mlsanityData to 14 Oct 2026

Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs

arXiv 2510.01203 ↗First posted 14 Sep 2025q-fin.ST cs.AI cs.LGcited by 0

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Abstract (arXiv)

The stock market is extremely difficult to predict in the short term due to high market volatility, changes caused by news, and the non-linear nature of the financial time series. This research proposes a novel framework for improving minute-level prediction accuracy using semantic sentiment scores from top ten different large language models (LLMs) combined with minute interval intraday stock price data. We systematically constructed a time-aligned dataset of AAPL news articles and 1-minute Apple Inc. (AAPL) stock prices for the dates of April 4 to May 2, 2025. The sentiment analysis was achieved using the DeepSeek-V3, GPT variants, LLaMA, Claude, Gemini, Qwen, and Mistral models through their APIs. Each article obtained sentiment scores from all ten LLMs, which were scaled to a [0, 1] range and combined with prices and technical indicators like RSI, ROC, and Bollinger Band Width. Two state-of-the-art such as Reformer and Mamba were trained separately on the dataset using the sentiment scores produced by each LLM as input. Hyper parameters were optimized by means of Optuna and were evaluated through a 3-day evaluation period. Reformer had mean squared error (MSE) or the evaluation metrics, and it should be noted that Mamba performed not only faster but also better than Reformer for every LLM across the 10 LLMs tested. Mamba performed best with LLaMA 3.3--70B, with the lowest error of 0.137. While Reformer could capture broader trends within the data, the model appeared to over smooth sudden changes by the LLMs. This study highlights the potential of integrating LLM-based semantic analysis paired with efficient temporal modeling to enhance real-time financial forecasting.

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References · 3

  1. 2023Mamba: Linear-Time Sequence Modeling with Selective State Spacescited by 4,718
  2. 2019Optuna: A Next-generation Hyperparameter Optimization Frameworkcited by 2,501
  3. 2020Reformer: The Efficient Transformercited by 1,668

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