1 code implementation • 29 Nov 2020 • Dave Cliff, Michael Rollins
There's a long tradition of research using computational intelligence (methods from artificial intelligence (AI) and machine learning (ML)), to automatically discover, implement, and fine-tune strategies for autonomous adaptive automated trading in financial markets, with a sequence of research papers on this topic published at AI conferences such as IJCAI and in journals such as Artificial Intelligence: we show here that this strand of research has taken a number of methodological mis-steps and that actually some of the reportedly best-performing public-domain AI/ML trading strategies can routinely be out-performed by extremely simple trading strategies that involve no AI or ML at all.
Computational Engineering, Finance, and Science
1 code implementation • 15 Sep 2020 • Michael Rollins, Dave Cliff
We then re-run the trader experiments on TBSE and compare the TBSE results to our earlier benchmark results from BSE.
