Black-box Bayesian inference for agent-based models

DOI10.1016/J.JEDC.2024.104827MaRDI QIDQ6567092zbMATH OpenFDO

Authors Joel Dyer, Patrick D. Cannon, J. Doyne Farmer, Sebastian M. Schmon

Publication date 4 July 2024

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2024.104827

zbMATH Keywords

parameter estimationBayesian inferencetime seriesagent-based modelssimulation-based inferenceneural networks

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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