Year 2020, Volume 28 , Issue 45, Pages 315 - 326 2020-07-30

Can Twitter Forecast Uncertainty of Stocks?
Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?

Gürkan BOZMA [1] , Sinan KUL [2]


Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock prices can be estimated using this relationship. In this study, in which the effect of tweets on the volatility of the stock is estimated, the volatility scores and the emotion scores between the stocks were also revealed. In the scope of the study, sentiment analysis with Naive Bayes was performed on Turkish tweets shared by three phone companies (Alcatel, Turkcell and Vestel) which are in Borsa Istanbul and whose products are sold in Turkey. According to the results of the analysis, it was found that sentiment scores obtained for Turkcell and Vestel significantly increased Alcatel's conditional variance statistically.

Tweetlerin duygu analizi ile hisse senedi fiyat hareketleri arasında ilişki olduğu hatta hisse senedi fiyatlarının bu yolla tahmin edilebildiği yapılan çalışmalarla ortaya konmuştur. Tweetlerin, hisse senetlerinin oynaklığına etkisinin tahmin edilmesi üzerine yapılan bu çalışmada ayrıca, hisse senetlerinin birbirleri arasındaki ve duygu puanlarının hisse senetleri arasındaki oynaklık geçişkenlikleri de ortaya çıkarılmıştır. Çalışma kapsamında, ürünlerinin Türkiye’de satışı yapılan ve Borsa İstanbul’da faaliyet gösteren 3 telefon markası (Alcatel, Turkcell ve Vestel) hakkında paylaşılan Türkçe tweetler üzerinde Naive Bayes ile duygu analizi yapılmıştır. Analiz sonuçlarına göre Turkcell ve Vestel için elde edilen duygu puanlarının Arcatel’in koşullu varyansını istatistiki olarak anlamlı bir şekilde artırdığı tespit edilmiştir.

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Primary Language tr
Subjects Social
Journal Section Articles
Authors

Orcid: 0000-0003-4047-9012
Author: Gürkan BOZMA (Primary Author)
Institution: IĞDIR ÜNİVERSİTESİ
Country: Turkey


Orcid: 0000-0002-7824-756X
Author: Sinan KUL
Institution: ATATÜRK ÜNİVERSİTESİ
Country: Turkey


Dates

Publication Date : July 30, 2020

Bibtex @research article { sosyoekonomi635359, journal = {Sosyoekonomi}, issn = {1305-5577}, address = {}, publisher = {Sosyoekonomi Society}, year = {2020}, volume = {28}, pages = {315 - 326}, doi = {10.17233/sosyoekonomi.2020.03.18}, title = {Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?}, key = {cite}, author = {Bozma, Gürkan and Kul, Sinan} }
APA Bozma, G , Kul, S . (2020). Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi? . Sosyoekonomi , 28 (45) , 315-326 . DOI: 10.17233/sosyoekonomi.2020.03.18
MLA Bozma, G , Kul, S . "Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?" . Sosyoekonomi 28 (2020 ): 315-326 <https://dergipark.org.tr/en/pub/sosyoekonomi/issue/56258/635359>
Chicago Bozma, G , Kul, S . "Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?". Sosyoekonomi 28 (2020 ): 315-326
RIS TY - JOUR T1 - Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi? AU - Gürkan Bozma , Sinan Kul Y1 - 2020 PY - 2020 N1 - doi: 10.17233/sosyoekonomi.2020.03.18 DO - 10.17233/sosyoekonomi.2020.03.18 T2 - Sosyoekonomi JF - Journal JO - JOR SP - 315 EP - 326 VL - 28 IS - 45 SN - 1305-5577- M3 - doi: 10.17233/sosyoekonomi.2020.03.18 UR - https://doi.org/10.17233/sosyoekonomi.2020.03.18 Y2 - 2020 ER -
EndNote %0 Sosyoekonomi Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi? %A Gürkan Bozma , Sinan Kul %T Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi? %D 2020 %J Sosyoekonomi %P 1305-5577- %V 28 %N 45 %R doi: 10.17233/sosyoekonomi.2020.03.18 %U 10.17233/sosyoekonomi.2020.03.18
ISNAD Bozma, Gürkan , Kul, Sinan . "Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?". Sosyoekonomi 28 / 45 (July 2020): 315-326 . https://doi.org/10.17233/sosyoekonomi.2020.03.18
AMA Bozma G , Kul S . Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?. Sosyoekonomi. 2020; 28(45): 315-326.
Vancouver Bozma G , Kul S . Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?. Sosyoekonomi. 2020; 28(45): 315-326.