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We investigate the effectiveness of Recurrent Neural Networks (RNNs) in financial text data sentiment analysis, emphasizing Gated Recurrent Units (GRU) and Long Short-Term Memory (LSTM).

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jharishav99/Deep-Learning-for-Financial-Sentiment-Analysis

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About the Paper :- The study's findings show how deep learning algorithms can be used to analyze financial data sentiment. The profound understanding particularly, models demonstrated noticeably more accuracy than other algorithms. It is crucial to remember that a number of variables, including the quantity and quality of the data, the preprocessing techniques used, and the particular algorithmic parameters, may have an impact on the models' accuracy. To reach even greater accuracy in the future, more model optimization utilizing strategies like swarm or bat optimization might be required.

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We investigate the effectiveness of Recurrent Neural Networks (RNNs) in financial text data sentiment analysis, emphasizing Gated Recurrent Units (GRU) and Long Short-Term Memory (LSTM).

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