Pith Number

pith:TRU7OJY3

pith:2026:TRU7OJY3JIFWAIOBOZZXKYMFQB

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

Hussein Al Osman, Mahtab Haj Ali, Mohammad Al Ridhawi

An integrated node transformer and BERT sentiment model forecasts one-day stock prices at 0.80 percent MAPE on S&P 500 stocks.

arxiv:2603.05917 v3 · 2026-03-06 · cs.LG · cs.AI · q-fin.ST

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Claims

C1strongest claim

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.

C2weakest assumption

The graph edges and social-media sentiment signals extracted by BERT provide stable, non-spurious predictive information that generalizes beyond the specific 1982-2025 training window and is not an artifact of data leakage or post-hoc feature selection.

C3one line summary

The node transformer with BERT sentiment integration achieves 0.80% MAPE for one-day stock price forecasts on 20 S&P 500 stocks from 1982-2025, outperforming ARIMA and LSTM by capturing inter-stock dependencies and sentiment signals.

Formal links

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Receipt and verification

First computed	2026-05-20T00:00:35.763733Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

9c69f7271b4a0b6021c176737561858047a8955d05d9a9b9a156bf7dd2934e2a

Aliases

arxiv: 2603.05917 · arxiv_version: 2603.05917v3 · doi: 10.48550/arxiv.2603.05917 · pith_short_12: TRU7OJY3JIFW · pith_short_16: TRU7OJY3JIFWAIOB · pith_short_8: TRU7OJY3

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Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/TRU7OJY3JIFWAIOBOZZXKYMFQB \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 9c69f7271b4a0b6021c176737561858047a8955d05d9a9b9a156bf7dd2934e2a

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "e2dc7f9b2020600d102f43a7b4678f1502aefa9365898618f43943f6a2e02679",
    "cross_cats_sorted": [
      "cs.AI",
      "q-fin.ST"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "cs.LG",
    "submitted_at": "2026-03-06T05:15:22Z",
    "title_canon_sha256": "211409b39cdef82ab6e0ccb9624f7d53799997f5ea11137b3830d30d2c95b339"
  },
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  "source": {
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    "kind": "arxiv",
    "version": 3
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}