Trader Action Weights - Gink3/econ_sim GitHub Wiki
Problem Description
Currently I need to create a set of weights to determine trader actions
Decision Trees
Looks like a decent option for selecting different actions. It would allow me to explicitly check for certain behavior, but might limit the adaptability of the model.
Pros | Cons |
---|---|
Easy to setup | Can limit adaptability |
If shallow can be inexpensive to run | Can be challenging to add nodes at large depths |
Neural Nets
Neural Networks are my go to currently. I am looking at using the Neuroflow crate for rust. This could be used with a genetic algorithm to increase the fitness in traders and would be more adaptable to events, which are a planned feature of the simulation.
Currently looking at a few different crates to use implementing the neural nets in rust.
Input Space
- Current stock for sale
- Stock Price
- Current stock holdings
- Recent Price change (Daily or weekly?)
Output
2 output nodes
- Action choice
- Optional sell/buy amounts