PAMS: Platform for Artificial Market Simulations

7 Pages Posted: 13 Oct 2023

See all articles by Masanori Hirano

Masanori Hirano

Preferred Networks, Inc.

Ryosuke TAKATA

University of Tokyo - Graduate School of Arts and Sciences

Kiyoshi Izumi

University of Tokyo - School of Engineering

Date Written: September 19, 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

Suggested Citation

Hirano, Masanori and TAKATA, Ryosuke and Izumi, Kiyoshi, PAMS: Platform for Artificial Market Simulations (September 19, 2023). Available at SSRN: https://ssrn.com/abstract=4576325 or http://dx.doi.org/10.2139/ssrn.4576325

Masanori Hirano (Contact Author)

Preferred Networks, Inc. ( email )

Otemachi Bldg., 1-6-1 Otemachi
Chiyoda-ku, Tokyo 1000004
Japan

Ryosuke TAKATA

University of Tokyo - Graduate School of Arts and Sciences

Kiyoshi Izumi

University of Tokyo - School of Engineering ( email )

Tokyo
Japan

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