PAMS: Platform for Artificial Market Simulations

Author:

HIRANO Masanori,TAKATA Ryosuke,Izumi Kiyoshi

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference41 articles.

1. Scaling and Criticality in a Stochastic Multiagent Model of a Financial Market;T Lux;Nature,1999

2. Financial Time Series Forecasting using Support Vector Machines;K Kim;Neurocomputing,2003

3. Modelling High-frequency Limit Order Book Dynamics with Support Vector Machines;A N Kercheval;Quantitative Finance,2015

4. Deep Learning for Limit Order Books;J A Sirignano;Quantitative Finance,2019

5. Using Deep Learning to Detect Price Change Indications in Financial Markets;A Tsantekidis;Proceedings of the 25th European Signal Processing Conference,2017

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. CFD Market Maker’s Policy Optimization using Artificial Market Simulation and Deep Reinforcement Learning;Transactions of the Japanese Society for Artificial Intelligence;2024-07-01

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