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A generalized two-factor square-root framework for modeling occurrences of natural catastrophes

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Chapter 8. Empirical Validation of Agent-Based Models

Lux, Thomas; Zwinkels, Remco C.J. - In: Handbook of computational economics : Volume 4: …, (pp. 437-488). 2018

to the data. In this chapter we provide an overview of the current literature on the empirical validation of agent …

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Simulating housing prices with UrbanSim : predictive capacity and sensitivity analysis

Kryvobokov, Marko; Mercier, Aurélie; Bonnafous, Alain; … - In: Letters in spatial and resource sciences : LSRS 6 (2013) 1, pp. 31-44

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Prediction of financial failure of Saudi listed companies

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Comparing predicted prices in auctions for online advertising

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A calibration procedure for analyzing stock price dynamics in an agent-based framework

Recchioni, Maria Cristina; Tedeschi, Gabriele; … - 2014

In this paper we introduce a calibration procedure for validating of agent based models. Starting from the well-known financial model of Brock and Hommes 1998, we show how an appropriate calibration enables the model to describe price time series. We formulate the calibration problem as a...

Persistent link: https://www.econbiz.de/10010463489