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Empirical Validation of Agent-Based Models: Alternatives and Prospects
Windrum, Paul; Fagiolo, Giorgio; Moneta, Alessio - In: Journal of Artificial Societies and Social Simulation 10 (2007) 2, pp. 8-8
calibration, the Werker-Brenner approach, and the history-friendly approach – and a set of (as yet) unresolved issues for …
Persistent link: https://www.econbiz.de/10005481587
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A critical guide to empirical validation of agent-based models in economics: methodologies, procedures, and open problems
Fagiolo, Giorgio; Moneta, Alessio; Windrum, Paul - 2007
The original publication is available at http://www.springer.com/
Persistent link: https://www.econbiz.de/10009455003
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A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems
Fagiolo, Giorgio; Moneta, Alessio; Windrum, Paul - In: Computational Economics 30 (2007) 3, pp. 195-226
Persistent link: https://www.econbiz.de/10005701744
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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
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On the problem of calibrating an agent based model for financial markets
Fabretti, Annalisa - In: Journal of economic interaction and coordination : JEIC 8 (2013) 2, pp. 277-293
Persistent link: https://www.econbiz.de/10010195710
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A regression-based calibration method for agent-based models
Chen, Siyan; Desiderio, Saul - In: Computational economics 59 (2022) 2, pp. 687-700
Persistent link: https://www.econbiz.de/10013169034
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A comparison of economic agent-based model calibration methods
Platt, Donovan - In: Journal of economic dynamics & control 113 (2020), pp. 1-33
Persistent link: https://www.econbiz.de/10012502501
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Using realistic trading strategies in an agent-based stock market model
Llacay, Bàrbara; Peffer, Gilbert - In: Computational and mathematical organization theory 24 (2018) 3, pp. 308-350
Persistent link: https://www.econbiz.de/10011885546
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Validation of agent-based models in economics and finance
Fagiolo, Giorgio; Guerini, Mattia; Lamperti, Francesco; … - 2017
) comparison between artificial and real-world data; (ii) calibration and estimation of model parameters; and (iii) parameter space …
Persistent link: https://www.econbiz.de/10011729421
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Metamodels for evaluating, calibrating and applying agent-based models : a review
Pietzsch, Bruno; Fiedler, Sebastian; Mertens, Kai Gustav; … - 2020
analysis, calibration and upscaling of agent-based models, as well to mimic their prediction for different scenarios. This …
Persistent link: https://www.econbiz.de/10012592401