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Record W4413696618 · doi:10.3390/jrfm18090475

AI and Financial Fragility: A Framework for Measuring Systemic Risk in Deployment of Generative AI for Stock Price Predictions

2025· article· en· W4413696618 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of risk and financial management · 2025
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsSystemic riskFragilityGenerative grammarFinancial fragilityStock (firearms)Stock priceBusinessFinancial economicsEconomicsComputer scienceArtificial intelligenceFinancial crisisEngineeringMacroeconomicsGeology

Abstract

fetched live from OpenAlex

In a few years, most investment firms will deploy Generative AI (GenAI) and large language models (LLMs) for reduced-cost stock trading decisions. If GenAI-run investment decisions from most firms are heavily coordinated, they could all give a “sell” signal simultaneously, triggering market crashes. Likewise, simultaneous “buy” signals from GenAI-run investment decisions could cause market bubbles with algorithmically inflated prices. In this way, coordinated actions from LLMs introduce systemic risk into the global financial system. Existing risk analysis for GenAI focuses on endogenous risk from model performance. In comparison, exogenous risk from external factors like macroeconomic changes, natural disasters, or sudden regulatory changes, is understudied. This research fills the gap by creating a framework for measuring exogenous (systemic) risk from LLMs acting in the stock trading system. This research develops a concrete, quantitative framework to understand the systemic risk brought by using GenAI in stock investment by measuring the covariance between LLM stock price predictions across three industries (technology, automobiles, and communications) produced by eight large language models developed across the United States, Europe, and China. This paper also identifies potential data-driven technical, cultural, and regulatory mechanisms for governing AI to prevent negative financial and societal consequences.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.015
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.874
Threshold uncertainty score0.993

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.015
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.049
GPT teacher head0.358
Teacher spread0.308 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it