Wiesinger, J.; Sornette, D.; Satinover, J. - In: Computational Economics 41 (2013) 4, pp. 475-492
Using virtual stock markets with artificial interacting software investors, aka agent-based models, we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By optimizing the...
