arXiv subjects

Mahtab Haj Ali

Publications and source records attributed to Mahtab Haj Ali.

3 recordsLinked to original sources

arXiv2026

Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback

Agentic artificial intelligence systems produce outputs through sequences of interdependent autonomous decisions, yet standard evaluation assesses outputs alone and cannot diagnose the underlying process. We develop a behavioral evaluation methodology that complements output-level testing by scoring the intermediate decision process itself. Behavioral traces logged at each autonomous decision point are grouped into five-day episodes and scored along six domain-specific dimensions (regime detection, routing, adaptation, risk calibration, strategy coherence, error recovery) by an ensemble of three large language model (LLM) judges. A perturbation procedure that corrupts one dimension while leaving the other five intact confirms dimension specificity; cross-model agreement reaches Krippendorff's alpha = 0.85. The composite behavioral score correlates at Spearman rho = 0.72 with realized 20-day Sharpe ratio. Closing the loop, the framework converts deficient per-dimension scores into a credit-assigned penalty added to the Soft Actor-Critic reward. Three fine-tuning cycles, confined to validation data, reduce one-day MAPE from 0.61% to 0.54% (11.5% relative; p<0.001, d=0.31) on the held-out 2017 to 2025 test period, significant under Diebold-Mariano and localized by Giacomini-White to the high-volatility regime. The methodology is application-agnostic and applies to any agentic system whose intermediate decisions can be logged.

cs.LG↗

arXiv2026

Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional forecasting methods, including fundamental analysis and technical indicators, often fail to capture the intricate patterns and cross-sectional dependencies inherent in financial markets. This paper presents an integrated framework combining a node transformer architecture with BERT-based sentiment analysis for stock price forecasting. The proposed model represents the stock market as a graph structure where individual stocks form nodes and edges capture relationships including sectoral affiliations, correlated price movements, and supply chain connections. A fine-tuned BERT model extracts sentiment information from social media posts and combines it with quantitative market features through attention-based fusion mechanisms. The node transformer processes historical market data while capturing both temporal evolution and cross-sectional dependencies among stocks. Experiments conducted on 20 S&P 500 stocks spanning January 1982 to March 2025 demonstrate that the integrated model achieves a mean absolute percentage error (MAPE) of 0.80% for one-day-ahead predictions, compared to 1.20% for ARIMA and 1.00% for LSTM. The inclusion of sentiment analysis reduces prediction error by 10% overall and 25% during earnings announcements, while the graph-based architecture contributes an additional 15% improvement by capturing inter-stock dependencies. Directional accuracy reaches 65% for one-day forecasts. Statistical validation through paired t-tests confirms the significance of these improvements (p < 0.05 for all comparisons). The model maintains lower error during high-volatility periods, achieving MAPE of 1.50% while baseline models range from 1.60% to 2.10%.

cs.LG↗

arXiv2026

Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control

Stock markets exhibit regime-dependent behavior where prediction models optimized for stable conditions often fail during volatile periods. Existing approaches typically treat all market states uniformly or require manual regime labeling, which is expensive and quickly becomes stale as market dynamics evolve. This paper introduces an adaptive prediction framework that adaptively identifies deviations from normal market conditions and routes data through specialized prediction pathways. The architecture consists of three components: (1) an autoencoder trained on normal market conditions that identifies anomalous regimes through reconstruction error, (2) dual node transformer networks specialized for stable and event-driven market conditions respectively, and (3) a Soft Actor-Critic reinforcement learning controller that adaptively tunes the regime detection threshold and pathway blending weights based on prediction performance feedback. The reinforcement learning component enables the system to learn adaptive regime boundaries, defining anomalies as market states where standard prediction approaches fail. Experiments on 20 S&P 500 stocks spanning 1982 to 2025 demonstrate that the proposed framework achieves 0.68% mean absolute percentage error (MAPE) for one-day predictions without the reinforcement controller and 0.59% MAPE with the full adaptive system, compared to 0.80% for the baseline integrated node transformer. Directional accuracy reaches 72% with the complete framework. The system maintains robust performance during high-volatility periods, with MAPE below 0.85% when baseline models exceed 1.5%. Ablation studies confirm that each component contributes meaningfully: autoencoder routing accounts for 36% relative MAPE degradation upon removal, followed by the SAC controller at 15% and the dual-path architecture at 7%.

cs.LG↗