The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics

Fuente: arXiv
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Autori principali: Bi, Yuda, Calhoun, Vince D
Natura: Preprint
Pubblicazione: 2025
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author Bi, Yuda
Calhoun, Vince D
author_facet Bi, Yuda
Calhoun, Vince D
contents We propose the Financial Connectome, a new scientific discipline that models financial markets through the lens of brain functional architecture. Inspired by the foundational work of group independent component analysis (groupICA) in neuroscience, we reimagine markets not as collections of assets, but as high-dimensional dynamic systems composed of latent market modules. Treating stocks as functional nodes and their co-fluctuations as expressions of collective cognition, we introduce dynamic Market Network Connectivity (dMNC), the financial analogue of dynamic functional connectivity (dFNC). This biologically inspired framework reveals structurally persistent market subnetworks, captures regime shifts, and uncovers systemic early warning signals all without reliance on predictive labels. Our results suggest that markets, like brains, exhibit modular, self-organizing, and temporally evolving architectures. This work inaugurates the field of financial connectomics, a principled synthesis of systems neuroscience and quantitative finance aimed at uncovering the hidden logic of complex economies.
format Preprint
id arxiv_https___arxiv_org_abs_2508_02012
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics
Bi, Yuda
Calhoun, Vince D
Computational Finance
We propose the Financial Connectome, a new scientific discipline that models financial markets through the lens of brain functional architecture. Inspired by the foundational work of group independent component analysis (groupICA) in neuroscience, we reimagine markets not as collections of assets, but as high-dimensional dynamic systems composed of latent market modules. Treating stocks as functional nodes and their co-fluctuations as expressions of collective cognition, we introduce dynamic Market Network Connectivity (dMNC), the financial analogue of dynamic functional connectivity (dFNC). This biologically inspired framework reveals structurally persistent market subnetworks, captures regime shifts, and uncovers systemic early warning signals all without reliance on predictive labels. Our results suggest that markets, like brains, exhibit modular, self-organizing, and temporally evolving architectures. This work inaugurates the field of financial connectomics, a principled synthesis of systems neuroscience and quantitative finance aimed at uncovering the hidden logic of complex economies.
title The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics
topic Computational Finance
url https://arxiv.org/abs/2508.02012