Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression-Reference-Cited by-同舟云学术

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Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression

Published:2021-09-04 Issue: Volume: Page:
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Chen Siyan,Desiderio Saul

Funder

Natural Science Foundation of Guangdong Province

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

https://link.springer.com/content/pdf/10.1007/s10614-021-10188-5.pdf

Reference28 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. Barde, S., & van der Hoog, S. (2017). An empirical validation protocol for large-scale agent-based models. University of Kent, School of Economics Discussion Papers

3. Bargigli, L., Riccetti, L., Russo, A., & Gallegati, M. (2020). Network calibration and metamodeling of a financial accelerator agent-based model. Journal of Economic Interaction and Coordination, 15(2), 413–440.

4. Bianchi, C., Cirillo, P., Gallegati, M., & Vagliasindi, P. A. (2007). Validating and calibrating agent-based models: A case study. Computational Economics, 30, 245–264.

5. Bianchi, C., Cirillo, P., Gallegati, M., & Vagliasindi, P. A. (2008). Validation in agent-based models: an investigation on the CATS model. Journal of Economic Behavior and Organization, 67, 947–964.

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