An Information Theoretic Criterion for Empirical Validation of Time Series Models
Author:
Publisher
Elsevier BV
Reference65 articles.
1. Information theory and an extension of the maximum likelihood principle;Hirotogu Akaike;Selected Papers of Hirotugu Akaike,1998
2. Empirical validation of stochastic models of interacting agents;Simone Alfarano;The European Physical Journal B-Condensed Matter and Complex Systems,2007
3. Estimation of agent-based models: the case of an asymmetric herding model;Simone Alfarano;Computational Economics,2005
4. Estimation of a simple agent-based model of financial markets: An application to australian stock and foreign exchange data;Simone Alfarano;Physica A: Statistical Mechanics and its Applications,2006
Cited by 11 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. Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter;Computational Economics;2020-09-29
2. The Many Faces of Agent-Based Computational Economics: Ecology of Agents, Bottom-Up Approaches and Paradigm Shift;OEconomia;2020-06-01
3. Can agent-based models probe market microstructure?;Physica A: Statistical Mechanics and its Applications;2018-08
4. Surrogate Modelling in (and of) Agent-Based Models: A Prospectus;Computational Economics;2018-02-14
5. Empirical Validation of Agent-Based Models;SSRN Electronic Journal;2017
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