RePEcLLMs & Text
FinBERT and LSTM for Stock Price Prediction
The article discusses a hybrid model that combines BERT and LSTM for predicting stock prices. This model surpasses traditional methods by including financial news sentiment analysis and technical indicators, allowing for accurate predictions of significant stock price fluctuations.
Featured in No. 57 on 17 Jul 2024 · on release day
- Released
- 17 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- RePEc:ids:ijecbr:v:28:y:2024:i:1:p:1-16
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).