Pages that link to "Item:Q1656464"
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The following pages link to Direct comparison of agent-based models of herding in financial markets (Q1656464):
Displaying 16 items.
- A method for agent-based models validation (Q1655690) (← links)
- Agent-based model calibration using machine learning surrogates (Q1657336) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← 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)
- An agent-based approach for time-series momentum and reversal (Q2200109) (← links)
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion (Q2291789) (← links)
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets (Q4619545) (← links)
- Modeling of Herding and Wealth Distribution in Large Markets (Q4626489) (← links)
- Unveiling the relation between herding and liquidity with trader lead-lag networks (Q4957237) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
- Herd behavior, bubbles and social interactions in financial markets (Q5404068) (← links)
