Gradient-assisted calibration for financial agent-based models
Agent-based modelling (ABMing) is a promising approach to modelling and reasoning about complex systems such as financial markets. However, the application of ABMs in practice is often impeded by the models’ complexity and the ensuing difficulty of performing parameter inference and optimisation tas...
| Main Authors: | , , , , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
Association for Computing Machinery
2023
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