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  • Search: subject:"Agents-based models"
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Year of publication
Subject
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Agent-based modeling 4 Agentenbasierte Modellierung 4 Agents-based models 4 Makov chain Monte Carlo 4 Theorie 3 Theory 3 Agents based models 2 Bayes-Statistik 2 Bayesian inference 2 Markov chain 2 Markov-Kette 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Particle filter 2 Simulation 2 particle filter 2 Auction 1 Auction theory 1 Auktion 1 Auktionstheorie 1 Bid-ask spread 1 Business network 1 Börsenkurs 1 Complex networks 1 Complex systems 1 Emergence 1 Equity auctions 1 Geld-Brief-Spanne 1 Komplexe Systeme 1 Limit order book 1 Market microstructure 1 Marktmikrostruktur 1 Network 1 Netzwerk 1 Phase change 1 Securities trading 1 Selbstorganisation 1 Self-organization 1 Share price 1 Social network 1
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Online availability
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Free 4 Undetermined 1
Type of publication
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Article 4 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 6
Author
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Lux, Thomas 4 Challet, Damien 1 Green, David G. 1 Salek, Mohammed 1 Toke, Ioane Muni 1
Published in...
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Computational Economics 1 Computational economics 1 Economics Working Paper 1 Economics working paper 1 Journal of economic interaction and coordination 1 Quantitative finance 1
Source
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ECONIS (ZBW) 4 EconStor 2
Showing 1 - 6 of 6
Did you mean: subject:"agent-based models" (642 results)
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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
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Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo
Lux, Thomas - In: Computational Economics 60 (2021) 2, pp. 451-477
Over the last decade, agent-based models in economics have reached a state of maturity that brought the tasks of statistical inference and goodness-of-fit of such models on the agenda of the research community. While most available papers have pursued a frequentist approach adopting either...
Persistent link: https://www.econbiz.de/10014502036
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Emergence in complex networks of simple agents
Green, David G. - In: Journal of economic interaction and coordination 18 (2023) 3, pp. 419-462
Persistent link: https://www.econbiz.de/10014323223
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Cover Image
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas - 2020
Over the last decade, agent-based models in economics have reached a state of maturity that brought the tasks of statistical inference and goodness-of-fit of such models on the agenda of the research community. While most available papers have pursued a frequentist approach adopting either...
Persistent link: https://www.econbiz.de/10012164638
Saved in:
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Equity auction dynamics : latent liquidity models with activity acceleration
Salek, Mohammed; Challet, Damien; Toke, Ioane Muni - In: Quantitative finance 24 (2024) 10, pp. 1381-1398
Persistent link: https://www.econbiz.de/10015196932
Saved in:
Cover Image
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas - 2020
Over the last decade, agent-based models in economics have reached a state of maturity that brought the tasks of statistical inference and goodness-of-fit of such models on the agenda of the research community. While most available papers have pursued a frequentist approach adopting either...
Persistent link: https://www.econbiz.de/10012164264
Saved in:
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