SIGNATURE WORK
CONFERENCE & EXHIBITION 2022

Artificial Intelligence (AI) investment is increasingly popular, driven by recent technology advancements in blockchain, machine learning, and various application scenarios. However, little evidence has shown that AI is more reliable than humans in volatile financial markets, especially the emerging digital assets markets. To answer the fundamental question of whether delegating to AI improves investment performance, I conducted economic analysis on two types of digital assets portfolios created by Set Protocol, one executed by AI and the other by human traders. This research project investigates the role of AI in financial investment, advises investors with more rational decisions with AI, and proposes strategies that facilitate individual traders in constructing portfolios toward this specific asset class. The project has created value in multiple disciplines as it integrated knowledge in financial investment and portfolio theory, statistical testing and data science, explainable AI (XAI), augmented AI, behavioral economics and delegation choice, and the emerging technology of blockchain. Moreover, this research project has also inspired me to initiate or participate in other relevant projects and contribute to academic papers, and one of my papers has been accepted by two international conferences thus far.