Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets

By Shuchen Meng, Xupeng Chen

Published 2026-04-07

Everscope rating

1503.6

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Unified Three-Layer Theoretical Model with Empirical Validation. Problem types: Risk Management, Market Making, Algorithmic Execution, Causal Inference, Portfolio Optimization, Optimization.

arXiv:2604.03272 · Paper rankings

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