PAMS: Platform for Artificial Market Simulations
This provides a tool for researchers and practitioners in computational finance to simulate markets with deep learning agents, but it is incremental as it focuses on platform development rather than novel methods.
The paper introduces PAMS, a Python-based artificial market simulation platform designed for easy integration with deep learning and user modifications, and demonstrates its effectiveness in a study where agents use deep learning to predict future prices.
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.