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.