Scopus İndeksli Yayınlar Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/8651
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Article Citation - WoS: 8Citation - Scopus: 9Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition(Springer, 2025) Arslan, SerdarCryptocurrencies have garnered significant attention recently due to widespread investments. Additionally, researchers have increasingly turned to social media, particularly in the context of financial markets, to harness its predictive capabilities. Investors rely on platforms like Twitter to analyze investments and detect trends, which can directly impact the future price movements of Bitcoin. Understanding and analyzing Twitter sentiments can potentially provide insights into future Bitcoin price movements and can shed light on how investor sentiment affects cryptocurrency markets. In this study, we explore the correlation between Twitter activity and Bitcoin prices by examining tweets related to Bitcoin price sentiments. Our proposed model consists of two distinct networks. The first network exclusively utilizes historical price data, which is further decomposed into various components using the Empirical Mode Decomposition method. This decomposition helps mitigate the impact of irregular fluctuations on Bitcoin price predictions. Each of these components is then separately processed by Long Short-Term Memory (LSTM) networks. The second network focuses on modeling user sentiments and emotions in conjunction with Bitcoin market data. User opinions are categorized into positive and negative classes and are integrated with historical data to predict the next-day price using LSTM networks. Finally, the outputs of each network are combined to form the ultimate prediction values. Experimental results demonstrate that Twitter sentiment can effectively helps us predict Bitcoin price trends. Furthermore, to validate our proposed model, we compared it with several state-of-the-art methods. The results indicate that our approach outperforms these existing models in terms of accuracy. © 2025 Elsevier B.V., All rights reserved.Article Citation - WoS: 18Citation - Scopus: 27Application of Bilstm-Crf Model With Different Embeddings for Product Name Extraction in Unstructured Turkish Text(Springer London Ltd, 2024) Arslan, SerdarNamed entity recognition (NER) plays a pivotal role in Natural Language Processing by identifying and classifying entities within textual data. While NER methodologies have seen significant advancements, driven by pretrained word embeddings and deep neural networks, the majority of these studies have focused on text with well-defined grammar and structure. A significant research gap exists concerning NER in informal or unstructured text, where traditional grammar rules and sentence structure are absent. This research addresses this crucial gap by focusing on the detection of product names within unstructured Turkish text. To accomplish this, we propose a deep learning-based NER model which combines a Bidirectional Long Short-Term Memory (BiLSTM) architecture with a Conditional Random Field (CRF) layer, further enhanced by FastText embeddings. To comprehensively evaluate and compare our model's performance, we explore different embedding approaches, including Word2Vec and Glove, in conjunction with the Bidirectional Long Short-Term Memory and Conditional Random Field (BiLSTM-CRF) model. Furthermore, we conduct comparisons against BERT to assess the efficacy of our approach. Our experimentation utilizes a Turkish e-commerce dataset gathered from the internet, where traditional grammatical and structural rules may not apply. The BiLSTM-CRF model with FastText embeddings achieved an F1 score value of 57.40%, a precision value of 55.78%, and a recall value of 59.12%. These results indicate promising performance in outperforming other baseline techniques. This research contributes to the field of NER by addressing the unique challenges posed by unstructured Turkish text and opens avenues for improved entity recognition in informal language settings, with potential applications across various domains.Article Citation - WoS: 37Citation - Scopus: 59A Hybrid Forecasting Model Using Lstm and Prophet for Energy Consumption With Decomposition of Time Series Data(Peerj inc, 2022) Arslan, SerdarFor decades, time series forecasting had many applications in various industries such as weather, financial, healthcare, business, retail, and energy consumption forecasting. An accurate prediction in these applications is a very important and also difficult task because of high sampling rates leading to monthly, daily, or even hourly data. This high-frequency property of time series data results in complexity and seasonality. Moreover, the time series data can have irregular fluctuations caused by various factors. Thus, using a single model does not result in good accuracy results. In this study, we propose an efficient forecasting framework by hybridizing the recurrent neural network model with Facebook's Prophet to improve the forecasting performance. Seasonal-trend decomposition based on the Loess (STL) algorithm is applied to the original time series and these decomposed components are used to train our recurrent neural network for reducing the impact of these irregular patterns on final predictions. Moreover, to preserve seasonality, the original time series data is modeled with Prophet, and the output of both sub-models are merged as final prediction values. In experiments, we compared our model with state-of-art methods for real-world energy consumption data of seven countries and the proposed hybrid method demonstrates competitive results to these state-of-art methods.