Haochen Li, Xinshuai Guo, Jingdong Ouyang, Wei Zhang, Leilei Shi · 2026-09-07
A plain-English AI summary of what this paper means for investors — generated on demand from the abstract.
We introduce a probability-wave framework for modeling the collective behavior of interacting adaptive agents, deriving testable eigenmodes through a generalized behavioral intelligence (GBI) nonlocal probability-wave equation. This framework captures a broad range of human intelligence behaviors with analytical mechanisms and offers an indirect method to examine the Liu-Chen-Ao (LCA) hypothesis of nonlocal entangled nerve fibers in the brain through collective trader behaviors. Our empirical analysis of Chinese intraday stock market data demonstrates that adaptive entangled game modes explain 82-94% (89% overall) of observed decision patterns, a sharp contrast to the predictions of neoclassical finance based on independent rational agents. Moreover, 2-12% of behaviors show adaption to intraday news, events, and environments, characterized by dual equilibrium states and abrupt reference point shifts, while purely independent modes occur in less than 5% of cases. These findings empirically support the LCA hypothesis, as observable trading behaviors reflect underlying brain mechanisms and internal intelligence decision-making in behavioral psychology. Our results highlight the necessity of incorporating adaptive entangled game modules into artificial general intelligence (AGI) architectures, addressing the limitations of conventional artificial neural network (ANN)-based AI, which relies on trillions of opaque parameters. By integrating ANN-based AI with probability-wave-based entangled-brain simulations, machine learning can enrich AGI foundation models (FMs) and facilitate the development of human-like processing units (HPUs) that leverage brain-inspired mechanisms. Such HPUs may ultimately create more compact, efficient, and robust AGI systems, particularly for embodied intelligence and robotics.
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