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[量化金融] 作为博弈的股票市场:一种基于Agent的股票交易方法 [推广有奖]

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能者818 在职认证  发表于 2022-3-5 21:59:25 来自手机 |AI写论文

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摘要翻译:
正如战争有时被错误地描述为零和游戏--而实际上战争是负和游戏--股票市场交易,随着时间的推移,正和游戏,经常被错误地描述为零和游戏。这被称为“零和谬误”--一种错误的信念,即在股票市场交易所中,一个交易者只能在其他交易者的头寸恶化的情况下提高他们的头寸。然而,绝对意义上的正和博弈可以被重新定义为相对意义上的零和博弈。同样,绝对值的负和游戏似乎被重新定义为相对值的零和游戏:否则,为什么零和游戏会被用来代表战争的情况?这种重铸可能具有启发式或教育性的兴趣,但重铸必须明确解释,否则可能会产生混乱。关键词:博弈论,股票交易,基于代理的人工智能
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英文标题:
《The Stock Market as a Game: An Agent Based Approach to Trading in Stocks》
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作者:
Eric Engle
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最新提交年份:
2008
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分类信息:

一级分类:Quantitative Finance        数量金融学
二级分类:Trading and Market Microstructure        交易与市场微观结构
分类描述:Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构,流动性,交易和拍卖设计,自动化交易,基于代理的建模和做市
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一级分类:Computer Science        计算机科学
二级分类:Artificial Intelligence        人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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一级分类:Computer Science        计算机科学
二级分类:Computer Science and Game Theory        计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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英文摘要:
  Just as war is sometimes fallaciously represented as a zero sum game -- when in fact war is a negative sum game - stock market trading, a positive sum game over time, is often erroneously represented as a zero sum game. This is called the "zero sum fallacy" -- the erroneous belief that one trader in a stock market exchange can only improve their position provided some other trader's position deteriorates. However, a positive sum game in absolute terms can be recast as a zero sum game in relative terms. Similarly it appears that negative sum games in absolute terms have been recast as zero sum games in relative terms: otherwise, why would zero sum games be used to represent situations of war? Such recasting may have heuristic or pedagogic interest but recasting must be clearly explicited or risks generating confusion.   Keywords: Game theory, stock trading and agent based AI.
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PDF链接:
https://arxiv.org/pdf/0809.0448
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关键词:agent 股票交易 股票市场 Age 股票市 错误 negative Game 头寸 represented

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