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A very timely issue for economic agent-based models (ABMs) is their empirical estimation.
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A neural network short-term load forecaster
Srinivasan, D., Liew, A., and Chang, C. (1994) · 1994
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Verification and validation of simulation models
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Forecasting exchange rates using feedforward and recurrent neural networks
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Parallelizable sampling of markov random fields
Martens, J. and Sutskever, I. (2010) · 2010
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Agent-based models for economic policy design
Dawid, H. and Neugart, M. (2011) · 2011
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Learning recurrent neural networks with Hessian-Free optimization
Martens, J. and Sutskever, I. (2011) · 2011
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Verification and validation of simulation models
Sargent, R. G. (2011) · 2011
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Capturing firm behavior in agent-based models of industry evolution and macroeconomic dynamics
Dawid, H. and Harting, P. (2012) · 2012
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Indirect estimation of agent-based models: An application to a simple diffusion model
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Empirical Calibration of Simulation Models
Werker, C. and Brenner, T. (2004) · 2004
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Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
Alfarano, S., Lux, T., and Wagner, F. (2005) · 2005
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A Practical Guide to Inference in Simulation Models
Brenner, T. and Werker, C. (2006) · 2006
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Training deep and recurrent networks with Hessian-Free optimization
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Income distribution, credit and fiscal policies in an agent-based Keynesian model
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Paper on the development of MABM Mark II: The input-output network in the CRISIS Macro Agent-Based Model
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Consistent Estimation of Agent-Based Models by Simulated Minimum Distance
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Analysis of Agent-based Models
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Training Recurrent Neural Networks
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Agent-Based Macroeconomic Modeling and Policy Analysis: The Eurace@Unibi Model
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Micro and Macro Policies in Keynes+Schumpeter Evolutionary Models
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Policy design in the presence of technological change – an agent-based approach
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A Practical, Universal, Information Criterion over Nth Order Markov Processes
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An Information Theoretic Criterion for Empirical Validation of Time Series Models
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