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Towards Evology a Market Ecology Agent-Based Model of US Equity Mutual Funds

A Vie, M Scholl, AM Kleinnijenhuis… - arXiv preprint arXiv …, 2022 - arxiv.org
Computer Science paper cs.MA Suggest

… Next-level calibration with simulation-based inference. Although we have reduced the number of free parameters in the model, we are left with several free parameters of importance. …

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BibTeX

@misc{vie2022evologymarketecologyagentbased,
title={Towards Evology a Market Ecology Agent-Based Model of US Equity Mutual Funds},
author={Aymeric Vie and Maarten Scholl and Alissa M. Kleinnijenhuis and J. Doyne Farmer},
year={2022},
eprint={2210.11344},
archivePrefix={arXiv},
primaryClass={cs.MA},
url={https//arxiv.org/abs/2210.11344},
}

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