The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets

The central research question to answer in this study is whether the AI methodology of Self-Play can be applied to financial markets. In typical use-cases of Self-Play, two AI agents play against each other in a particular game, e.g., chess or Go. By repeatedly playing the game, they learn its rules...

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Bibliographic Details
Main Authors: Jan-Alexander Posth, Piotr Kotlarz, Branka Hadji Misheva, Joerg Osterrieder, Peter Schwendner
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-05-01
Series:Frontiers in Artificial Intelligence
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/frai.2021.668465/full