PAMS: Platform for Artificial Market Simulations -- Python-based Platform for Artificial Market Simulations and\Challenges on its Integration with Deep Learning -- [in Japanese]

Masanori HIRANO, Ryosuke TAKATA, Kiyoshi IZUMI

[Preprint] July 28, 2023

Abstract

This paper presents a new artificial market simulation platform, PAMS: Platform for Artificial Market Simulations. PAMS is developed as a Python-based simulator that is easily integrated with deep learning and enabling various simulation that requires easy users' modification. In this paper, we demonstrate PAMS effectiveness through a study using agents predicting future prices by deep learning.

Keywords

Artificial Market; Simulation; PAMS; Deep Learning;

doi

10.51094/jxiv.461

bibtex

@preprint{Hirano2023-pre-pams,
  title={{PAMS: Platform for Artificial Market Simulations -- Python-based Platform for Artificial Market Simulations and\Challenges on its Integration with Deep Learning -- [in Japanese]}},
  author={Masanori HIRANO and Ryosuke TAKATA and Kiyoshi IZUMI},
  doi={10.51094/jxiv.461},
  year={2023}
}