# Objective Mispricing Detection for Shortlisting Undervalued Football Players via Market Dynamics and News Signals

arXiv: https://arxiv.org/abs/2603.17687 · HTML: https://mlsanity.com/paper/2603.17687/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 5 of its 24 references that are in the map.
- First posted on arXiv 18 Mar 2026.

## Builds on (most cited first, 5 of 5)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks](https://mlsanity.com/paper/1908.10084/) (2019)
- [DistilBERT, a distilled version of BERT: smaller, faster, cheaper and lighter](https://mlsanity.com/paper/1910.01108/) (2019)
- [Actions Speak Louder Than Goals: Valuing Player Actions in Soccer](https://mlsanity.com/paper/1802.07127/) (2018)

## Abstract (arXiv)

We present a practical, reproducible framework for identifying undervalued football players grounded in objective mispricing. Instead of relying on subjective expert labels, we estimate an expected market value from structured data (historical market dynamics, biographical and contract features, transfer history) and compare it to the observed valuation to define mispricing. We then assess whether news-derived Natural Language Processing (NLP) features (i.e., sentiment statistics and semantic embeddings from football articles) complement market signals for shortlisting undervalued players. Using a chronological (leakage-aware) evaluation, gradient-boosted regression explains a large share of the variance in log-transformed market value. For undervaluation shortlisting, ROC-AUC-based ablations show that market dynamics are the primary signal, while NLP features provide consistent, secondary gains that improve robustness and interpretability. SHAP analyses suggest the dominance of market trends and age, with news-derived volatility cues amplifying signals in high-uncertainty regimes. The proposed pipeline is designed for decision support in scouting workflows, emphasizing ranking/shortlisting over hard classification thresholds, and includes a concise reproducibility and ethics statement.
