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    Classification of Hot News for Financial Forecast Using NLP Techniques
    (IEEE, 2018) Yildirim, Savas; Jothimani, Dhanya; Kavaklioglu, Can; Basar, Ayse
    Complex dynamics of stock market could be attributed to various factors ranging from company's financial ratios to investors' sentiment and reaction to Financial news. The paper aims to classify Financial news articles as hot (significant) and non-hot (non-significant). The study is carried out using Dow Jones newswires text feed for a period of four years spanning from 2013 till 2017. Bag-of-ngrams appraoch and Term Frequency-Inverse Document Frequency (TF-IDF) were used for text representation and text weighting, respectively. Four linear classifiers, namely, Logistic Regression (LR), Support Vector Machine (SVM), k Nearest Neighbours (kNN) and multinomial Naive Bayes (mNB) were used. Grid search was used for hyperparameter optimisation. Performance of the classifiers was evaluated using five measures, namely, success rate, precision, recall, F1 measure and area under receiver operating characteristics curve. LR and SVM outperformed other models in terms of all five performance measures for both Bag-of-ngrams model and Bag-of-ngrams model with TF-IDF approach. Use of TF-IDF improved performance of the classifiers, especially, in case of mNB. This study serves as a stepping stone in identification of important/relevant news, which could used as predictors for stock price forecasting.
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    Deep Learning Approaches for Sentiment Analysis on Financial Microblog Dataset
    (IEEE, 2019) Yildirim, Savas; Jothimani, Dhanya; Kavaklioglu, Can; Basar, Ayse
    Sentiment analysis of financial news and social media messages along with movement of stock prices could aid in improving the forecasting accuracy of stock prices. In this regard, we aim to perform sentiment analysis of a financial microblog, namely, StockTwits. We carried out the analysis on labelled messages of twelve stocks for a period of five months ranging from May 2019 to September 2019 using various Deep Learning (DL) approaches. We compared the performance of the DL classifiers with traditional machine learning approaches. Long Short Term Memory (LSTM) model and its variations such as bidirectional LSTM and bidrirectional LSTM with dropout outperformed other classifiers. Though use of dropout mechanism did not improve the performance of the model but there was a decrease in bias and variance. Further, we evaluated the performance of various optimizers such as rmsprop, adam, adagrad, adamax and nadam on LSTM. The success rate of all optimizers was similar.
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    Putting spatial crime patterns in their social contexts through a contextualized colocation analysis
    (Springer, 2023) Hakyemez, Tugrul Cabir; Babaoglu, Ceni; Basar, Ayse
    This study proposes a novel contextualized colocation analysis to examine spatial crime patterns within their social contexts. The sample includes all reported MCI crime incidents (i.e., assault, break and enter, robbery, auto theft, and theft over incidents) in the city of Toronto between 2014 and 2019 (n = 178,892). Following a stepwise clustering feature selection, we begin our analysis by regionalizing the city based on the relevant social context indicators through a ward-like hierarchical spatial clustering algorithm. Then, we use a modified colocation miner algorithm with a novel Validity Score (VS) to select significant citywide and regional crime colocation patterns. The results indicate that eating establishments, commercial parking lots, and retail food stores are the most frequent urban facilities in citywide and regional crime colocation patterns. We also note several peculiar crime colocation patterns across disadvantaged neighborhoods. Additionally, the proposed analysis selects the patterns that explain an average of 11% more crime events through the use of VS. Our study offers an alternative method for colocation analysis by effectively identifying crime-specific citywide and regional crime colocation patterns. It also prioritizes the identified colocation patterns by ranking them based on their significance.