PAMS: Platform for Artificial Market Simulations
-- Python-based Platform for Artificial Market Simulations and\\Challenges on its Integration with Deep Learning --
##article.authors##
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Masanori HIRANO
School of Engineering, The University of Tokyo
https://orcid.org/0000-0001-5883-8250
https://mhirano.jp
- Ryosuke TAKATA Graduate School of Arts and Sciences, The University of Tokyo
- Kiyoshi IZUMI School of Engineering, The University of Tokyo
DOI:
https://doi.org/10.51094/jxiv.461Keywords:
Artificial Market, Simulation, PAMS, Deep LearningAbstract
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.Conflicts of Interest Disclosure
The authors declare no conflict of interest.Downloads *Displays the aggregated results up to the previous day.
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Submitted: 2023-07-26 18:55:03 UTC
Published: 2023-07-28 09:00:16 UTC
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Masanori HIRANO
Ryosuke TAKATA
Kiyoshi IZUMI
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