Validating and calibrating agent-based models: a case study
From MaRDI portal
Publication:2461667
DOI10.1007/s10614-007-9097-zzbMath1310.91116WikidataQ56747635 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
calibration; size distribution; indirect inference; validation; agent-based models; EVT; tail analysis
91B62: Economic growth models
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)
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Estimation of ergodic agent-based models by simulated minimum distance, 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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