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]
@inproceedings{DyerQCFCW23,
title = {Gradient-Assisted Calibration for Financial Agent-Based Models},
author = {Joel Dyer and Arnau Quera-Bofarull and Ayush Chopra and J. Doyne Farmer and Anisoara Calinescu and Michael J. Wooldridge},
year = {2023},
doi = {10.1145/3604237.3626857},
url = {https://doi.org/10.1145/3604237.3626857},
researchr = {https://researchr.org/publication/DyerQCFCW23},
cites = {0},
citedby = {0},
pages = {288-296},
booktitle = {4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023},
publisher = {ACM},
}