Calibrating emergent phenomena in stock markets with agent based models.
Since the 2008 financial crisis, agent-based models (ABMs), which account for out-of-equilibrium dynamics, heterogeneous preferences, time horizons and strategies, have often been envisioned as the new frontier that could revolutionise and displace the more standard models and tools in economics. Ho...
Main Authors: | Lucas Fievet, Didier Sornette |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2018-01-01
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Series: | PLoS ONE |
Online Access: | http://europepmc.org/articles/PMC5834198?pdf=render |
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