BibTeX
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Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks
NR Stillman, R Baggott, J Lyon, J Zhang… - Proceedings of the …, 2023 - dl.acm.org
… In this work, we show how simulation-based inference can be used to calibrate an ABM market simulator. We demonstrate our approach using two ABMs, a simple model …
Link to paper
… In this work, we show how simulation-based inference can be used to calibrate an ABM market simulator. We demonstrate our approach using two ABMs, a simple model …