Estimation of ergodic agent-based models by simulated minimum distance
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Cites work
- scientific article; zbMATH DE number 5178097 (Why is no real title available?)
- scientific article; zbMATH DE number 3514781 (Why is no real title available?)
- scientific article; zbMATH DE number 1432780 (Why is no real title available?)
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Cited in
(20)- A dynamic network model of the unsecured interbank lending market
- Agent-based model calibration using machine learning surrogates
- Search for profits and business fluctuations: how does banks' behaviour explain cycles?
- Mining the hidden link structure from distribution flows for a spatial social network
- A global optimization heuristic for estimating agent based models
- Bayesian estimation of agent-based models
- Automated and distributed statistical analysis of economic agent-based models
- A method for agent-based models validation
- Estimation of agent-based models using sequential Monte Carlo methods
- Estimation of financial agent-based models with simulated maximum likelihood
- Equation-free analysis of agent-based models and systematic parameter determination
- Comparison of simulation and analytical models for the distribution of a group of agents moving in random directions
- Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
- A comparison of economic agent-based model calibration methods
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
- Multi-agent-based VaR forecasting
- From lab experiments to the field: the case of a price formation model based on laboratory findings
- Estimation of agent-based models using Bayesian deep learning approach of BayesFlow
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
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