Pages that link to "Item:Q1657455"
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The following pages link to A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455):
Displayed 15 items.
- Selection of the distributional rule as an alternative tool to foster cooperation in a public good game (Q1620321) (← links)
- Bayesian estimation of agent-based models (Q1655642) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- A method for agent-based models validation (Q1655690) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Implicit government guarantees and the externality of portfolio diversification: a complex network approach (Q2067602) (← links)
- Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← 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)
- Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets (Q4619545) (← links)