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

Yıl 2024, , 91 - 97, 27.10.2024

Mahmut Sami Sivri

https://doi.org/10.5281/zenodo.13996517

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

BIST30 Hisseleri Üzerinde Duygu Analizi Modellerini Yığınlama Topluluk Öğrenmesi Teknikleriyle Birleştirme

Öz

Son yıllarda, duygu analizi, doğal dil işleme (NLP) alanında önemli bir görev haline gelmiştir. Bireysel duygu analizi modellerinde önemli ilerlemeler kaydedilmiş olmasına rağmen, birden fazla modelin birleştirilmesi performansı ve dayanıklılığı daha da artırabilir. Bu makale, Borsa İstanbul'da işlem gören BIST30 hisseleriyle ilgili haber makalelerine uygulanan farklı duygu analizi modellerinin çıktılarının entegrasyonu için stacking kullanan bir ensemble modeli önermektedir. Temel modeller arasında Uzun Kısa Süreli Bellek (LSTM), İki Yönlü Kodlayıcı Temsillerinden Transformatorler (BERT), Naive Bayes ve Destek Vektör Makineleri (SVM) bulunmaktadır. Meta-öğrenici, temel modellerin tahminlerini birleştiren lojistik regresyon modelidir. Bu ensemble yaklaşımı, finansal haberlerin duygu analizinde tek model yaklaşımlarına göre geliştirilmiş doğruluk ve genelleme yetenekleri sergilemektedir.

Anahtar Kelimeler

Duygu Analizi, Topluluk Öğrenmesi, Yığınlama, Makine Öğrenmesi, Hisse Senedi Piyasaları

Kaynakça

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