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Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco.
In: Documents de Travail de l'OFCE.
RePEc:fce:doctra:1709.

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  1. A simulation of the insurance industry: the problem of risk model homogeneity. (2022). Farmer, Doyne J ; Sabuco, Juan ; Heinrich, Torsten.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00319-4.

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  2. .

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  3. A simulation of the insurance industry: The problem of risk model homogeneity. (2019). Farmer, Doyne J ; Sabuco, Juan ; Heinrich, Torsten.
    In: MPRA Paper.
    RePEc:pra:mprapa:95096.

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  4. Surrogate Modelling in (and of) Agent-Based Models: A Prospectus. (2019). Hoog, Sander.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-018-9802-0.

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  5. A simulation of the insurance industry: The problem of risk model homogeneity. (2019). Farmer, Doyne J ; Sabuco, Juan ; Heinrich, Torsten.
    In: Papers.
    RePEc:arx:papers:1907.05954.

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  6. A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan.
    In: Papers.
    RePEc:arx:papers:1902.05938.

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  7. Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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  8. Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

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  9. Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Sapio, A ; Napoletano, M ; Lamperti, F.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:150:y:2018:i:c:p:315-339.

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  10. Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

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  11. Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano.
    In: Papers.
    RePEc:arx:papers:1807.11751.

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  12. Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201707.

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  13. Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/23.

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  14. Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/12.

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    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:10:y:2015:i:1:p:91-118.

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  13. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

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  14. Information cascade, Kirman’s ant colony model, and kinetic Ising model. (2015). Hisakado, Masato ; Mori, Shintaro .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:417:y:2015:i:c:p:63-75.

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  15. Testing of a market fraction model and power-law behaviour in the DAX 30. (2015). Li, Youwei ; He, Xuezhong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:31:y:2015:i:c:p:1-17.

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  16. Herding interactions as an opportunity to prevent extreme events in financial markets. (2015). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1409.8024.

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  17. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Gallegati, Mauro ; Recchioni, Maria Cristina .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:26.

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  18. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500. (2014). Zwinkels, Remco ; He, Xuezhong ; Chiarella, Carl ; Remco C. J. Zwinkels, ; Remco C. J. Zwinkels, .
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  19. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

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  20. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133.

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  21. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
    RePEc:arx:papers:1404.0243.

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  22. Control of the socio-economic systems using herding interactions. (2014). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1309.6105.

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  23. Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie .
    In: Discussion Papers.
    RePEc:ags:ubfred:172077.

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  24. Phase transition in the S&P stock market. (2013). Raddant, Matthias ; Wagner, Friedrich .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1846.

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  25. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance. (2013). Richiardi, Matteo ; Grazzini, Jakob.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201335.

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  26. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130205.

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  27. On the problem of calibrating an agent based model for financial markets. (2013). fabretti, annalisa.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:8:y:2013:i:2:p:277-293.

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  28. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def7.

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  29. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def007.

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  30. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance.. (2013). Richiardi, Matteo ; Grazzini, Jakob.
    In: LABORatorio R. Revelli Working Papers Series.
    RePEc:cca:wplabo:130.

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  31. Fluctuation analysis of the three agent groups herding model. (2013). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1305.5958.

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  32. Three-state herding model of the financial markets. (2013). Kononovicius, Aleksejus ; Gontis, Vygintas.
    In: Papers.
    RePEc:arx:papers:1210.1838.

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  33. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Jiv{r}'i Kukav{c}ka, ; Barunik, Jozef.
    In: Papers.
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  34. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Working Papers.
    RePEc:ver:wpaper:07/2012.

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  35. Recent Developments on Heterogeneous Beliefs and Adaptive Behaviour of Financial Markets. (2012). He, Xuezhong.
    In: Research Paper Series.
    RePEc:uts:rpaper:316.

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  36. Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model. (2012). Wegener, Michael ; Westerhoff, Frank.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:22:y:2012:i:2:p:251-273.

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  37. Structural stochastic volatility in asset pricing dynamics: Estimation and model contest. (2012). Westerhoff, Frank ; Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1193-1211.

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  38. Macroeconomic Policy in DSGE and Agent-Based Models. (2012). Roventini, Andrea ; Fagiolo, Giorgio.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-17.

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  39. Removing systematic patterns in returns in a financial market model by artificially intelligent traders. (2011). Witte, Bjorn-Christopher .
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:82.

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  40. On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets. (2011). Westerhoff, Frank ; Dieci, Roberto.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:79.

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  41. Transaction taxes, greed and risk aversion in an agent-based financial market model. (2011). Demary, Markus.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:6:y:2011:i:1:p:1-28.

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  42. The dynamic behaviour of asset prices in disequilibrium: a survey. (2011). He, Xuezhong ; Chiarella, Carl ; Carl Chiarella; Roberto Dieci; Xue-Zhong He, .
    In: International Journal of Behavioural Accounting and Finance.
    RePEc:ids:ijbeaf:v:2:y:2011:i:2:p:101-139.

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  43. Consumer sentiment and countercyclical fiscal policies. (2010). Westerhoff, Frank ; Hohnisch, Martin.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:24:y:2010:i:5:p:609-618.

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  44. On the specification of noise in two agent-based asset pricing models. (2010). Franke, Reiner.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:6:p:1140-1152.

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  45. A simple agent-based financial market model: Direct interactions and comparisons of trading profits. (2009). Westerhoff, Frank.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:61.

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  46. Complex Evolutionary Systems in Behavioral Finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080054.

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  47. Estimation of an adaptive stock market model with heterogeneous agents. (2008). Amilon, Henrik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:342-362.

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  48. Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets. (2008). Zaccaria, A. ; Alfi, V. ; Pietronero, L..
    In: Papers.
    RePEc:arx:papers:0807.1888.

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  49. Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-05.

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  50. Power-law behaviour, heterogeneity, and trend chasing. (2007). Li, Youwei ; He, Xuezhong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:10:p:3396-3426.

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