A Novel Lstm and Emotion-Driven Multimodal Model for Stock Price Prediction
The goal of our research is to develop a model that achieves higher accuracy in predicting stock price movements, enabling investors to make informed decisions on buying or selling stocks to maximize their benefits. We propose a novel stock price prediction framework that integrates deep learning techniques and sentiment analysis. To achieve more convincing results, we incorporated sentiment data derived from newspaper articles. Using FinBERT (Financial-BERT), we analyzed the sentiments embedded in these articles and incorporated them into our LSTM model. Our model achieved the highest testing accuracy of 65.2 % which is higher than the research results we found. These results highlight the significant role of sentiment in influencing stock price movements and demonstrate the performance of our LSTM-based framework.
Authors
- Md Rahat Kader Khan (ORCID: https://orcid.org/0009-0006-1555-6847)
- Kasem Khalil (ORCID: https://orcid.org/0000-0002-9659-8566)
- Tamador Mohaidat (ORCID: https://orcid.org/0009-0005-2269-3607)
- Zhiqi Niu
- Samiul Islam Niloy (ORCID: https://orcid.org/0009-0000-6392-417X)
- Jerina Eda
Institutions
- University of Mississippi (US)
Publication Details
- Published
- 2025-04-05
- DOI
- https://doi.org/10.1109/icmi65310.2025.11141189
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00