4 ms·
Indeed that's a weird thing to say, especially since AFAIK AlphaGo is for (very large) discrete search spaces (where Monte Carlo Tree Search would be used), & e
by make3 7y ago
Indeed that's a weird thing to say, especially since AFAIK AlphaGo is for (very large) discrete search spaces (where Monte Carlo Tree Search would be used), & equity trading doesn't strike me as a discrete search space.. is it ?
- dmurray 7y agoYes? At any point in time you can buy or sell a discrete number of shares in a finite universe of stocks. The bigger difference in equity trading is that it's a "game" of hidden information with asymmetric and maybe unknown payoffs. Of course, computers are pretty good at trading stocks, too, but I can say confidently AlphaZero won't be the most useful approach.
- make3 7y agoA part missing in your analysis is that time is involved in the decisions, and that time is continuous, and that time is very important
- falcor84 7y agoIs time really continuous in this case? I have absolutely no idea how it's implemented in practice, but would assume that stock exchange computers use some sort of game loop at a consistent rate.
- degski 7y agoSound is not discrete either, it does not seem to be a problem on computers, though.
- make3 7y agoThat's the feature space, not the decision space