The influence of sentiments in digital currency prediction using hybrid sentiment-based Support Vector Machine with Whale Optimization Algorithm (SVMWOA)

Hitam, Nor Azizah and Ismail, Amelia Ritahani and Samsudin, Ruhaidah and Ameerbakhsh, Omair (2021) The influence of sentiments in digital currency prediction using hybrid sentiment-based Support Vector Machine with Whale Optimization Algorithm (SVMWOA). In: 2021 International Congress of Advanced Technology and Engineering, ICOTEN 2021, Virtual.

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Abstract

Getting an accurate prediction of a digital currency, also known as a cryptocurrency price index, becomes a significant factor in helping investors make the right decision. Failure to predict the movement of the crypto market gives a huge impact on profit loss. The difficult part is that market is dynamic in a way that is driven by many factors including inflation rate, economics, and natural calamities. This creates a chaos in the price of index so does the sentiment of the investor. This study proposes a machine learning model that applies a combination of sentiment-based support vector machine that is optimized by the whale optimization algorithm for predicting the daily price of a digital currency. Support Vector Machine (SVM) technique is used with the Whale Optimization Algorithm (WOA) which is inspired by the swarm optimization algorithms. The proposed Hybrid Sentiment-based Support Vector Machine with a Whale Optimization Algorithm (SVMWOA). will be evaluated and compared based on performance measures. The proposed method is compared with Support Vector Machine Optimized by Genetic Algorithm (SVMGA) and the Support Vector Machine Optimized by Harmony Search (SVMHS). The proposed model is found robust to be used in other fields of study.

Item Type:	Conference or Workshop Item (Plenary Papers)
Uncontrolled Keywords:	Cryptocurrency, prediction, hybrid sentiment- based Support Vector Machine (SVMWOA), Support Vector Machine (SVM), Whale Optimization Algorithm (WOA)
Subjects:	Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Information and Communication Technology > Department of Computer Science Kulliyyah of Information and Communication Technology > Department of Computer Science
Depositing User:	Amelia Ritahani Ismail
Date Deposited:	22 Nov 2021 16:31
Last Modified:	22 Nov 2021 16:31
URI:	http://irep.iium.edu.my/id/eprint/93954

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