Pages that link to "Item:Q1655776"
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The following pages link to Estimation of financial agent-based models with simulated maximum likelihood (Q1655776):
Displaying 26 items.
- Estimation of an agent-based model of investor sentiment formation in financial markets (Q310977) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- Estimation of agent-based models: The case of an asymmetric herding model (Q1020510) (← links)
- Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case (Q1404151) (← links)
- Estimation of ergodic agent-based models by simulated minimum distance (Q1623990) (← links)
- Bayesian estimation of agent-based models (Q1655642) (← links)
- Empirical properties of a heterogeneous agent model in large dimensions (Q1655655) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity (Q2076882) (← links)
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts (Q2159122) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- A comparison of economic agent-based model calibration methods (Q2181534) (← links)
- Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
- Estimation of agent-based models using Bayesian deep learning approach of BayesFlow (Q2246641) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion (Q2291789) (← links)
- Mining the hidden link structure from distribution flows for a spatial social network (Q2424644) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case (Q4467813) (← links)
- An agent-based model for the assessment of LTV caps (Q5139267) (← links)
- Estimation of heuristic switching in behavioral macroeconomic models (Q6106649) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)
- Black-box Bayesian inference for agent-based models (Q6567092) (← links)
- Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates (Q6573308) (← links)
