16 citations · 20 across the 2 of their papers we have counts for
4 papers
Bayesian Estimation of Economic Simulation Models using Neural Networks
Donovan Platt
Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in ec…
A Comparison of Economic Agent-Based Model Calibration Methods
Donovan Platt
Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a…
Can Agent-Based Models Probe Market Microstructure?
Donovan Platt, Tim Gebbie
We extend prior evidence that naively using intraday agent-based models that involve realistic order-matching processes for modeling continuous-time double auction markets seems to…
The Problem of Calibrating an Agent-Based Model of High-Frequency Trading
Donovan Platt, Tim Gebbie
Agent-based models, particularly those applied to financial markets, demonstrate the ability to produce realistic, simulated system dynamics, comparable to those observed in empiri…