Gradient-Assisted Calibration for Financial Agent-Based Models
Name
3604237.3626857.pdf
Size
1.1 MB
Format
Adobe PDF
Checksum (MD5)
2ab8743ee889db9292d2fd194b1c4ab8
Author(s)
Dyer, Joel
Quera-Bofarull, Arnau
Chopra, Ayush
Farmer, J. Doyne
Calinescu, Anisoara
Wooldridge, Michael
Date Issued
November 27, 2023
Publisher
ACM|4th ACM International Conference on AI in Finance
Citation
Dyer, Joel, Quera-Bofarull, Arnau, Chopra, Ayush, Farmer, J. Doyne, Calinescu, Anisoara et al. 2023. "Gradient-Assisted Calibration for Financial Agent-Based Models."
Version
Final published version
MIT Department
Massachusetts Institute of Technology. Media Laboratory
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1145/3604237.3626857
