International Journal of Advances in Data and Information Systems
Vol. 7 No. 1 (2026): April 2026 - International Journal of Advances in Data and Information Systems

Hybrid Relevance and Sentiment Classification of Indonesian Gold Tweets Using Machine Learning for Market Risk Signal Extraction

Kamalia, Antika Zahrotul (Unknown)
Indra, Indra (Unknown)
Wibowo, Arief (Unknown)
Riwurohi, Jan Everhard (Unknown)
Hassan, Shiza (Unknown)



Article Info

Publish Date
31 Mar 2026

Abstract

This study proposes a hybrid relevance–sentiment classification framework to analyze public opinion on physical Antam gold from Indonesian Twitter data and to support exploratory market-risk signal extraction. Tweets were collected during February–November 2025, after preprocessing and text-normalized deduplication, 1,271 unique tweets were retained. The approach combines weak supervision (rule-/lexicon-based silver labels) with TF-IDF-based machine learning in two stages: (1) relevance classification to separate tweets genuinely discussing physical Antam gold from non-relevant contexts (e.g., ANTM stock/capital-market discussions), and (2) two-class sentiment classification (positive vs negative) applied to relevance-filtered tweets. Random Forest achieved the strongest relevance performance (Accuracy = 0.984; macro-F1 = 0.943; 5-fold CV macro-F1 = 0.928 ± 0.033). For sentiment classification, performance was moderate and close across models; the most stable model under cross-validation (Logistic Regression/Naive Bayes) was used for downstream aggregation. Sentiment outputs were aggregated into a monthly sentiment index for descriptive comparison with gold prices; the observed association was weak, indicating that the index is better interpreted as a risk-perception proxy rather than a direct price predictor.

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Journal Info

Abbrev

IJADIS

Publisher

Subject

Computer Science & IT Electrical & Electronics Engineering

Description

International Journal of Advances in Data and Information Systems (IJADIS) (e-ISSN: 2721-3056) is a peer-reviewed journal in the field of data science and information system that is published twice a year; scheduled in April and October. The journal is published for those who wish to share ...