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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

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

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

Long-run expectations in a learning-to-forecast experiment : a simulation approach

Colasante, Annarita; Alfarano, Simone; Camacho-Cuena, Eva; … - In: Journal of evolutionary economics : JEE 30 (2020) 1, pp. 75-116

Persistent link: https://www.econbiz.de/10012252776

Microscopic models of financial markets

Samanidou, Egle; Zschischang, Elmar; Stauffer, Dietrich; … - 2006

This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim-Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...

Persistent link: https://www.econbiz.de/10010295005