Sentiment-Driven Stock Market Prediction with CNN-LSTM
this study explores the impact of sentiment analysis on stock market forecasting by integrating sentiment data with traditional time series forecasting models. Using stock data as a case study, the research employs ARIMA as a baseline model and a hybrid CNN-LSTM model to evaluate the influence of sentiment analysis on prediction accuracy. The findings reveal that sentiment analysis significantly enhances the accuracy of stock market forecasts, particularly in capturing sentiment-driven market movements. This research highlights the potential of combining sentiment analysis with advanced machine learning techniques for more accurate financial predictions.
Authors
- Yurii Kryvenchuk (ORCID: https://orcid.org/0000-0002-2504-5833)
- Vitalii Shkliarov
Institutions
- Lviv Polytechnic National University (UA)
Publication Details
- Published
- 2024-10-16
- DOI
- https://doi.org/10.1109/csit65290.2024.10982642
- Citations
- 1
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.49