ENHANCED STOCK PRICE PREDICTION USING INVESTOR SENTIMENT AND DEEP LEARNING OPTIMIZATION
Keywords:
.Abstract
Stock market prediction has long been a complex and dynamic challenge due to the influence of various economic, social, and psychological factors. Traditional forecasting models often struggle to capture market fluctuations driven by investor sentiment. This study proposes an Enhanced Stock Price Prediction Model that integrates investor sentiment analysis with an optimized deep learning framework to improve forecasting accuracy.
References
M. M. Rounaghi and F. N. Zadeh, ‘‘Investigation of market efficiency and financial stability between S&P 500 and London stock exchange: Monthly and yearly forecasting of time series stock returns using ARMA model,’’ Phys. A, Stat. Mech. Appl., vol. 456, pp. 10–21, Aug.
, doi: 10.1016/j.physa.2016.03.006.