Investigating the effects of AI trading robots in the financial market - a game theoretical approach
This paper discusses the effects of increased proportion of investors using artificial intelligence algorithms to trade in a simulated stock market. The stock market model is modelled using a Markov game and agents’ trading logic is discussed to best mirror the real world. In particular, a Q-learnin...
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2024
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sg-ntu-dr.10356-1755662024-04-29T15:39:22Z Investigating the effects of AI trading robots in the financial market - a game theoretical approach Lim, Donovan Wei Bin Bei Xiaohui Bo An School of Physical and Mathematical Sciences boan@ntu.edu.sg, xhbei@ntu.edu.sg Mathematical Sciences Social Sciences This paper discusses the effects of increased proportion of investors using artificial intelligence algorithms to trade in a simulated stock market. The stock market model is modelled using a Markov game and agents’ trading logic is discussed to best mirror the real world. In particular, a Q-learning algorithm will be implemented for agents using artificial intelligence algorithms to trade. The results are discussed and compared across models to analyze the effects. Bachelor's degree 2024-04-29T08:46:41Z 2024-04-29T08:46:41Z 2024 Final Year Project (FYP) Lim, D. W. B. (2024). Investigating the effects of AI trading robots in the financial market - a game theoretical approach. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/175566 https://hdl.handle.net/10356/175566 en application/pdf Nanyang Technological University |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
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Singapore Singapore |
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NTU Library |
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| language |
English |
| topic |
Mathematical Sciences Social Sciences |
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Mathematical Sciences Social Sciences Lim, Donovan Wei Bin Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| description |
This paper discusses the effects of increased proportion of investors using artificial intelligence algorithms to trade in a simulated stock market. The stock market model is modelled using a Markov game and agents’ trading logic is discussed to best mirror the real world. In particular, a Q-learning algorithm will be implemented for agents using artificial intelligence algorithms to trade. The results are discussed and compared across models to analyze the effects. |
| author2 |
Bei Xiaohui |
| author_facet |
Bei Xiaohui Lim, Donovan Wei Bin |
| format |
Final Year Project |
| author |
Lim, Donovan Wei Bin |
| author_sort |
Lim, Donovan Wei Bin |
| title |
Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| title_short |
Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| title_full |
Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| title_fullStr |
Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| title_full_unstemmed |
Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| title_sort |
investigating the effects of ai trading robots in the financial market - a game theoretical approach |
| publisher |
Nanyang Technological University |
| publishDate |
2024 |
| url |
https://hdl.handle.net/10356/175566 |
| _version_ |
1800916342894755840 |