On the problem of calibrating an agent based model for financial markets
Year of publication: |
2013
|
---|---|
Authors: | Fabretti, Annalisa |
Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 8.2013, 2, p. 277-293
|
Publisher: |
Springer |
Subject: | Agent based model | Artificial markets | Calibration | Genetic algorithm |
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