Investigating the effects of AI trading robots in the financial market - a game theoretical approach

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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Main Author: Lim, Donovan Wei Bin
Other Authors: Bei Xiaohui
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2024
Subjects:
Mathematical Sciences
Social Sciences
Online Access:https://hdl.handle.net/10356/175566
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Institution: Nanyang Technological University
Language: English
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spelling 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
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic Mathematical Sciences
Social Sciences
spellingShingle 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

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