Joel Dyer, Arnau Quera-Bofarull, Ayush Chopra, J. Doyne Farmer, Anisoara Calinescu, Michael J. Wooldridge. Gradient-Assisted Calibration for Financial Agent-Based Models. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 288-296, ACM, 2023. [doi]
Abstract is missing.