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PAMS: Platform for Artificial Market Simulations

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  • Masanori Hirano
  • Ryosuke Takata
  • Kiyoshi Izumi

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.

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  • Masanori Hirano & Ryosuke Takata & Kiyoshi Izumi, 2023. "PAMS: Platform for Artificial Market Simulations," Papers 2309.10729, arXiv.org.
    • Handle: RePEc:arx:papers:2309.10729
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    References listed on IDEAS

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    5. Masanori Hirano & Kiyoshi Izumi & Takashi Shimada & Hiroyasu Matsushima & Hiroki Sakaji, 2020. "Impact Analysis of Financial Regulation on Multi-Asset Markets Using Artificial Market Simulations," JRFM, MDPI, vol. 13(4), pages 1-20, April.
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