Pages that link to "Item:Q951870"

The following pages link to A global optimization heuristic for estimating agent based models (Q951870):

Displaying 31 items.

• Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
• Varieties of agents in agent-based computational economics: a historical and an interdisciplinary perspective (Q428012) (← links)
• Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
• On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
• Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
• A genetic estimation algorithm for parameters of stochastic ordinary differential equations (Q957005) (← links)
• Generation of prediction optimal projection on latent factors by a stochastic search algorithm (Q957009) (← links)
• Second special issue on computational econometrics (Q957202) (← links)
• Optimal aggregation of linear time series models (Q957206) (← links)
• Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
• Empirical validation of stochastic models of interacting agents (Q978855) (← links)
• Behavioral heterogeneity in stock prices (Q1017073) (← links)
• Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
• Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
• Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
• A method for agent-based models validation (Q1655690) (← links)
• Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
• Direct comparison of agent-based models of herding in financial markets (Q1656464) (← links)
• Emergence of innovation networks from R\&D cooperation with endogenous absorptive capacity (Q1656764) (← links)
• Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• Heuristic optimisation in financial modelling (Q1931632) (← links)
• Strategy switching in the Japanese stock market (Q1994138) (← links)
• Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
• Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
• Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← links)
• Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
• A comparison of economic agent-based model calibration methods (Q2181534) (← links)
• Multi-agent-based VaR forecasting (Q2246798) (← links)
• Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion (Q2291789) (← links)
• Validating and calibrating agent-based models: a case study (Q2461667) (← links)