From agent-based modeling to actor-based reactive systems in the analysis of financial networks
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DOI: 10.1007/s11403-021-00323-8
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- Ivan Jericevich & Patrick Chang & Tim Gebbie, 2021. "Simulation and estimation of an agent-based market-model with a matching engine," Papers 2108.07806, arXiv.org, revised Aug 2021.
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Keywords
Systemic risk; Agent-based models; Distributed systems; Computational models; Reactive systems;All these keywords.
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