A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455)

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scientific article; zbMATH DE number 6916998
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English
A calibration procedure for analyzing stock price dynamics in an agent-based framework
scientific article; zbMATH DE number 6916998

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    A calibration procedure for analyzing stock price dynamics in an agent-based framework (English)
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    13 August 2018
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    calibration
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    validation
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    forecasting
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    agent-based models
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    asset pricing
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    heterogeneous beliefs
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