Stock Market Prediction Using Sentiment on YouTube Channels

서지정보

ㆍ발행기관 : 한국산업경영시스템학회 ㆍ수록지정보 : 산업경영시스템학회지 / 46권 / 2호
ㆍ저자명 : Su-Ji Cho, Cheol-Won Yang, Ki-Kwang Lee

목차

1. 서 론
2. 미디어와 금융 시장
3. 자료 및 방법론
3.1 자료 수집 및 정제
3.2 감성추출 알고리즘
3.3 시장 수익률 등락 예측 모형
4. 결과 및 해석
4.1 시점별 상관관계 분석
4.2 예측모형 성과 평가
5. 결 론
Acknowledgement
References

영어 초록

Recently in Korea, YouTube stock channels increased rapidly due to the high social interest in the stock market during the COVID-19 period. Accordingly, the role of new media channels such as YouTube is attracting attention in the process of generating and disseminating market information. Nevertheless, prior studies on the market forecasting power of YouTube stock channels remain insignificant. In this study, the market forecasting power of the information from the YouTube stock channel was examined and compared with traditional news media. To measure information from each YouTube stock channel and news media, positive and negative opinions were extracted. As a result of the analysis, opinion in channels operated by media outlets were found to be leading indicators of KOSPI market returns among YouTube stock channels. The prediction accuracy by using logistic regression model show 74%. On the other hand, Sampro TV, a popular YouTube stock channel, and the traditional news media simply reported the market situation of the day or instead showed a tendency to lag behind the market. This study is differentiated from previous studies in that it verified the market predictive power of the information provided by the YouTube stock channel, which has recently shown a growing trend in Korea. In the future, the results of advanced analysis can be confirmed by expanding the research results for individual stocks.

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