Abstract

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).

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