Re:Multiplayer AlphaZero
by make3 on Wednesday October 30, 2019 @01:03AM
(#21394807)
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 ?
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Yes? 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.
A part missing in your analysis is that time is involved in the decisions, and that time is continuous, and that time is very important
Is 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.
Sound is not discrete either, it does not seem to be a problem on computers, though.