PAMS: Platform for Artificial Market Simulations: ～Pythonベースの人工市場シミュレーションプラットフォームと深層学習との融合～

平野, 正徳; 高田, 亮介; 和泉, 潔

doi:10.51094/jxiv.461

##article.authors##

平野, 正徳東京大学大学院工学系研究科 https://orcid.org/0000-0001-5883-8250 https://mhirano.jp
高田, 亮介東京大学大学院総合文化研究科
和泉, 潔東京大学大学院工学系研究科

DOI:

https://doi.org/10.51094/jxiv.461

キーワード:

人工市場、シミュレーション、 PAMS、深層学習

抄録

本稿では，新しい人工市場シミュレーションプラットフォームのPAMS: Platform for Artificial Market Simulationsを示す． PAMSは，深層学習技術などとのシームレスな融合を前提におき，Pythonベースのアーキテクチャを採用しつつ，様々なシミュレーションが可能になるように，ユーザーが簡便にエージェントや環境をカスタマイズ可能になっている．実際に，使用例として，本稿では，深層学習による価格予測を行うエージェントを用いた研究を行い，PAMSの有効性について示す．

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PAMS: Platform for Artificial Market Simulations

～Pythonベースの人工市場シミュレーションプラットフォームと深層学習との融合～