Validation of agent-based models in economics and finance
Year of publication: |
2017
|
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Authors: | Fagiolo, Giorgio ; Guerini, Mattia ; Lamperti, Francesco ; Moneta, Alessio ; Roventini, Andrea |
Publisher: |
Pisa : Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) |
Subject: | agent based models | validation | calibration | sensitivity analysis | parameter space exploration |
Series: | LEM Working Paper Series ; 2017/23 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 89872192X [GVK] hdl:10419/174573 [Handle] RePEc:ssa:lemwps:2017/23 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing ; C63 - Computational Techniques |
Source: |
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Validation of agent-based models in economics and finance
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Validation of agent-based models in economics and finance
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