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~person:"Lux, Thomas"
~subject:"Simulation"
~type_genre:"Article in journal"
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Search: subject_exact:"Simulationsrechnung"
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Simulation
Agent-based modeling
4
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4
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4
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3
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3
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8
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Lux, Thomas
Thürer, Matthias
36
Stevenson, Mark A.
33
Nelson, Barry L.
23
Gharbi, Ali
22
Creedy, John
21
Land, Martin J.
18
Azadeh, Mohammad Ali
17
Kleijnen, Jack P. C.
16
Renna, Paolo
15
Chan, Felix Tung Sun
14
Koster, René de
12
Vanhoucke, Mario
12
Fu, Michael
11
Ivanov, Dmitry
11
Robinson, Stewart
11
Sutherland, Holly
11
Fernandes, Nuno O.
10
Gleißner, Werner
10
Hong, L. Jeff
10
Pellerin, Robert
10
Peng, Yijie
10
Tsai, Shing Chih
10
Cannella, Salvatore
9
Geweke, John
9
Stummer, Christian
9
Brailsford, Sally C.
8
Framinan, Jose M.
8
Gong, Yeming
8
Heragu, Sunderesh S.
8
O'Donoghue, Cathal
8
Peichl, Andreas
8
Shaaban, Sabry
8
Silva, Cristovao
8
Wang, Zheng
8
Xie, Xiaolan
8
Campuzano Bolarín, Francisco
7
Cleophas, Catherine
7
Csató, László
7
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7
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Computational economics
3
International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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ECONIS (ZBW)
8
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1
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
4
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
5
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
6
Special Issue: New advances in financial economics : heterogeneity and simulation
Cincotti, Silvano
(
contributor
);
Lux, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003755510
Saved in:
7
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
- In:
Journal of economic behavior & organization : JEBO
46
(
2001
)
3
,
pp. 327-342
Persistent link: https://www.econbiz.de/10001649219
Saved in:
8
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
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