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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Dyer, J, Quera-Bofarull, A, Chopra, A, Farmer, JD, Calinescu, A, Wooldridge, MJ
Μορφή: Conference item
Γλώσσα:English
Έκδοση: Association for Computing Machinery 2023