Izvorni znanstveni članak
https://doi.org/10.1080/00051144.2023.2217602
Stock market prediction based on deep hybrid RNN model and sentiment analysis
Ancy John
; St. Xavier’s Catholic College of Engineering, Nagercoil, India
T. Latha
; Department of ECE, St. Xavier’s Catholic College of Engineering, Nagercoil, India
Sažetak
Stock market movements, stocks, and exchange rates are the primary subjects and active areas of research for analysts and researchers. The stock prices is being influenced by financial news, which has been demonstrated to be an important element in fluctuating stock prices. Furthermore, previous research mostly evaluated shallow characteristics and ignored functional relationships between words in a sentence. Many studies have attempted to analyse the sentiment of investors’ reactions to corresponding news occurrences. In this paper, we proposed a unique methodology for predicting the stock prices trend by using both stock features and financial news. The proposed methodology is the hybrid Recurrent Neural-Network (HyRNN) architecture. This design includes Bidirectional Long Short-Term Memory (Bi-LSTM) on top of the Gated Recurrent Unit (GRU) and stacked Long Short-Term Memory (sLSTM). The performance of HyRNN for forecasting stock price can be considerably improved by mixing the sentiments of financial news with the features of stock as an input to the model. In comparison to earlier statistical models, the suggested model increases the analysing capability of GRU, LSTM, RNN, and proposed models independently. The findings of this study shows the deep learning (DL) approach has high potential for predicting stock price changes.
Ključne riječi
LSTM; neural network; sentiment analysis; stock market; intelligence stock market; sentiment detaining
Hrčak ID:
315955
URI
Datum izdavanja:
27.7.2023.
Posjeta: 33 *