English

PAMS: Platform for Artificial Market Simulations

Computational Finance 2023-09-20 v1 Artificial Intelligence Machine Learning Multiagent Systems
Authors: Masanori Hirano , Ryosuke Takata , Kiyoshi Izumi
View on arXiv ↗ PDF ↗

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.

Cite

@article{arxiv.2309.10729,
  title  = {PAMS: Platform for Artificial Market Simulations},
  author = {Masanori Hirano and Ryosuke Takata and Kiyoshi Izumi},
  journal= {arXiv preprint arXiv:2309.10729},
  year   = {2023}
}

Comments

7pages

Related papers

View all related →
Artificial Intelligence · Computer Science
GAMMS: Graph based Adversarial Multiagent Modeling Simulator
Rohan Patil, Jai Malegaonkar, Xiao Jiang, Andre Dion +2
2026-02-06
Multiagent Systems · Computer Science
ABIDES: Towards High-Fidelity Market Simulation for AI Research
David Byrd, Maria Hybinette, Tucker Hybinette Balch
2019-04-30
Machine Learning · Computer Science
APES: a Python toolbox for simulating reinforcement learning environments
Aqeel Labash, Ardi Tampuu, Tambet Matiisen, Jaan Aru +1
2018-09-03
Multiagent Systems · Computer Science
Simulation Platform for Multi Agent Based Manufacturing Control System Based on The Hybrid Agent
Ali Vatankhah barenji, Amir Shaygan, Reza Vatankhah Barenji
2016-04-05
Formal Languages and Automata Theory · Computer Science
PAWS: A Tool for the Analysis of Weighted Systems
Barbara König, Sebastian Küpper, Christina Mika
2017-07-14
Computational Finance · Quantitative Finance
Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
Masanori Hirano
2024-04-16
Computational Finance · Quantitative Finance
Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
Peter Belcak, Jan-Peter Calliess, Stefan Zohren
2022-09-22
Artificial Intelligence · Computer Science
AI-Augmented Business Process Management Systems: A Research Manifesto
Marlon Dumas, Fabiana Fournier, Lior Limonad, Andrea Marrella +10
2023-11-21
Trading and Market Microstructure · Quantitative Finance
SHIFT: A Highly Realistic Financial Market Simulation Platform
Thiago W. Alves, Ionut Florescu, George Calhoun, Dragos Bozdog
2020-08-31
Multiagent Systems · Computer Science
Agent-Based Modelling for Real-World Stock Markets under Behavioral Economic Principles
Tianlang He, Fengming Zhu, Keyan Lu, Chang Xu +5
2025-10-14
Chemical Physics · Physics
ParAMS: Parameter Optimization for Atomistic and Molecular Simulations
Leonid Komissarov, Robert Rüger, Matti Hellström, Toon Verstraelen
2021-05-18
Artificial Intelligence · Computer Science
Probabilistic Relational Agent-based Models
Paul Cohen
2019-02-18
Trading and Market Microstructure · Quantitative Finance
Adaptive Agents and Data Quality in Agent-Based Financial Markets
Colin M. Van Oort, Ethan Ratliff-Crain, Brian F. Tivnan, Safwan Wshah
2023-11-28
Trading and Market Microstructure · Quantitative Finance
An agent-based model for designing a financial market that works well
Takanobu Mizuta
2021-01-08
Systems and Control · Electrical Eng. & Systems
Exploration of Artificial Intelligence-oriented Power System Dynamic Simulators
Tannan Xiao, Ying Chen, Jianquan Wang, Shaowei Huang +2
2022-07-21
Robotics · Computer Science
Simulation Platform for Autonomous Aerial Manipulation in Dynamic Environments
Fengyu Quan, Huisheng Huang, Hongjie Zeng, Haoyao Chen +1
2021-03-22
Multiagent Systems · Computer Science
LLM-based Multi-Agent System for Simulating Strategic and Goal-Oriented Data Marketplaces
Jun Sashihara, Yukihisa Fujita, Kota Nakamura, Masahiro Kuwahara +1
2025-11-18
Artificial Intelligence · Computer Science
SMARTAPS: Tool-augmented LLMs for Operations Management
Timothy Tin Long Yu, Mahdi Mostajabdaveh, Jabo Serge Byusa, Rindra Ramamonjison +4
2025-07-25
Artificial Intelligence · Computer Science
MAPS: Multi-agent Reinforcement Learning-based Portfolio Management System
Jinho Lee, Raehyun Kim, Seok-Won Yi, Jaewoo Kang
2020-07-13
Emerging Technologies · Computer Science
Designing and Evaluating an AI-enhanced Immersive Multidisciplinary Simulation (AIMS) for Interprofessional Education
Ruijie Wang, Jie Lu, Bo Pei, Evonne Jones +2
2026-02-13
Artificial Intelligence · Computer Science
Artificial Prediction Markets for Online Prediction of Continuous Variables-A Preliminary Report
Fatemeh Jahedpari, Marina De Vos, Sattar Hashemi, Benjamin Hirsch +1
2015-08-12
Multiagent Systems · Computer Science
Traders imprint themselves by adaptively updating their own avatar
Gilles Daniel, Lev Muchnik, Sorin Solomon
2007-05-23
Computational Finance · Quantitative Finance
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
Junjie Li, Yang Liu, Weiqing Liu, Shikai Fang +3
2025-03-14
Trading and Market Microstructure · Quantitative Finance
Decentralised Finance and Automated Market Making: Execution and Speculation
Álvaro Cartea, Fayçal Drissi, Marcello Monga
2025-06-19
Distributed, Parallel, and Cluster Computing · Computer Science
Composing Networks of Automated Market Makers
Daniel Engel, Maurice Herlihy
2021-09-01
R2 v1 2026-06-28T12:26:18.173Z