---
title: FinBERT and LSTM for Stock Price Prediction
url: https://www.ml-quant.com/papers/repec/ids-ijecbr-v-28-y-2024-i-1-p-1-16/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ids:ijecbr:v:28:y:2024:i:1:p:1-16
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139286%3Bh%3Drepec%3Aids%3Aijecbr%3Av%3A28%3Ay%3A2024%3Ai%3A1%3Ap%3A1-16
featured: 2024-07-17
citations: unknown
topic: LLMs & Text
---


# FinBERT and LSTM for Stock Price Prediction

The article discusses a hybrid model that combines BERT and LSTM for predicting stock prices. This model surpasses traditional methods by including financial news sentiment analysis and technical indicators, allowing for accurate predictions of significant stock price fluctuations.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D139286%3Bh%3Drepec%3Aids%3Aijecbr%3Av%3A28%3Ay%3A2024%3Ai%3A1%3Ap%3A1-16
- Identifier: RePEc:ids:ijecbr:v:28:y:2024:i:1:p:1-16
- Released: 2024-07-17
- First featured: Quant Letter No. 57 (2024-07-17): https://www.ml-quant.com/issues/2024-07-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: LLMs & Text

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