Pages that link to "Item:Q1623990"

The following pages link to Estimation of ergodic agent-based models by simulated minimum distance (Q1623990):

Displaying 15 items.

• Bayesian estimation of agent-based models (Q1655642) (← links)
• A method for agent-based models validation (Q1655690) (← links)
• Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
• A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
• Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
• Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
• Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← links)
• Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← links)
• From lab experiments to the field: the case of a price formation model based on laboratory findings (Q2168164) (← links)
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
• A comparison of economic agent-based model calibration methods (Q2181534) (← links)
• Estimation of agent-based models using Bayesian deep learning approach of BayesFlow (Q2246641) (← links)
• Multi-agent-based VaR forecasting (Q2246798) (← links)
• Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion (Q2291789) (← links)
• Mining the hidden link structure from distribution flows for a spatial social network (Q2424644) (← links)