A direct method for the solution of large and sparse systems of linear equations is presented. On one hand, the method exploits the qualitative structure of the graph associated to the linear system to reduce the number of elementary operations in the algorithm. On the other hand, the method...

The assessment of models of financial market behavior requires evaluation tools. When complexity hinders a direct estimation approach, e.g., for agent based microsimulation models or complex multifractal models, simulation based estimators might provide an alternative. In order to apply such...