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All Journal TEKNIK INFORMATIKA Explore: Jurnal Sistem Informasi dan Telematika (Telekomunikasi, Multimedia dan Informatika) Transformasi: Jurnal Pengabdian Masyarakat Sistemasi: Jurnal Sistem Informasi JURNAL TEKNIK INFORMATIKA DAN SISTEM INFORMASI JITTER (Jurnal Ilmiah Teknologi Informasi Terapan) Jurnal Sisfokom (Sistem Informasi dan Komputer) SEIKO : Journal of Management & Business Jiko (Jurnal Informatika dan komputer) JURIKOM (Jurnal Riset Komputer) YUME : Journal of Management Journal of Humanities and Social Studies JIPI (Jurnal Ilmiah Penelitian dan Pembelajaran Informatika) Media Informatika JOURNAL OF INFORMATION SYSTEM RESEARCH (JOSH) Journal of Management and Bussines (JOMB) Journal of Education Research Universitas Muhammadiyah Yogyakarta Undergraduate Conference Proceeding Blend Sains Jurnal Teknik eProceedings of Engineering Jurnal Hukum Caraka Justitia Electronic Integrated Computer Algorithm Journal JER Journal of Production, Enterprise, and Industrial Applications Proceeding of Community Service and Engagement JRTI (Jurnal Riset Tindakan Indonesia)
Lukman Abdurrahman
Telkom University
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Mathematics Mechanical Engineering Public Health Social Sciences Other

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Journal : TEKNIK INFORMATIKA

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FinBERT-Based Sentiment Integration in Hybrid CNN– BiLSTM Models For Stock Price Forecasting Pawitra, Mohammad Tyas; Abdurrahman, Lukman; Fakhrurroja, Hanif
JURNAL TEKNIK INFORMATIKA Vol. 19 No. 1: JURNAL TEKNIK INFORMATIKA
Publisher : Department of Informatics, Universitas Islam Negeri Syarif Hidayatullah

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15408/jti.v19i1.49466

Abstract

This study investigates sentiment-aware deep learning models for short-term stock price forecasting using NVIDIA (NVDA) as a representative high-volatility technology stock. Four architectures—CNN, LSTM, BiLSTM, and a hybrid CNN–BiLSTM—are evaluated under two configurations: without sentiment and with FinBERT-based financial news sentiment integrated as a continuous contextual feature. Historical OHLV data are combined with sentiment information to enable multimodal learning under a controlled experimental setting. The results demonstrate that recurrent architectures consistently outperform convolution-only models, highlighting the importance of temporal dependency modeling in financial time series. Among all configurations, the hybrid CNN–BiLSTM with FinBERT sentiment achieves the best overall performance, yielding the highest R², the lowest MAE and RMSE, and the smallest overfitting gap. Bootstrap-based confidence intervals indicate stable generalization, while Wilcoxon signed-rank tests confirm that the observed performance improvements are statistically significant. The study also presents a near real-time deployment framework with low inference latency, demonstrating practical applicability for decision-support systems. Overall, the findings show that effective alignment between local feature extraction, bidirectional temporal modeling, and contextual sentiment integration is critical for improving stock price.  forecasting accuracy and robustness.
Co-Authors Abdulmana, Sahidan Adinda Laras Ayu Alqahtani, Raied Ali Anindya Tyas Wulandari Ardhana, Sonia Frisca Putri Ari Fajar Santoso Ayta Boangmanalu Ayu, Adinda Laras Azzahra, Nilam Eria BASUKI RAHMAD Bremana , Rhiko Candido , Wan Liufang Bagus Deden Witarsyah Dinda Sekar Cendani Djusnimar Zultilisna Doloksaribu, Lastri M. A Endang Chumaidiyah Erlangga, Faezal Estiningtyas, Elysia Fakhrurroja , Hanif Fakhrurroja, Hanif Fasya, Muhammad Haikal Fauzi, Rokhman Febryan, Farhan Firdaus, Fitri Adini Fitrah Sulthon, Muhammad Fredella, Anisah Fritasya Dwiputri Suryoputro Garcia-Constantino, Matias Ghina Khaerunnisa Ikhlas Fuad Zamzami Ikhsan , Alif Muhammad Iqbal Santosa Iqbal Santoso Karina Tarigan Kinanti Andaiary Kresnaufal Nur Fadhillah Luthfi Ramadani Matias Garcia-Constantino Moch Arif Bijaksana Muhamad Daffa Rial Muhammad Fadhly Arham Muhammad Faza Zharfan Muhammad Fitrah Sulthon Muhammad Haikal Fasya Muharman Lubis Mukti, Iqbal Yulizar Mutiara Natiqoh Purwanto Nadiya Mardiyanti Nandika, Luthfi Rahmansyah Nararya, Sabil Naufal M. Fadilah Nazmi Robbiyani Ningrum, Devi Permata Nurhakim, Maiziah Azka Nurul Afifah Pawitra, Mohammad Tyas Possumah, Mercy Kristina Pradana, Vega Putra Raden Ichsan Achmad Falach Rafian Ramadhani Rahmat Mulyana Rahmat Rambe Raied Ali Alqahtani Ramadhan, Muhammad Firly Ramadhani, Rafian Rio Savero Aranov Risky, Surya Achmad Rismadewi, Kessya Azzahra Riyadi, Muhammad Affan Rizka Putri Wahyuni Rohmat, Mila Ruri Fadhilah Ryan Adhitya Anugrah Ryan Adhitya Nugraha Safitra, Muhammad Fakhrul Sahidan Abdulmana Sandy, Muhammad Dwi Hary Sinandhi, Raihan Achmad Sinta Aryani Tampubolon, Claery Jessica Tania Nielsany Simbolon Taufik Safar Hidayat Tegar Kurnia Fajar Titisari Ramadhane Trias Zulfa Nurafifah Trigama, Ginna Vega Putra Pradana Wiwin Aminah Yudistira, Muhammad Kevin Yuli Adam Prasetyo Zamzami, Ikhlas Fuad