On the problem of calibrating an agent based model for financial markets
Year of publication: |
2013
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Authors: | Fabretti, Annalisa |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 8.2013, 2, p. 277-293
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Subject: | Agent based model | Artificial markets | Calibration | Genetic algorithm | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Simulation | Finanzmarkt | Financial market | Evolutionärer Algorithmus | Evolutionary algorithm |
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