Comparative Study for Sentiment Analysis of Financial Tweets with Deep Learning Methods

Nowadays, Twitter is one of the most popular social networking services. People post messages called “tweets”, which may contain photos, videos, links and text. With the vast amount of interaction on Twitter, due to its popularity, analyzing Twitter data is of increasing importance. Tweets related t...

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Detalles Bibliográficos
Autores: Memiş, Erkut, Akarkamçı (Kaya), Hilal, Yeniad, Mustafa, Rahebi, Javad, López Guede, José Manuel
Tipo de recurso: artículo
Fecha de publicación:2024
País:España
Institución:Universidad del País Vasco
Repositorio:Addi. Archivo Digital para la Docencia y la Investigación
OAI Identifier:oai:addi.ehu.eus:10810/64670
Acceso en línea:http://hdl.handle.net/10810/64670
Access Level:acceso abierto
Palabra clave:data mining
deep learning
sentiment classification
financial
tweet
Borsa Istanbul
Descripción
Sumario:Nowadays, Twitter is one of the most popular social networking services. People post messages called “tweets”, which may contain photos, videos, links and text. With the vast amount of interaction on Twitter, due to its popularity, analyzing Twitter data is of increasing importance. Tweets related to finance can be important indicators for decision makers if analyzed and interpreted in relation to stock market. Financial tweets containing keywords from the BIST100 index were collected and the tweets were tagged as “POSITIVE”, “NEGATIVE” and “NEUTRAL”. Binary and multi-class datasets were created. Word embedding and pre-trained word embedding were used for tweet representation. As classifiers, Neural Network, Convolutional Neural Network (CNN), Long Short-Term Memory (LSTM), Gated Recurrent Units (GRU) and GRU-CNN models were used in this study. The best results for binary and multi-class datasets were observed with pre-trained word embedding with the CNN model (83.02%, 72.73%). When word embedding was employed, the Neural Network model had the best results on the multi-class dataset (63.85%) and GRU-CNN had the best results on the binary dataset (80.56%).