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PreBit – A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin [article]

Yanzhao Zou, Dorien Herremans
2023 arXiv   pre-print
In this paper, we propose a multimodal model for predicting extreme price fluctuations. This model takes as input a variety of correlated assets, technical indicators, as well as Twitter content.  ...  By combining these embeddings with a Convolutional Neural Network, we built a predictive model for significant market movements.  ...  FinBERT embeddings for extreme price movement prediction of Bitcoin  ... 
arXiv:2206.00648v2 fatcat:4varvv4dqresxfqbhwsxzxbkvy