Effectiveness of social media in stock market price prediction based on machine learning
Küçük Resim Yok
Tarih
2022
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer International Publishing Ag
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
Trying to predict the future using social media data and analytics is very popular today. With this motivation, we aimed to make stock market predictions by creating different analysis models for 10 different banks traded in Borsa Istanbul 100 over 3 different groups that we selected on social media. The groups determined within the scope of the study can be detailed as tweets posted by banks from their accounts, tweets posted with the name of the bank, and tweets with the name of the bank posted from approved accounts. In our analysis, we used various variations, including the tweets' sentiments, replies, retweet and like counts of the tweets, the effects of daily currency (Dollar, Euro, and Gold) prices, and the changes in stock changes up to 3 days. To apply some pre-processing techniques to the collected data, we defined sentiment classes for sentiment analysis, created 6 different models, and analyzed it using 7 different classification algorithms such as Multi-Layer Perceptron, Random Forest, and deep learning algorithm. After all the models and analysis, we got a total of 1440 different results. According to our results, the accuracy rates vary according to the data groups and models we have chosen. The tweet group in which the name of the banks is mentioned can be shown as the most successful data group and we can easily say that there is a certain relation between social media and stock market prices.
Açıklama
4th International Conference on Intelligent and Fuzzy Systems (INFUS) -- JUL 19-21, 2022 -- Bornova, TURKEY
Anahtar Kelimeler
Stock market, Classification, Deep learning, Social media, Sentiment analysis
