Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs

Aldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatti. Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 305-313, ACM, 2023. [doi]

Authors

Aldo Glielmo

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Marco Favorito

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Debmallya Chanda

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Domenico Delli Gatti

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