Calibration of an Agent Based Model for Financial Markets

No abstract is available for this paper.

• Publication year

  2011

• Venue

  Practical Applications of Agents and Multi-Agent Systems

• Publication date

  Unknown publication date

• Fields of study

  Mathematics, Business, Computer Science, Economics

• Identifiers
  DOI 10.1007/978-3-642-19917-2_1
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Agent’s Minimal Intelligence Calibration for Realistic Market Dynamics

  2010cited by this paper
• Progress in Artificial Economics

  2010cited by this paper
• An objective function for simulation based inference on exchange rate data

  2007cited by this paper
• A comparison of different trading protocols in an agent-based market

  2007cited by this paper
• Empirical Validation of Agent-Based Models: Alternatives and Prospects

  2007cited by this paper
• Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model

  2005cited by this paper
• Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186

  2005cited by this paper
• Multi-Objective Calibration For Agent-Based Models

  2004cited by this paper
• A global optimization heuristic for estimating agent based models

  2003influential reference
• Empirical properties of asset returns: stylized facts and statistical issues

  2001cited by this paper
• Agent-based computational finance : Suggested readings and early research

  2000cited by this paper
• The price dynamics of common trading strategies

  2000influential reference
• Scaling and criticality in a stochastic multi-agent model of a financial market

  1999cited by this paper
• Bulls, bears and market sheep

  1990cited by this paper

• Markov chain analysis in agent-based model calibration by classical and simulated minimum distance

  2018cites this paper
• Hybrid Agent Modeling in Population Simulation: Current Approaches and Future Directions

  2016cites this paper
• Physics and financial economics (1776–2014): puzzles, Ising and agent-based models

  2014cites this paper
• GIS and agent-based models for humanitarian assistance

  2013cites this paper
• On the problem of calibrating an agent based model for financial markets

  2012cites this paper