Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM

Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM

Stock price prediction has been a subject of significant interest in the financial mathematics field. Recently, interest in natural language processing models has increased, and among them, transformer models, such as BERT and FinBERT, are attracting attention. This study uses a mathematical framewo...

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Bibliographic Details
Main Authors: Jihwan Kim, Hui-Sang Kim, Sun-Yong Choi
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Axioms
Subjects:
mathematical-based sentiment analysis
stock price forecast
transformer model
FinBERT
machine learning model
LSTM
Online Access:https://www.mdpi.com/2075-1680/12/9/835

Internet

https://www.mdpi.com/2075-1680/12/9/835

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