Pages that link to "Item:Q951870"
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The following pages link to A global optimization heuristic for estimating agent based models (Q951870):
Displayed 14 items.
- Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective (Q428012) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
- Generation of prediction optimal projection on latent factors by a stochastic search algorithm (Q957009) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- Optimal aggregation of linear time series models (Q957206) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Empirical validation of stochastic models of interacting agents (Q978855) (← links)
- Behavioral heterogeneity in stock prices (Q1017073) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Validating and calibrating agent-based models: a case study (Q2461667) (← links)