Validation of Agent-Based Models in Economics and Finance

Author:

Fagiolo Giorgio,Guerini Mattia,Lamperti Francesco,Moneta Alessio,Roventini Andrea

Publisher

Springer International Publishing

Reference113 articles.

1. Alfarano, S., Lux, T., & Wagner, F. (2005). Estimation of agent-based models: The case of an asymmetric herding model. Computational Economics, 26(1), 19–49.

2. Alfarano, S., Lux, T., & Wagner, F. (2006). Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data. Physica A: Statistical Mechanics and its Applications, 370(1), 38–42.

3. Anufriev, M., Bao, T., & Tuinstra, J. (2016). Microfoundations for switching behavior in heterogeneous agent models: An experiment. Journal of Economic Behavior & Organization, 129(C):74–99.

4. Anufriev, M., & Hommes, C. (2012). Evolutionary selection of individual expectations and aggregate outcomes in asset pricing experiments. American Economic Journal: Microeconomics, 4(4), 35–64.

5. Assenza, T., Delli Gatti, D., & Grazzini, J. (2015). Emergent dynamics of a macroeconomic agent based model with capital and credit. Journal of Economic Dynamics and Control, 50(C):5–28.

Cited by 82 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Project finance or corporate finance for renewable energy? an agent-based insight;Journal of Economic Interaction and Coordination;2024-09-09

2. Endogenous cycles in heterogeneous agent models: a state-space approach;Journal of Evolutionary Economics;2024-09-03

3. Estimation of Probability Distribution Representing Agent Heterogeneity in Agent-Based Models;Transactions of the Japanese Society for Artificial Intelligence;2024-09-01

4. Agent-Based Technologies for Research and Practical Use in Management;The Oxford Handbook of Agent-based Computational Management Science;2024-07-18

5. Theories of market selection;Journal of Economic Surveys;2024-04-17

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3