obliged to use agent based models to capture the dynamics of such systems. For our first example, the Marseille fish market …

The literature on agent-based models has been highly successful in replicating many stylized facts of financial and … inherent heterogeneity of agents and nonlinearity of agent-based models, fundamental choices have to be made to take the models … models. We discuss potential lessons from other fields of applications of agent-based models, avenues for estimation of …

of metaorders. Agent-based models are attempts to account for these stylized facts in a unified manner. Devising faithful …