Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features
基于市场状态的社交情绪与技术特征融合:比特币价格方向预测
Bitcoin price prediction on sub-daily timescales is a hard open problem in computational finance. Bitcoin exhibits fat-tailed returns, non-stationary dynamics, and a price discovery process influenced by social discourse on Reddit and Twitter. Conventional approaches fuse OHLCV technical features with sentiment via static concatenation, applying identical fusion weights regardless of market state. This is inconsistent with the behavioural finance literature, which shows that…