Avrupa Merkez Bankası (ECB) para politikası duyurularının kosinüs benzerliği ve duygu analizi üzerine bir inceleme

Year 2025, Volume: 28 Issue: 54, 779 - 794, 16.12.2025

Mehmet Fatih Görgün , Erhan Demireli

https://doi.org/10.31795/baunsobed.1613601

Abstract

Bu çalışma, Avrupa Merkez Bankası'nın (ECB) faiz kararlarına ilişkin duyurularını kosinüs benzerliği ve duygu analizi yöntemleri ile incelemektedir. Araştırma, duyurulardaki dilsel benzerliklerin zaman içindeki tutarlılığına ve bu duyuruların duygu tonunun değişimine odaklanmaktadır. ECB’nin metinlerindeki benzerlik oranları, politika kararları ve ekonomik dalgalanmalarla ilişkilendirilerek piyasa tepkilerinin nasıl yönlendirildiğini anlamayı amaçlamaktadır. Sonuçlar, merkez bankası duyurularının içeriğinin finansal piyasalara etkisini ortaya koymakta ve doğal dil işleme (NLP) tekniklerinin merkez bankası iletişim analizlerinde önemli bir araç olabileceğini göstermektedir.

Keywords

ECB , Kosinüs benzerliği , Duygu analizi , Doğal dil işleme (NLP) , Merkez bankası iletişimi

An examination of cosine similarity and sentiment analysis in European Central Bank (ECB) monetary policy announcements

Abstract

This study analyzes the European Central Bank’s (ECB) monetary policy announcements using cosine similarity and sentiment analysis methods. The research focuses on the linguistic consistency of ECB statements over time and the shifts in sentiment tone within these announcements. By correlating text similarity scores with policy decisions and economic fluctuations, the study aims to understand how ECB communications influence market responses. Findings reveal the impact of central bank announcement content on financial markets, highlighting the utility of Natural Language Processing (NLP) techniques as a valuable tool for central bank communication analysis.

Keywords

ECB , Cosine similarity , Sentiment analysis , Natural language processing (NLP) , Central bank communication

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