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Mercato del credito e imprese in un modello con agenti eterogeni

Vagliasindi, Pietro A.; Verga, Giovanni; Cirillo, Pasquale - In: Rivista internazionale di scienze sociali 114 (2006) 3, pp. 459-490

Persistent link: https://www.econbiz.de/10003564985

An information theoretic criterion for empirical validation of time series models

Lamperti, Francesco - 2015

Simulated models suffer intrinsically from validation and comparison problems. The choice of a suitable indicator quantifying the distance between the model and the data is pivotal to model selection. However, how to validate and discriminate between alternative models is still an open problem...

Persistent link: https://www.econbiz.de/10010490842

Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model

Bargigli, Leonardo - 2019

We introduce a financially constrained production framework in which heterogeneous firms and banks entertain multiple credit connections. The parameters of credit market interaction are estimated from real data in order to reproduce a set of empirical regularities of the Japanese credit market....

Persistent link: https://www.econbiz.de/10012903705

Automated and distributed statistical analysis of economic agent-based models

Vandin, Andrea; Giachini, Daniele; Lamperti, Francesco; … - 2020

We propose a novel approach to the statistical analysis of simulation models and, especially, agent-based models (ABMs … time given the modeller's machine, (iv) automatically chooses the number of required simulations and simulation steps to …

Persistent link: https://www.econbiz.de/10012308914

Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion

Barde, Sylvain - 2019

Comparison of macroeconomic simulation models, particularly agent-based models (ABMs), with more traditional approaches … paper aims to address this issue by developing and testing a comparison framework for macroeconomic simulation models based …

Persistent link: https://www.econbiz.de/10012018797

Validation of agent-based models in economics and finance

Fagiolo, Giorgio; Guerini, Mattia; Lamperti, Francesco; … - 2017

Since the influential survey by Windrum et al. (2007), research on empirical validation of agent-based models in economics has made substantial advances, thanks to a constant flow of high-quality contributions. This Chapter attempts to take stock of such recent literature to offer an updated...

Persistent link: https://www.econbiz.de/10011729421

Hybrid Discrete Event and Agent Based Simulation Modeling of Career Development. Part 3 : Testing a Model and Analysis of Simulation Results

Cherkassky, Arkady; Bumagin, Eugene - 2021

This part of article is dedicated to testing and analysis of the modeling and simulation results of career development … processes. The simulation algorithm with some experimental data related to agent individual behavior characteristics, which was … schemes and the participation of VIP and super active agents in the career struggle. The simulation provided data to analyze …

Persistent link: https://www.econbiz.de/10014087212

JAS-mine : a new platform for microsimulation and agent-based modelling

Richiardi, Matteo; Richardson, Ross E. - 2016

Persistent link: https://www.econbiz.de/10011503152

Ein Modell zur Mikrosimulation des Spothandels von Strom auf der Basis eines Multi-Agenten-Systems

Scheidt, Maximilian (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001691714

Bringing behavior back into micro-simulation : feedback mechanisms in demographic models

Murphy, Mike - In: Agent-based computational demography : using simulation …, (pp. 159-174). 2003

Persistent link: https://www.econbiz.de/10001784800

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