Sentiment Aware Stock Price Forecasting using an SA-RNN-LBL Learning Model


  • U. P. Gurav Department of Computer Science and Engineering, KIT's College of Engineering, India
  • S. Kotrappa Department of Computer Science and Engineering, KLE Dr. M.S. Sheshgiri College of Engineering and Technology, India
Volume: 10 | Issue: 5 | Pages: 6356-6361 | October 2020 |


Stock market historical information is often utilized in technical analyses for identifying and evaluating patterns that could be utilized to achieve profits in trading. Although technical analysis utilizing various measures has been proven to be helpful for forecasting and predicting price trends, its utilization in formulating trading orders and rules in an automated system is complex due to the indeterminate nature of the rules. Moreover, it is hard to define a specific combination of technical measures that identify better trading rules and points, since stocks might be affected by different external factors. Thus, it is important to incorporate investors’ sentiments in forecasting operations, considering dynamically the varying stock behavior. This paper presents a sentiment aware stock forecasting model using a Log BiLinear (LBL) model for learning short term stock market sentiment patterns, and a Recurrent Neural Network (RNN) for learning long-term stock market sentiment patterns. The Sentiment Aware Stock Price Forecasting (SASPF) model achieves a much superior performance compared to standard deep learning based stock price forecasting models.


sentiment analysis, data mining, machine learning, social networking platform, stock price forecasting, time series


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How to Cite

U. P. Gurav and S. Kotrappa, “Sentiment Aware Stock Price Forecasting using an SA-RNN-LBL Learning Model”, Eng. Technol. Appl. Sci. Res., vol. 10, no. 5, pp. 6356–6361, Oct. 2020.


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