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Stock Price Prediction from Multi Data Sources Using LSTM, FinBERT and BERTweet
Author(s)
Date Issued
June 16, 2026
Type
Conference Paper
Abstract
This research presents a stock price forecasting approach for technology sector companies Apple, Amazon and Tesla. The study begins by comparing a statistical model (ARIMA) with a deep learning model (LSTM) to identify the best-performing model, which is then used as the baseline for stock price forecasting. The approach integrates data from multiple sources, including numerical time series data and textual data. Numerical inputs consist of open, high, and low prices, which are used to forecast the closing price. Technical indicator features are subsequently added to enhance the model's predictive capability. Finally, textual data from economic news and Twitter social media reflecting market sentiment are incorporated. News sentiment is analyzed using the FinBERT model, while sentiment from social media data is evaluated using the BERTweet model. The resulting sentiment features are then combined with the numerical data and all inputs are processed using the LSTM model. Experimental results show that incorporating technical indicator features improves forecasting accuracy by an average of 17%. Furthermore, integrating textual data from news improves accuracy by an additional 6%, resulting in an overall performance improvement of up to 23%. These findings demonstrate the value of integrating multi-source data and highlight the important role of textual information in enhancing stock price forecasting performance.
Citation
Iait 2026 14th International Conference on Advances in Information Technology, 2026