@inproceedings{jain-agrawal-2024-fb,
    title = "{FB}-{GAN}: A Novel Neural Sentiment-Enhanced Model for Stock Price Prediction",
    author = "Jain, Jainendra Kumar  and
      Agrawal, Ruchit",
    editor = "Chen, Chung-Chi  and
      Liu, Xiaomo  and
      Hahn, Udo  and
      Nourbakhsh, Armineh  and
      Ma, Zhiqiang  and
      Smiley, Charese  and
      Hoste, Veronique  and
      Das, Sanjiv Ranjan  and
      Li, Manling  and
      Ghassemi, Mohammad  and
      Huang, Hen-Hsen  and
      Takamura, Hiroya  and
      Chen, Hsin-Hsi",
    booktitle = "Proceedings of the Joint Workshop of the 7th Financial Technology and Natural Language Processing, the 5th Knowledge Discovery from Unstructured Data in Financial Services, and the 4th Workshop on Economics and Natural Language Processing",
    month = may,
    year = "2024",
    address = "Torino, Italia",
    publisher = "Association for Computational Linguistics",
    url = "https://aclanthology.org/2024.finnlp-1.9",
    pages = "85--93",
    abstract = "Predicting stock prices remains a significant challenge in financial markets. This study explores existing stock price prediction systems, identifies their strengths and weaknesses, and proposes a novel method for stock price prediction that leverages a state-of-the-art neural network framework, combining the BERT language model for sentiment analysis on news articles and the GAN model for stock price prediction. We introduce the FB-GAN model, an ensemble model that leverages stock price history and market sentiment score for more accurate stock price prediction and propose effective strategies to capture the market sentiment. We conduct experiments on stock price prediction for five major equities (Amazon, Apple, Microsoft, Nvidia, and Adobe), and compare the performance obtained by our proposed model against the existing state-of-the-art baseline model. The results demonstrate that our proposed model outperforms existing models across the five major equities. We demonstrate that the strategic incorporation of market sentiment using both headlines as well summaries of news articles significantly enhances the accuracy and robustness of stock price prediction.",
}

Predicting stock prices remains a significant challenge in financial markets. This study explores existing stock price prediction systems, identifies their strengths and weaknesses, and proposes a novel method for stock price prediction that leverages a state-of-the-art neural network framework, combining the BERT language model for sentiment analysis on news articles and the GAN model for stock price prediction. We introduce the FB-GAN model, an ensemble model that leverages stock price history and market sentiment score for more accurate stock price prediction and propose effective strategies to capture the market sentiment. We conduct experiments on stock price prediction for five major equities (Amazon, Apple, Microsoft, Nvidia, and Adobe), and compare the performance obtained by our proposed model against the existing state-of-the-art baseline model. The results demonstrate that our proposed model outperforms existing models across the five major equities. We demonstrate that the strategic incorporation of market sentiment using both headlines as well summaries of news articles significantly enhances the accuracy and robustness of stock price prediction.
Jain, Jainendra Kumar Agrawal, Ruchit
FB-GAN: A Novel Neural Sentiment-Enhanced Model for Stock Price Prediction