ai in financial markets · 2020-04-08 · ai in financial markets financial markets have undergone...

1
Distributed Computing Prof. R. Wattenhofer AI in Financial Markets Financial markets have undergone in-depth research in many fields. Recently, studying the intersection between artificial intelligence and financial markets has become one of the most popular topics. In particular, many financial markets involve an interactive and competitor ecosystem. The automation of financial market behavior has transformed the financial mar- ket from a human decision-making ecosystem to an algorithmic ecosystem. Understanding the financial market model and financial market behavior is a multi-agent learning problem. The real financial market already contains many advanced machine learning strategies, namely deep learning, reinforcement learning, and transfer learning. Therefore, it is vital to develop algorithms to adapt to changing market conditions continuously. Further, as more and more complex learning strategies are applied, in such a low-latency real- time system, there is a trade-off be- tween the scale of the training model and the speed of response actions. The main task of this project is to study the computational models of financial markets and understand trading behaviors in financial markets. Requirements: You are interested in artificial intelligence, machine learning, economics, or financial markets. You have some experiences in programming. We will have weekly meetings to address questions, discuss progress, and think about future ideas. Interested? Please contact us for more details! Contact Ye Wang: [email protected], ETZ G63 Zhongnan Qu: [email protected], ETZ G76

Upload: others

Post on 04-Jun-2020

5 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: AI in Financial Markets · 2020-04-08 · AI in Financial Markets Financial markets have undergone in-depth research in many elds. Recently, studying the intersection between arti

Distributed

Computing

Prof. R. Wattenhofer

AI in Financial Markets

Financial markets have undergone in-depth research in many fields. Recently, studying theintersection between artificial intelligence and financial markets has become one of the mostpopular topics. In particular, many financial markets involve an interactive and competitorecosystem. The automation of financial market behavior has transformed the financial mar-ket from a human decision-making ecosystem to an algorithmic ecosystem. Understandingthe financial market model and financial market behavior is a multi-agent learning problem.

The real financial market alreadycontains many advanced machinelearning strategies, namely deeplearning, reinforcement learning,and transfer learning. Therefore,it is vital to develop algorithms toadapt to changing market conditionscontinuously. Further, as more andmore complex learning strategies areapplied, in such a low-latency real-time system, there is a trade-off be-tween the scale of the training modeland the speed of response actions.

The main task of this project is tostudy the computational models of financial markets and understand trading behaviors infinancial markets.

Requirements: You are interested in artificial intelligence, machine learning, economics,or financial markets. You have some experiences in programming. We will have weeklymeetings to address questions, discuss progress, and think about future ideas.

Interested? Please contact us for more details!

Contact

• Ye Wang: [email protected], ETZ G63

• Zhongnan Qu: [email protected], ETZ G76