most citedCoinTossX: An open-source low-latency high-throughput matching engine

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q-fin.CP2021

Calibrating an adaptive Farmer-Joshi agent-based model for financial markets

Ivan Jericevich, Murray McKechnie, Tim Gebbie

We replicate the contested calibration of the Farmer and Joshi agent based model of financial markets using a genetic algorithm and a Nelder-Mead with threshold accepting algorithm…