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A global optimization heuristic for estimating agent based models

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  • Gilli, M.
  • Winker, P.

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 42 (2003)
Issue (Month): 3 (March)
Pages: 299-312

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Handle: RePEc:eee:csdana:v:42:y:2003:i:3:p:299-312

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  1. Peter Winker & Manfred Gilli, 2002. "Indirect Estimation of the Parameters of Agent Based Models of Financial Markets," Computing in Economics and Finance 2002 314, Society for Computational Economics.
  2. Tesfatsion, Leigh, 2001. "Introduction to the special issue on agent-based computational economics," Journal of Economic Dynamics and Control, Elsevier, vol. 25(3-4), pages 281-293, March.
  3. Kilian, Lutz & Taylor, Mark P, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
  4. Kirman, Alan, 1993. "Ants, Rationality, and Recruitment," The Quarterly Journal of Economics, MIT Press, vol. 108(1), pages 137-56, February.
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