Integrating market sentiments for stock price prediction: A  comparative study of Bi-LSTM and multilayer perceptions

Akusta, Ahmet

doi:https://dx.doi.org/10.26650/ibr.2025.54.1470756

Araştırma Makalesi

DOI :10.26650/ibr.2025.54.1470756 IUP :10.26650/ibr.2025.54.1470756 Tam Metin (PDF)

Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions

This study investigates the integration of sentiment analysis with machine learning models to forecast stock price movements using the Nvidia Corporation as a case study. Sentiment scores were derived from Nvidia-related financial news headlines using two sentiment analysis tools: FinBERT, a domain-specific tool, and TextBlob, a general-purpose tool. These scores were integrated into predictive frameworks based on bidirectional long short-term memory (Bi-LSTM) networks and multilayer perceptrons (MLPs) developed alongside historical stock price data. This study assesses the predictive performance over the entire observation period and across distinct market phases: bullish, stagnation, and strong bullish conditions. The findings indicate that sentiment features enhance predictive accuracy in specific contexts, particularly during stagnation phases, with TextBlob demonstrating superior performance to FinBERT in specific scenarios. In addition, Bi-LSTM models exhibit consistently superior performance in capturing temporal dependencies compared to MLPs. However, the impact of sentiment features diminished during strongly directional trends, such as those observed in strong bullish markets. The combination of FinBERT and TextBlob in the same dataset allows for a dual-perspective approach to sentiment analysis, thereby providing new insights into the dynamic relationship between market sentiment and stock price behavior. This research contributes to the existing literature on applying sentiment analysis to financial forecasting by advancing the integration of complementary sentiment tools and phase-specific evaluations.

Anahtar Kelimeler: Bi-LSTM, Multilayer perceptrons, Sentiment analysis, Machine learning

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DIŞA AKTAR

APA

Akusta, A. (2025). Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions. Istanbul Business Research, 54(1), 99-121. https://doi.org/10.26650/ibr.2025.54.1470756

AMA

Akusta A. Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions. Istanbul Business Research. 2025;54(1):99-121. https://doi.org/10.26650/ibr.2025.54.1470756

ABNT

Akusta, A. Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions. Istanbul Business Research, [Publisher Location], v. 54, n. 1, p. 99-121, 2025.

Chicago: Author-Date Style

Akusta, Ahmet,. 2025. “Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions.” Istanbul Business Research 54, no. 1: 99-121. https://doi.org/10.26650/ibr.2025.54.1470756

Chicago: Humanities Style

Akusta, Ahmet,. “Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions.” Istanbul Business Research 54, no. 1 (Jun. 2025): 99-121. https://doi.org/10.26650/ibr.2025.54.1470756

Harvard: Australian Style

Akusta, A 2025, 'Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions', Istanbul Business Research, vol. 54, no. 1, pp. 99-121, viewed 26 Jun. 2025, https://doi.org/10.26650/ibr.2025.54.1470756

Harvard: Author-Date Style

Akusta, A. (2025) ‘Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions’, Istanbul Business Research, 54(1), pp. 99-121. https://doi.org/10.26650/ibr.2025.54.1470756 (26 Jun. 2025).

MLA

Akusta, Ahmet,. “Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions.” Istanbul Business Research, vol. 54, no. 1, 2025, pp. 99-121. [Database Container], https://doi.org/10.26650/ibr.2025.54.1470756

Vancouver

Akusta A. Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions. Istanbul Business Research [Internet]. 26 Jun. 2025 [cited 26 Jun. 2025];54(1):99-121. Available from: https://doi.org/10.26650/ibr.2025.54.1470756 doi: 10.26650/ibr.2025.54.1470756

ISNAD

Akusta, Ahmet. “Integrating market sentiments for stock price prediction: A comparative study of Bi-LSTM and multilayer perceptions”. Istanbul Business Research 54/1 (Jun. 2025): 99-121. https://doi.org/10.26650/ibr.2025.54.1470756

Cilt 54, Sayı 12025, S. 99-121

ZAMAN ÇİZELGESİ

Gönderim	19.09.2024
Kabul	09.04.2025
Çevrimiçi Yayınlanma	15.05.2025

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