Empirical validation of stochastic models of interacting agents

DOI10.1140/EPJB/E2006-00385-4zbMATH Open1189.91103OpenAlexW1556946249MaRDI QIDQ978855FDOQ978855

Authors: Simone Alfarano, Thomas C. H. Lux, Friedrich Wagner 

Publication date: 25 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1140/epjb/e2006-00385-4

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Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Heterogeneous agent models (91B69)

Cites Work

• Title not available (Why is that?)
• Estimation of agent-based models: The case of an asymmetric herding model
• A global optimization heuristic for estimating agent based models

Cited In (8)

• Bayesian estimation of agent-based models
• Estimation of financial agent-based models with simulated maximum likelihood
• Selection of the distributional rule as an alternative tool to foster cooperation in a public good game
• A calibration procedure for analyzing stock price dynamics in an agent-based framework
• A method for agent-based models validation
• Stochastic resonance in an interacting-agent model of stock market.
• A comparison of economic agent-based model calibration methods
• Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption

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