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

Fuente: arXiv
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Auteurs principaux: Tash, Moein Shahiki, Ahani, Zahra, Tash, Mohim, Farzaneh, Mostafa Keikhay, Barrera-Animas, Ari Y., Kolesnikova, Olga
Format: Preprint
Publié: 2026
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author Tash, Moein Shahiki
Ahani, Zahra
Tash, Mohim
Farzaneh, Mostafa Keikhay
Barrera-Animas, Ari Y.
Kolesnikova, Olga
author_facet Tash, Moein Shahiki
Ahani, Zahra
Tash, Mohim
Farzaneh, Mostafa Keikhay
Barrera-Animas, Ari Y.
Kolesnikova, Olga
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2603_24933
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Decoding Market Emotions in Cryptocurrency Tweets via Predictive Statement Classification with Machine Learning and Transformers
Tash, Moein Shahiki
Ahani, Zahra
Tash, Mohim
Farzaneh, Mostafa Keikhay
Barrera-Animas, Ari Y.
Kolesnikova, Olga
Artificial Intelligence
Computational Engineering, Finance, and Science
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.
title Decoding Market Emotions in Cryptocurrency Tweets via Predictive Statement Classification with Machine Learning and Transformers
topic Artificial Intelligence
Computational Engineering, Finance, and Science
url https://arxiv.org/abs/2603.24933