유튜브 주식채널의 감성을 활용한 코스피 수익률 등락 예측

• 영문명: Stock Market Prediction Using Sentiment on YouTube Channels
• 발행기관: 한국산업경영시스템학회
• 저자명: 조수지 양철원 이기광
• 간행물 정보: 『산업경영시스템학회지』제46권 제2호, 102~108쪽, 전체 7쪽
• 주제분류: 공학 > 산업공학
• 파일형태: PDF
• 발행일자: 2023.06.30

영문 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.

목차

1. 서 론

2. 미디어와 금융 시장

3. 자료 및 방법론

4. 결과 및 해석

5. 결 론

Acknowledgement

References

키워드

Text Mining YouTube Classification Sentiment Analysis Stock Prediction