Yuanlu Bai, Henry Lam, Tucker Balch, Svitlana Vyetrenko. Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimization. In Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni, editors, 3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022. pages 437-445, ACM, 2022. [doi]
Abstract is missing.