Does parameterization affect the complexity of agent-based models?
Year of publication: |
2021
|
---|---|
Authors: | Kukacka, Jiri ; Kristoufek, Ladislav |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 192.2021, p. 324-356
|
Subject: | Financial agent-based models | Parameterization | Complex systems | Multifractal sensitivity analysis | Detrended fluctuation analysis | Theorie | Theory | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Sensitivitätsanalyse | Sensitivity analysis | Volatilität | Volatility |
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