Evidence map›Paper›PMID 42218199›Full record

ArticleScientific reports2026

Intelligent financial forecasting using transformers, neuro-symbolic AI, and agent-based systems.

V Jeyajeev, R Jagadeesh Kannan, R Deebalakshmi, Balaji Ganesh Rajagopal, V Jeyakrishnan, Mohamed Abbas, Shaeen Kalathil

Abstract read
In one paragraph

Article in Scientific reports, 2026. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

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0citing papers in PubMed
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1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

7 authors.

V JeyajeevSRM Institute of Science and Technology Tiruchirappalli, Tiruchirappalli, 621105, Tamil Nadu, India.
R Jagadeesh KannanSRM Institute of Science and Technology Tiruchirappalli, Tiruchirappalli, 621105, Tamil Nadu, India.
R DeebalakshmiSRM Institute of Science and Technology Tiruchirappalli, Tiruchirappalli, 621105, Tamil Nadu, India.
Balaji Ganesh RajagopalSRM Institute of Science and Technology Tiruchirappalli, Tiruchirappalli, 621105, Tamil Nadu, India.
V JeyakrishnanDepartment of Computer Science and Engineering, Manipal University Jaipur, Jaipur, 303007, Rajasthan, India. jeyakrishnan.v@jaipur.manipal.edu.
Mohamed AbbasElectrical Engineering Department, College of Engineering, King Khalid University, Abha, 61421, Saudi Arabia.
Shaeen KalathilDepartment of Electrical Engineering, College of Engineering, Princess Nourah bint Abdulrahman University, P.O. Box 84428, 11671, Riyadh, Saudi Arabia.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Forecasting the stock market is a difficult task because of the volatile price movements and complex temporal dependencies. Established models frequently do not realize these unstable trends, which leads to changeable forecasting. This paper introduces a comfortable AI-driven framework that incorporates a sequence-to-prediction transformer model with LLM-based decision-making for accurate and understandable stock price prediction. The prediction starts with a transformer-enabled deep learning approach, which forecasts closing prices for the NIFTY Consumer Durables index based on multi-head attention mechanisms for trend identification. The predicted results are then provided to two decision-making approaches: Neuro-Symbolic AI and an Advanced AI Agent Architecture, to check for accuracy as well as interpretability in financial forecasting. The NSAI model is focused on predictions that are derived from rule-based reasoning, and thus, it ensures that they are in line with actual market behaviors and risk factors. On the other hand, the design of Advanced AI Agent Architecture aimed at enhancing the quality of decisions by utilizing the LLM-based information, bringing in external financial information feeds and memory-based historical data for the trading decision making process. With these AI methods, the model can adapt to changes in market more effectively and, thus, provide more accurate forecasts. This study goes a step further in the development of financial markets analysis by combining deep learning with symbolic reasoning, thereby verifying that the stock market price predictions are not only correct but also interpretable and useable by investors and traders. Through the use of AI-driven stock market strategies, this research work provides a more flexible and explainable way of stock market forecasts, thus it significantly advances the financial market analysis which in turn can be utilized for a better investment method.

Indexed as

Advanced AI Agent ArchitectureAI-driven decision-makingNeuro-Symbolic AISequence-to-Prediction TransformerStock Market Price Prediction

Identifiers

PMID42218199
PMCPMC13462958

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.