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...
| Päätekijä: | |
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| Muut tekijät: | |
| Aineistotyyppi: | Final Year Project (FYP) |
| Kieli: | English |
| Julkaistu: |
Nanyang Technological University
2024
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| Aiheet: | |
| Linkit: | https://hdl.handle.net/10356/175566 |
| _version_ | 1826119450975272960 |
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| author | Lim, Donovan Wei Bin |
| author2 | Bei Xiaohui |
| author_facet | Bei Xiaohui Lim, Donovan Wei Bin |
| author_sort | Lim, Donovan Wei Bin |
| collection | NTU |
| 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. |
| first_indexed | 2024-10-01T05:00:13Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/175566 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T05:00:13Z |
| publishDate | 2024 |
| publisher | Nanyang Technological University |
| record_format | dspace |
| spelling | ntu-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 |
| spellingShingle | Mathematical Sciences Social Sciences Lim, Donovan Wei Bin Investigating the effects of AI trading robots in the financial market - a game theoretical approach |
| title | 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_short | 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 |
| topic | Mathematical Sciences Social Sciences |
| url | https://hdl.handle.net/10356/175566 |
| work_keys_str_mv | AT limdonovanweibin investigatingtheeffectsofaitradingrobotsinthefinancialmarketagametheoreticalapproach |