Black-box Bayesian inference for agent-based models
Year of publication: |
2024
|
---|---|
Authors: | Dyer, Joel ; Cannon, Patrick ; Farmer, J. Doyne ; Schmon, Sebastian M. |
Published in: |
Journal of economic dynamics & control. - Amsterdam : North-Holland Publ. Co., ISSN 0165-1889, ZDB-ID 1460621-5. - Vol. 161.2024, Art.-No. 104827, p. 1-36
|
Subject: | Agent-based models | Bayesian inference | Neural networks | Parameter estimation | Simulation-based inference | Time series | Agentenbasierte Modellierung | Agent-based modeling | Simulation | Bayes-Statistik | Neuronale Netze | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory |
-
Estimation of agent-based models using Bayesian deep learning approach of BayesFlow
Shiono, Takashi, (2021)
-
Inference using simulated neural moments
Creel, Michael D., (2021)
-
Inference using simulated neural moments
Creel, Michael D., (2020)
- More ...
-
Physicists attempt to scale the ivory towers of finance
Farmer, J. Doyne, (2000)
-
A simple model for the nonequilibrium dynamics and evolution of a financial market
Farmer, J. Doyne, (2000)
-
Market force, ecology and evolution
Farmer, J. Doyne, (2002)
- More ...