Xin Lizhi, Xin Kevin, Xin Houwen
Independent Researcher, Hefei 230026, China.
Independent Researcher, Chicago, IL 60607, USA.
Entropy (Basel). 2023 Aug 15;25(8):1213. doi: 10.3390/e25081213.
Incorporating insights from quantum theory, we propose a machine learning-based decision-making model, including a logic tree and a value tree; a genetic programming algorithm is applied to optimize both the logic tree and value tree. The logic tree and value tree together depict the entire decision-making process of a decision-maker. We applied this framework to the financial market, and a "machine economist" is developed to study a time series of the Dow Jones index. The "machine economist" will obtain a set of optimized strategies to maximize profits, and discover the efficient market hypothesis (random walk).
结合量子理论的见解，我们提出了一种基于机器学习的决策模型，包括逻辑树和价值树；应用遗传编程算法对逻辑树和价值树进行优化。逻辑树和价值树共同描绘了决策者的整个决策过程。我们将这个框架应用于金融市场，并开发了一个“机器经济学家”来研究道琼斯指数的时间序列。“机器经济学家”将获得一组优化策略以实现利润最大化，并发现有效市场假说（随机游走）。
