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Turkish Journal of Electrical Engineering and Computer Sciences

DOI

10.55730/1300-0632.3862

Abstract

Stock market prediction has been an important topic for investors, researchers, and analysts. Because it is affected by too many factors, stock market prediction is a difficult task to handle. In this study, we propose a novel method that is based on deep reinforcement learning methodologies for the prediction of stock prices using sentiments of community and knowledge graph. For this purpose, we firstly construct a social knowledge graph of users by analyzing relations between connections. After that, time series analysis of related stock and sentiment analysis is blended with deep reinforcement methodology. Turkish version of Bidirectional Encoder Representations from Transformers (BerTurk) is employed to analyze the sentiments of the users while deep Q-learning methodology is used for the deep reinforcement learning side of the proposed model to construct the deep Q-network. In order to demonstrate the effectiveness of the proposed model, Garanti Bank (GARAN), Akbank (AKBNK), Türkiye İş Bankası (ISCTR) stocks in Borsa İstanbul are used as a case study. Experiment results show that the proposed novel model achieves remarkable results for stock market prediction task.

First Page

1506

Last Page

1524

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