Gradient-Assisted Calibration for Financial Agent-Based Models

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]

Authors

Joel Dyer

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Arnau Quera-Bofarull

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Ayush Chopra

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J. Doyne Farmer

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Anisoara Calinescu

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Michael J. Wooldridge

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