Scopus İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12573/395

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  • Conference Object
    Citation - Scopus: 1
    From Traditional to Deep: Evaluating Sentiment Analysis Models on a Large-Scale Tweet Dataset
    (Institute of Electrical and Electronics Engineers Inc., 2024-10-26) Mammadov, Alisahib; Bakal, Gokhan
    This study investigates the effectiveness of various machine learning (ML) and deep learning (DL) techniques for large-scale sentiment analysis on Twitter data. We leverage a publicly available dataset of one million tweets, annotated with four sentiment labels (positive, negative, uncertainty, and liti-gious), to train and evaluate a range of models. Our experiments demonstrate that traditional ML algorithms, particularly XG-Boost, achieve high performance, with the best F1 score reaching 95.81% using a combination of unigrams and bigrams. Among DL models, a hybrid CNN-BiGRU architecture yields the highest average F1 score of 95.42%. Our findings highlight the strengths of different approaches for sentiment analysis on Twitter data and emphasize the importance of data preprocessing and model selection for achieving optimal performance. © 2025 Elsevier B.V., All rights reserved.
  • Conference Object
    Evaluating the Impact of Sentiment Analysis on Deep Reinforcement Learning-Based Trading Strategies
    (Institute of Electrical and Electronics Engineers Inc., 2024-10-26) Etcil, Mustafa; Kolukisa, Burak; Bakir-Güngör, Burcu
    Portfolio optimization is a form of investment management that aims to maximize returns while minimizing risks. However, the inherent complexity and unpredictability of financial markets pose a challenge. Recent advancements in machine learning, particularly in deep reinforcement learning (DRL), offer promising solutions by enabling dynamic and adaptive trading strategies. This paper presents a comprehensive evaluation of three actor-critic-based DRL algorithms-Advantage Actor-Critic (A2C), Deep Deterministic Policy Gradient (DDPG), and Proximal Policy Optimization (PPO)-applied to portfolio optimization. These strategies were implemented in both sentiment-aware and non-sentiment-aware versions, allowing for a direct comparison of their performance. The sentiment-aware models incorporated sentiment analysis using FinBERT and knowledge graphs to measure market sentiment from financial news, while the non-sentiment-aware models relied solely on stock prices and technical indicators. Our comparative study demonstrates that incorporating sentiment analysis resulted in consistently superior risk-adjusted returns and portfolio resilience during market fluctuations compared to non-sentiment-aware strategies. © 2025 Elsevier B.V., All rights reserved.
  • Conference Object
    Citation - WoS: 6
    Citation - Scopus: 14
    Autonomous UAV Navigation via Deep Reinforcement Learning Using PPO
    (IEEE, 2022-05-15) Kabas, Bilal
    In this paper, a computer vision-based navigation system is proposed for autonomous unmanned aerial vehicles (UAV). The proposed navigation system is based on a deep reinforcement learning-based high-level controller. In this paper, proximal policy optimization (PPO), which is a deep reinforcement learning method, is used to train the artificial neural network in an end-to-end way using a continuous reward function. The proposed method has been tested on images obtained from different modalities (RGB and depth) in simulation environments that are created using Unreal Engine and Microsoft AirSim. For the navigation problem that this work is concerned with, a success rate of 96% has been obtained by using RGB cameras. Since RGB cameras are lighter than depth cameras and the trained artificial neural network has a parameter number less than 170.000, the proposed method is suitable to be deployed in micro aerial vehicles. Code is publicly available*.