Calibration of an Agent Based Model for Financial Markets

Annalisa Fabretti. Calibration of an Agent Based Model for Financial Markets. In Javier Bajo Pérez, Juan M. Corchado, María N. Moreno García, Vicente Julián, Philippe Mathieu, Joaquín Cañada Bago, Alfonso Ortega, Antonio Fernández-Caballero, editors, Highlights in Practical Applications of Agents and Multiagent Systems - 9th International Conference on Practical Applications of Agents and Multiagent Systems, PAAMS 2011 Special Sessions, Salamanca, Spain, 6-8 April 2011. Volume 89 of Advances in Soft Computing, pages 1-8, Springer, 2011. [doi]

@inproceedings{Fabretti11,
  title = {Calibration of an Agent Based Model for Financial Markets},
  author = {Annalisa Fabretti},
  year = {2011},
  doi = {10.1007/978-3-642-19917-2_1},
  url = {http://dx.doi.org/10.1007/978-3-642-19917-2_1},
  researchr = {https://researchr.org/publication/Fabretti11},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {Highlights in Practical Applications of Agents and Multiagent Systems - 9th International Conference on Practical Applications of Agents and Multiagent Systems, PAAMS 2011 Special Sessions, Salamanca, Spain, 6-8 April 2011},
  editor = {Javier Bajo Pérez and Juan M. Corchado and María N. Moreno García and Vicente Julián and Philippe Mathieu and Joaquín Cañada Bago and Alfonso Ortega and Antonio Fernández-Caballero},
  volume = {89},
  series = {Advances in Soft Computing},
  publisher = {Springer},
  isbn = {978-3-642-19916-5},
}