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A Comparative Study of Machine Learning and Deep Learning Models for Technology Stock Price Prediction Using News Sentiment and Economic Indicators
Author(s)
Date Issued
January 1, 2026
Type
Conference Paper
Abstract
This study developed predictive models for the closing prices of five leading technology stocks: GOOGL, MSFT, AAPL, NVDA, and META by employing five advanced machine learning and deep learning techniques: Light Gradient Boosting Machine (LightGBM), Extreme Gradient Boosting (XGBoost), Recurrent Neural Network (RNN), Gated Recurrent Unit (GRU), and Long Short-Term Memory (LSTM). The modeling framework integrated sentiment scores derived from financial news articles specific to each stock using the VADER Sentiment Analysis tool, in conjunction with a range of macroeconomic indicators. Model performance was evaluated separately for each stock using Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) as primary metrics. To determine whether statistically significant differences existed among the predictive performance of the models across all stocks, the Friedman test was employed, followed by the Wilcoxon signed-rank test for post-hoc pairwise comparisons. The empirical results indicated that XGBoost achieved superior predictive accuracy for MSFT and AAPL, GRU outperformed other models for NVDA and META, while RNN yielded the most accurate forecasts for GOOGL.
Citation
Lecture Notes in Networks and Systems, 1757 LNNS, 124-133, 2026