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

Valuing player actions in football requires accounting for strategic interactions among 22 players, including off-ball movements and defensive positioning. Existing reinforcement-learning-based methods commonly aggregate decisions at the team level or estimate player values independently, leaving strategic interdependence among players insufficiently represented. This study proposes an action valuation framework inspired by Markov perfect equilibrium (MPE) for all players. Each possession is modeled as a finite-horizon dynamic game, with each player represented as an autonomous agent whose policy depends on the current game state. MPE is used as a motivating solution concept rather than an exact equilibrium. To improve interpretability, we use Expandable Decision-Making States (EDMS) and decompose the Q-value into a successor-feature basis and a linear reward-weight vector. The value basis is estimated by linear TD initialization followed by nonlinear refinement. Using tracking and event data from 95 J1 League matches, we compare the proposed formulation with an independent reinforcement learning baseline. Because the two formulations define TD errors in different target spaces, TD MSE is used only for within-formulation consistency. With EDMS fixed, the independent baseline assigns the highest value to forward movement in 99.21% of evaluated off-ball states, whereas the most frequent direction under the proposed formulation accounts for 17.63%. Team-level average Q-values show a negative association with season-level expected goals for the baseline and a weakly positive association for the proposed formulation. Qualitative analyses illustrate context-dependent valuations of off-ball movements and defensive positioning. Overall, the proposed formulation produces more context-sensitive action rankings, although the comparison does not isolate the MPE-inspired component.

Existing financial NLP benchmarks often rely on labels supplied by outside observers, measuring how language is perceived rather than what speakers have committed to in the market. We introduce StakeBench, an evaluation framework for language understanding grounded in market commitment. StakeBench links 560,876 comments from 2,261 resolved markets to verified position, action, and market-odds records across Polymarket and Manifold. Supervision is derived from observable market behavior. Position sides, post-comment trading actions, and market-odds trajectories replace human annotation. Four diagnostic tasks test whether models detect market commitment, identify the revealed side, anticipate future action, and perform collective odds projection. Three commitment-aware metrics measure alignment with revealed preferences rather than perceived sentiment. Validity audits and explicit interpretation boundaries help distinguish observable commitment signals from latent belief and causal market-odds impact. Across 15 LLMs and 18 topics and platform settings, models partially recover position-side signals, with Directed Accuracy from 0.506 to 0.599, but show structural failures on later tasks. Ten of the fifteen models collapse to one or two action labels in future action anticipation, and no model consistently improves on the naive odds-direction baseline in collective odds projection. Model scale is not correlated with performance, finance-domain tuning does not improve revealed-side identification, and platform incentives strongly shape higher-order results. StakeBench is packaged with evaluation code and dataset under CC-BY 4.0.

Evaluating football player transfers is challenging because player actions depend strongly on tactical systems, teammates, and match context. Despite this complexity, recruitment decisions often rely on static statistics and subjective expert judgment, which do not fully account for these contextual factors. This limitation stems largely from the absence of counterfactual simulation mechanisms capable of predicting outcomes in hypothetical scenarios. To address these challenges, we propose ScoutGPT, a generative model that treats football match events as sequential tokens within a language modeling framework. Utilizing a NanoGPT-based Transformer architecture trained on next-token prediction, ScoutGPT learns the dynamics of match event sequences to simulate event sequences under hypothetical lineups, demonstrating superior predictive performance compared to existing baseline models. Leveraging this capability, the model employs Monte Carlo sampling to enable counterfactual simulation, allowing for the assessment of unobserved scenarios. Experiments on K League data show that simulated player transfers lead to measurable changes in offensive progression and goal probabilities, indicating that ScoutGPT captures player-specific impact beyond traditional static metrics.