Date of Award
Master of Science
Digital currencies (cryptocurrencies) are rapidly becoming commonplace in the global market. Trading is performed similarly to the stock market or commodities, but stock market prediction algorithms are not necessarily well-suited for predicting digital currency prices. In this work, we analyzed tweets with both an existing sentiment analysis package and a manually tailored "objective analysis," resulting in one impact value for each analysis per 15-minute period. We then used evolutionary techniques to select the most appropriate training method and the best subset of the generated features to include, as well as other parameters. This resulted in implementation of predictors which yielded much more profit in four-week simulations than simply holding a digital currency for the same time period--the results ranged from 28% to 122% profit. Unlike stock exchanges, which shut down for several hours or days at a time, digital currency prediction and trading seems to be of a more consistent and predictable nature.
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