large societies hints that there may exist some correlation or maybe even some causation relationship between public sentiment—at least what can be pulled from Twitter—and the movement of the stock market. One

Behavioral economics suggests that emotions can affect an individual’s decision making. Recent research on this idea’s application on large societies hints that there may exist some correlation or maybe even some causation relationship between public sentiment—at least what can be pulled from Twitter—and the movement of the stock market. One major result of consistent research on whether or not public sentiment can predict the movement of the stock market is that public sentiment, as a feature, is becoming more and more valid as a variable for stock-market-based machine learning models. While raw values typically serve as invaluable points of data, when training a model, many choose to “engineer” new features for their models—deriving rates of change or range values to improve model accuracy.
Since it doesn’t hurt to attempt to utilize feature extracted values to improve a model (if things don’t work out, one can always use their original features), the question may arise: how could the results of feature extraction on values such as sentiment affect a model’s ability to predict the movement of the stock market? This paper attempts to shine some light on to what the answer could be by deriving TextBlob sentiment values from Twitter data, and using Granger Causality Tests and logistic and linear regression to test if there exist a correlation or causation between the stock market and features extracted from public sentiment.
ContributorsYu, James (Author) / Meuth, Ryan (Thesis director) / Nakamura, Mutsumi (Committee member) / Computer Science and Engineering Program (Contributor, Contributor) / Barrett, The Honors College (Contributor)
Created2020-05
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Machine learning is the process of training a computer with algorithms to learn from data and make informed predictions. In a world where large amounts of data are constantly collected, machine learning is an important tool to analyze this data to find patterns and learn useful information from it. Machine

Machine learning is the process of training a computer with algorithms to learn from data and make informed predictions. In a world where large amounts of data are constantly collected, machine learning is an important tool to analyze this data to find patterns and learn useful information from it. Machine learning applications expand to numerous fields; however, I chose to focus on machine learning with a business perspective for this thesis, specifically e-commerce.

The e-commerce market utilizes information to target customers and drive business. More and more online services have become available, allowing consumers to make purchases and interact with an online system. For example, Amazon is one of the largest Internet-based retail companies. As people shop through this website, Amazon gathers huge amounts of data on its customers from personal information to shopping history to viewing history. After purchasing a product, the customer may leave reviews and give a rating based on their experience. Performing analytics on all of this data can provide insights into making more informed business and marketing decisions that can lead to business growth and also improve the customer experience.
For this thesis, I have trained binary classification models on a publicly available product review dataset from Amazon to predict whether a review has a positive or negative sentiment. The sentiment analysis process includes analyzing and encoding the human language, then extracting the sentiment from the resulting values. In the business world, sentiment analysis provides value by revealing insights into customer opinions and their behaviors. In this thesis, I will explain how to perform a sentiment analysis and analyze several different machine learning models. The algorithms for which I compared the results are KNN, Logistic Regression, Decision Trees, Random Forest, Naïve Bayes, Linear Support Vector Machines, and Support Vector Machines with an RBF kernel.
ContributorsMadaan, Shreya (Author) / Meuth, Ryan (Thesis director) / Nakamura, Mutsumi (Committee member) / Computer Science and Engineering Program (Contributor, Contributor) / Dean, W.P. Carey School of Business (Contributor) / Barrett, The Honors College (Contributor)
Created2020-05