Table 9

RMSE for the tested models

ModelRMSE
ARIMA 399.128 
GRU (only prices) 391.426 
CNN 385.422 
LSTM 384.287 
GRU (price and sentiment score pairs) 376.323 
FinBERT 374.103 
FinBERT (with prediction) 370.155 
ModelRMSE
ARIMA 399.128 
GRU (only prices) 391.426 
CNN 385.422 
LSTM 384.287 
GRU (price and sentiment score pairs) 376.323 
FinBERT 374.103 
FinBERT (with prediction) 370.155 

Source(s): Table created by author

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