A clever insight from ChatGPT into the agent-based behavioral stock market model in “Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise”

  • Michael Campbell Aurislink, Israel

Abstract

This paper presents insights from a large language model (ChatGPT-4o) into my earlier work, “Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise,” which models the stock market using a Gibbsian mixture model, and is applied to the GameStop short squeeze. Motivated by a challenge posed by Vernon Smith, this model captures endogenous coordination among agents and its effects on market tails, volatility, and volume. Surprisingly, ChatGPT highlighted the macro-scale U-shaped behavior of coordination dynamics — a feature I had underemphasized — offering a fresh interpretation of agent-based market regimes beyond traditional models like Black–Scholes. This paper is dedicated to Vernon Smith, whose challenge and intellectual generosity inspired this line of research.

References

[1]. Campbell, M. J. (2023). Collusion Indicators in the GameStop Short Squeeze. Journal of Mathematical Economics and Finance, 9, (17), pp. 41-50. https://doi.org/10.14505/jmef.v9.2(17).03
[2]. Campbell, M. J. (2022). Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise. Physica A Statistical Mechanics and Its Applications, 607, 128211. https://doi.org/10.1016/j.physa.2022.128211
[3]. Campbell, M. J. (2005). A Gibbsian approach to potential game theory. ArXiv preprint. https://doi.org/10.48550/arXiv:cond-mat/0502112
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[5]. Campbell, M. J. and Smith, V. L. (2021). An elementary humanomics approach to boundedly rational quadratic models. Physica A Statistical Mechanics and Its Applications, 562, 125309. https://doi.org/10.1016/j.physa.2020.125309
[6]. [6] Carfì, D. and Campbell, M. (2018). Speculative and hedging interaction model in oil and U.S. dollar markets- Nash equilibria for one or more banks. AAPP —Physical, Mathematical, and Natural Sciences, 96(1), pp. 1-19, 2018. https://doi.org/10.1478/AAPP.96S1A1
Published
2025-06-30
How to Cite
CAMPBELL, Michael. A clever insight from ChatGPT into the agent-based behavioral stock market model in “Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise”. Journal of Mathematical Economics and Finance, [S.l.], v. 11, n. 1, p. 45 - 49, june 2025. ISSN 2458-0813. Available at: <https://journals.aserspublishing.eu/jmef/article/view/9223>. Date accessed: 12 dec. 2025. doi: https://doi.org/10.14505/jmef.v11.1(20).03.