Twitter ile Hisse Senetleri Oynaklığı Tahmin Edilebilir mi?

Yıl 2020, , 315 - 326, 30.07.2020

Gürkan Bozma , Sinan Kul

https://doi.org/10.17233/sosyoekonomi.2020.03.18

Cited By: 2

Öz

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.

Anahtar Kelimeler

Duygu Analizi, Türkçe Tweet, Doğal Dil İşleme, Veri Madenciliği, Metin Madenciliği, Borsa Tahmini, Makine Öğrenmesi, Naive Bayes, BEKK-GARCH-X

Can Twitter Forecast Uncertainty of Stocks?

Öz

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.

Anahtar Kelimeler

Naive Bayes, Sentiment Analysis, Turkish Tweet, Natural Language Processing, Data Mining, Text Mining, Stock Market Prediction, Machine Learning, BEKK-GARCH-X

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