arXiv:2603.24933cs.AIcs.CE2026-03

用AI识别加密货币推文中的预测性言论及情绪倾向

Decoding Market Emotions in Cryptocurrency Tweets via Predictive Statement Classification with Machine Learning and Transformers

  • 分两阶段分类:先判是否预测性,再分上涨/下跌/中性
  • 基于GPT增强数据,Transformer模型在预测识别上表现最优
  • 发现不同币种对应特定情绪模式,适合量化交易研究者

加密货币的兴起引发公众广泛参与和投机行为,尤其集中于社交媒体。本研究提出一种新型分类框架,用于识别与五种主流加密货币(Cardano、Matic、Binance、Ripple、Fantom)相关的推文中具有预测性的语句。该流程分为两个阶段:任务1为二分类,区分预测性与非预测性语句;被识别为预测性的推文进入任务2,进一步划分为增量(上涨)、减量(下跌)或中性。为构建稳健数据集,结合人工标注与GPT生成标注,并利用SenticNet提取各预测类别对应的情绪特征。针对类别不平衡问题,采用GPT生成改写进行数据增强。在两个任务中评估了多种机器学习、深度学习及Transformer模型。结果表明,基于GPT的数据平衡显著提升模型性能,其中在任务1中,Transformer模型取得最高F1分数;而在任务2中,传统机器学习模型表现最佳。此外,情绪分析揭示了不同加密货币在各类预测语句中呈现出独特的心理模式。

原文摘要 · Abstract (English)

The growing prominence of cryptocurrencies has triggered widespread public engagement and increased speculative activity, particularly on social media platforms. This study introduces a novel classification framework for identifying predictive statements in cryptocurrency-related tweets, focusing on five popular cryptocurrencies: Cardano, Matic, Binance, Ripple, and Fantom. The classification process is divided into two stages: Task 1 involves binary classification to distinguish between Predictive and Non-Predictive statements. Tweets identified as Predictive proceed to Task 2, where they are further categorized as Incremental, Decremental, or Neutral. To build a robust dataset, we combined manual and GPT-based annotation methods and utilized SenticNet to extract emotion features corresponding to each prediction category. To address class imbalance, GPT-generated paraphrasing was employed for data augmentation. We evaluated a wide range of machine learning, deep learning, and transformer-based models across both tasks. The results show that GPT-based balancing significantly enhanced model performance, with transformer models achieving the highest F1-score in Task 1, while traditional machine learning models performed best in Task 2. Furthermore, our emotion analysis revealed distinct emotional patterns associated with each prediction category across the different cryptocurrencies.

情感分析加密货币自然语言处理Transformer

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