Validating and calibrating agent-based models: a case study

DOI10.1007/s10614-007-9097-zzbMath1310.91116OpenAlexW2062831891WikidataQ56747635 ScholiaQ56747635MaRDI QIDQ2461667

Carlo Bianchi, Pietro A. Vagliasindi, Pasquale Cirillo, Mauro Gallegati

Publication date: 21 November 2007

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-007-9097-z

zbMATH Keywords

calibrationsize distributionindirect inferencevalidationagent-based modelsEVTtail analysis

Mathematics Subject Classification ID

Economic growth models (91B62) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Estimation of ergodic agent-based models by simulated minimum distance ⋮ Forecasting in a complex environment: machine learning sales expectations in a stock flow consistent agent-based simulation model ⋮ A method for agent-based models validation ⋮ Direct comparison of agent-based models of herding in financial markets ⋮ Agent-based model calibration using machine learning surrogates ⋮ A calibration procedure for analyzing stock price dynamics in an agent-based framework ⋮ A comparison of economic agent-based model calibration methods ⋮ Validating and calibrating agent-based models: a case study

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