Agentic AI-based Framework for Mitigating Premature Diagnostic Handoff and Silent Hallucination in Healthcare Applications

Recent advances in Large Language Models (LLMs) and multi-agent systems have driven the rise of Agentic AI, showing promise for medical reasoning. However, open-ended conversational agents remain prone to two critical failure modes: premature diagnostic handoff and silent clinical hallucinations that may go undetected before reaching the patient. In this work, we propose a multi-agent framework that addresses both issues by replacing ``LLM-as-a-judge'' routing with deterministic orchestration constraints. The framework incorporates two safety mechanisms. First, a neuro-symbolic state-tracking gate enforces completeness of the OLDCARTS clinical protocol (Onset, Location, Duration, Character, Aggravating/Alleviating factors, Radiation, Timing, and Severity) by blocking diagnostic transitions until all required dimensions are collected. Second, an epistemic uncertainty quantification (UQ) gate computes semantic entropy (H) across K=5 independent diagnostic samples to identify and intercept divergent outputs before delivery. We evaluate the system using simulated patient agents powered by the llama-3.1-70b-instruct model on 150 test cases. The full architecture achieves 49.3% diagnostic precision, representing an absolute improvement of 11.3 percentage points over an unconstrained baseline. Additionally, we observe a statistically significant negative correlation (r = -0.181, p < 0.05) between OLDCARTS completeness (σ) and semantic entropy (H), suggesting that structured information gathering is associated with reduced diagnostic uncertainty.

Evaluating Financial Intelligence in Large Language Models: Benchmarking SuperInvesting AI with LLM Engines

Large language models are increasingly used for financial analysis and investment research, yet systematic evaluation of their financial reasoning capabilities remains limited. In this work, we introduce the AI Financial Intelligence Benchmark (AFIB), a multi-dimensional evaluation framework designed to assess financial analysis capabilities across five dimensions: factual accuracy, analytical completeness, data recency, model consistency, and failure patterns. We evaluate five AI systems: GPT, Gemini, Perplexity, Claude, and SuperInvesting, using a dataset of 95+ structured financial analysis questions derived from real-world equity research tasks. The results reveal substantial differences in performance across models. Within this benchmark setting, SuperInvesting achieves the highest aggregate performance, with an average factual accuracy score of 8.96/10 and the highest completeness score of 56.65/70, while also demonstrating the lowest hallucination rate among evaluated systems. Retrieval-oriented systems such as Perplexity perform strongly on data recency tasks due to live information access but exhibit weaker analytical synthesis and consistency. Overall, the results highlight that financial intelligence in large language models is inherently multi-dimensional, and systems that combine structured financial data access with analytical reasoning capabilities provide the most reliable performance for complex investment research workflows.