Gradient-Assisted Calibration for Financial Agent-Based Models

Author(s)
Dyer, Joel; Quera-Bofarull, Arnau; Chopra, Ayush; Farmer, J. Doyne; Calinescu, Anisoara; ... Show more
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Date issued
2023-11-27
URI
https://hdl.handle.net/1721.1/153134
Department
Massachusetts Institute of Technology. Media Laboratory
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
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