JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Analysis on the relationship of news in bitcoin market
Shinya KAWATAHiwon YOONYoshi FUJIWARA
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2018 Volume 2018 Issue FIN-020 Pages 09-

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Abstract

In this research, we use English-language news related to the Bitcoin posted on the Internet as a data source, and use LDA(Latent Dirichlet Allocation) which is one of probabilistic topic models, for each article. We judged what kind of topics (keyword group) the sentence is composed of, and quantitatively expressed the excitement of topics in the period using different topic distribution for each article obtained. Furthermore, by analyzing the relationship with the bitcoin's market price on the Internet, we try to evaluate the influence of the news. We show to the relation between the quantity concerning the bitcoin's price (BTC/JPY) in the target period and the excitement of the topic in the news article related to bitcoin.

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