Gerçek Zamanlı Duygu Analizi ve Derin Pekiştirmeli Öğrenme Kullanılarak Kripto Para Piyasalarında Risk ve Uyumun Stratejik Yönetim Perspektifiyle Ele Alınması

Yıl 2025, Cilt: 24 Sayı: 54, 977 - 1001, 29.12.2025

Egehan Özkan Alakaş

https://doi.org/10.46928/iticusbe.1735298

Öz

Bu çalışma, gerçek zamanlı duygu analizi ve teknik göstergeleri entegre eden derin bir takviyeli öğrenme çerçevesi kullanarak kripto para piyasası için gelişmiş bir yönetim stratejisi geliştirmeyi amaçlamaktadır. Çalışma, alım satım performansını artırmanın ötesinde, karar alma süreçlerinin dinamik piyasa koşullarıyla uyumlu hale getirilmesini ve finansal risklerin proaktif bir şekilde ele alınmasını vurgulayarak yaklaşımını stratejik bir yönetim perspektifiyle çerçevelendirmektedir. Temel amaç, piyasa oynaklığı ve duygusal önyargıların neden olduğu kayıpları en aza indirirken alım satım kârlarını artırmaktır. Duyarlılık analizi, piyasa duyarlılığını pozitif, negatif veya nötr olarak sınıflandırmak için önceden eğitilmiş FinRL NLP modeli kullanılarak gerçekleştirilir. Binance API aracılığıyla elde edilen geçmiş piyasa verileri Python'da analiz edilir ve modeller PPO, A2C ve DQN algoritmaları kullanılarak eğitilir. Bu algoritmalar, duyarlılık ve teknik göstergeleri durum uzayına dahil eder. Sonuçlar, duyarlılık analizinin bütünleştirilmesinin belirsizlik altında karar verme etkinliğini artırdığını (özellikle A2C algoritması ile) ve geleneksel stratejilerden daha sağlam performans sağladığını göstermektedir. Bulgular, kripto para piyasaları gibi değişken ortamlarda daha iyi hizalanmış, uyarlanabilir yatırım kararlarını desteklemek için duygulara duyarlı makine öğrenimini stratejik risk yönetimiyle birleştirmenin değerini vurgulamaktadır.

Anahtar Kelimeler

Derin pekiştirmeli öğrenme , Duygu analizi , Kripto piyasaları , Stratejik yönetim , Stratejik uyum , Risk Yönetimi

A Strategic Management Perspective on Risk and Alignment in Crypto Markets Using Deep Reinforcement Learning and Real-Time Sentiment Analysis

Öz

This study aims to develop an advanced management strategy for the cryptocurrency market This study aims to develop an advanced management strategy for the cryptocurrency market using a deep reinforcement learning framework that integrates real-time sentiment analysis and technical indicators. Beyond improving trading performance, the study frames its approach within a strategic management perspective by emphasizing the alignment of decision-making processes with dynamic market conditions and the proactive handling of financial risks. The core objective is to enhance trading profits while minimizing losses caused by market volatility and emotional bias. Sentiment analysis is conducted using the pre-trained FinRL NLP model to classify market sentiment as positive, negative, or neutral. Historical market data obtained via the Binance API is analyzed in Python, and the models are trained using PPO, A2C, and DQN algorithms. These algorithms incorporate sentiment and technical indicators into the state space. Results show that integrating sentiment analysis improves the effectiveness of decision-making under uncertainty particularly with the A2C algorithm providing more robust performance than traditional strategies. The findings highlight the value of combining sentiment-aware machine learning with strategic risk management to support better-aligned, adaptive investment decisions in volatile environments such as cryptocurrency markets.

Anahtar Kelimeler

Deep reinforcement learning , Sentiment analysis , Crypto markets , Strategic management , Strategic alignment , Risk Management

Kaynakça

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