# FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis

arXiv: https://arxiv.org/abs/2211.07392 · HTML: https://mlsanity.com/paper/2211.07392/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 6 of its 10 references that are in the map.
- First posted on arXiv 11 Nov 2022.

## Builds on (most cited first, 6 of 6)

- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [FinBERT: Financial Sentiment Analysis with Pre-trained Language Models](https://mlsanity.com/paper/1908.10063/) (2019)
- [A Critical Review of Recurrent Neural Networks for Sequence Learning](https://mlsanity.com/paper/1506.00019/) (2015)
- [Deep Learning for Time-Series Analysis](https://mlsanity.com/paper/1701.01887/) (2017)
- [LARNN: Linear Attention Recurrent Neural Network](https://mlsanity.com/paper/1808.05578/) (2018)
- [Neural networks for stock price prediction](https://mlsanity.com/paper/1805.11317/) (2018)

## Built on by (most cited first, 2 of 2)

- [FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics](https://mlsanity.com/paper/2411.12748/) (2024)
- [Cross-Lingual News Event Correlation for Stock Market Trend Prediction](https://mlsanity.com/paper/2410.00024/) (2024)

## Abstract (arXiv)

Economy is severely dependent on the stock market. An uptrend usually corresponds to prosperity while a downtrend correlates to recession. Predicting the stock market has thus been a centre of research and experiment for a long time. Being able to predict short term movements in the market enables investors to reap greater returns on their investments. Stock prices are extremely volatile and sensitive to financial market. In this paper we use Deep Learning networks to predict stock prices, assimilating financial, business and technology news articles which present information about the market. First, we create a simple Multilayer Perceptron (MLP) network and then expand into more complex Recurrent Neural Network (RNN) like Long Short Term Memory (LSTM), and finally propose FinBERT-LSTM model, which integrates news article sentiments to predict stock price with greater accuracy by analysing short-term market information. We then train the model on NASDAQ-100 index stock data and New York Times news articles to evaluate the performance of MLP, LSTM, FinBERT-LSTM models using mean absolute error (MAE), mean absolute percentage error (MAPE) and accuracy metrics.