When Bitcoin encounters information in an online forum: Using text mining to analyse user opinions and predict value fluctuation

Bitcoin is an online currency that is used worldwide to make online payments. It has consequently become an investment vehicle in itself and is traded in a way similar to other open currencies. The ability to predict the price fluctuation of Bitcoin would therefore facilitate future investment and payment decisions. In order to predict the price fluctuation of Bitcoin, we analyse the comments posted in the Bitcoin online forum. Unlike most research on Bitcoin-related online forums, which is limited to simple sentiment analysis and does not pay sufficient attention to note-worthy user comments, our approach involved extracting keywords from Bitcoin-related user comments posted on the online forum with the aim of analytically predicting the price and extent of transaction fluctuation of the currency. The effectiveness of the proposed method is validated based on Bitcoin online forum data ranging over a period of 2.8 years from December 2013 to September 2016.比特币（Bitcoin）是一种在全球范围内用于线上支付的加密数字货币，其本身亦成为一类投资标的，交易模式与其他开放式货币相仿。因此，准确预测比特币的价格波动，将为后续的投资与支付决策提供有力支撑。为完成比特币价格波动预测任务，本研究针对比特币线上论坛中的用户评论展开分析。与多数比特币相关线上论坛研究仅局限于简单情感分析、且未充分关注具有参考价值的用户评论不同，本研究的方法从论坛发布的比特币相关用户评论中提取关键词，旨在通过分析实现该加密货币的价格与交易波动幅度预测。本研究所提方法的有效性，通过2013年12月至2016年9月、跨度达2.8年的比特币线上论坛数据集得到了验证。