Monday3Apr 2023

Fowler School of Engineering Seminar Series: A Behavioral Model of the Stock Market and the GameStop Short Squeeze

Dr. Michael Campbell, Head of Engineering & Lead Data Scientist at StudioX

Monday, April 3, 2023 12:00 p.m. - 1:00 p.m. PST
2023-04-03 12:00 2023-04-03 13:00 America/Los_Angeles Fowler School of Engineering Seminar Series: A Behavioral Model of the Stock Market and the GameStop Short Squeeze Go to event listing for more details: https://events.chapman.edu/90287 Swenson Hall - Ideation Zone N107/109 Fowler School of Engineering engineering@chapman.edu

Free to attend

Swenson Hall - Ideation Zone N107/109

Staff, Faculty, and Students

are invited to attend.

Fowler Engineering Presents: A Behavioral Model of the Stock Market and the FameStop Short Squeeze

Speaker: Dr. Michael Campbell, Head of Engineering & Lead Data Scientist at StudioX

Abstract: A new theory and model of the stock market that incorporates decision noise in the spirit of behavioral economics, collaboration in the spirit of experimental economics, and financial data and features in the spirit of econophysics is used to support a theory from 2005 that collusion should lower the level of decision noise. This idea is used to find two rare indicators of the GameStop short squeeze – one of which occurred six days before the rapid price increase, which could have potentially reduced the over $19 billion in losses of short sellers by a significant amount. The relationship predicted by the model between temperature and aggregate volume has been validated by data from the GameStop short squeeze.

Bio: Mike received a Ph.D. in mathematics in the area of mathematical physics (statistical mechanics / complex systems). Since 2016, he has worked in machine learning primarily in the areas of natural language processing, matching, and computer vision. He has taught for various universities, and has published numerous papers, one with Nobel laureate Vernon Smith. Invited talks have been given by him in various departments (economics, math, physics, computer science) at Chapman University, UC Irvine, and Harvard, and various conferences, to name a few. He has served on the scientific committee of the DySES conference and is a co-editor of the Journal of Mathematical Economics and Finance. Finally, he has been a wine judge for the second-largest wine competition in California since 2010.

 

 

You can contact the event organizer, Fowler School of Engineering at engineering@chapman.edu or (714) 516-5616.

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