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Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks

Cilt: 1 Sayı: 2 27 Ekim 2024
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Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks

Öz

In recent years, sentiment analysis has become a crucial task in the field of natural language processing (NLP). Despite significant advancements in individual sentiment analysis models, combining multiple models can further enhance performance and robustness. This paper proposes an ensemble model using stacking to integrate the outputs of different sentiment analysis models applied to news articles related to BIST30 stocks traded on Borsa Istanbul. The base models include Long Short-Term Memory (LSTM), Bidirectional Encoder Representations from Transformers (BERT), Naive Bayes, and Support Vector Machines (SVM). The meta-learner is a logistic regression model that aggregates the predictions of the base models. This ensemble approach demonstrates improved accuracy and generalization capabilities over single-model approaches in analyzing the sentiment of financial news.

Anahtar Kelimeler

Sentiment Analysis, Ensemble Learning, Stacking, Machine Learning, Stock Markets

Kaynakça

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  7. [7] Wolpert, D. H., “Stacked generalization”, Neural Networks, Vol. 5, Issue 2, Pages 241-259, 1992.
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Kaynak Göster

APA
Sivri, M. S. (2024). Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks. Hendese Teknik Bilimler ve Mühendislik Dergisi, 1(2), 91-97. https://doi.org/10.5281/zenodo.13996517
AMA
1.Sivri MS. Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks. HENDESE. 2024;1(2):91-97. doi:10.5281/zenodo.13996517
Chicago
Sivri, Mahmut Sami. 2024. “Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks”. Hendese Teknik Bilimler ve Mühendislik Dergisi 1 (2): 91-97. https://doi.org/10.5281/zenodo.13996517.
EndNote
Sivri MS (01 Ekim 2024) Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks. Hendese Teknik Bilimler ve Mühendislik Dergisi 1 2 91–97.
IEEE
[1]M. S. Sivri, “Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks”, HENDESE, c. 1, sy 2, ss. 91–97, Eki. 2024, doi: 10.5281/zenodo.13996517.
ISNAD
Sivri, Mahmut Sami. “Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks”. Hendese Teknik Bilimler ve Mühendislik Dergisi 1/2 (01 Ekim 2024): 91-97. https://doi.org/10.5281/zenodo.13996517.
JAMA
1.Sivri MS. Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks. HENDESE. 2024;1:91–97.
MLA
Sivri, Mahmut Sami. “Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks”. Hendese Teknik Bilimler ve Mühendislik Dergisi, c. 1, sy 2, Ekim 2024, ss. 91-97, doi:10.5281/zenodo.13996517.
Vancouver
1.Mahmut Sami Sivri. Combining Sentiment Analysis Models Using Stacking Ensemble Learning Techniques on BIST30 Stocks. HENDESE. 01 Ekim 2024;1(2):91-7. doi:10.5281/zenodo.13996517