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This study compares the performance of long short-term memory (LSTM) and gated recurrent unit (GRU) models for stock price forecasting, emphasizing the importance of incorporating financial news sentiment alongside stock features. Results indicate that both models perform better when financial news sentiment is included, and a cooperative architecture is proposed to dynamically recommend the best forecasting model. The research aims to provide a standardized comparison under consistent conditions, addressin

Author

Zee Ex

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EN