3 papers
econ.GN2024
Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
Samuel Wiese, Jagoda Kaszowska-Mojsa, Joel Dyer +6
In the last few years, economic agent-based models have made the transition from qualitative models calibrated to match stylised facts to quantitative models for time series foreca…
stat.ML2022
Amortised Likelihood-free Inference for Expensive Time-series Simulators with Signatured Ratio Estimation
Joel Dyer, Patrick Cannon, Sebastian M Schmon
Simulation models of complex dynamics in the natural and social sciences commonly lack a tractable likelihood function, rendering traditional likelihood-based statistical inference…
cs.SI2020
Public risk perception and emotion on Twitter during the Covid-19 pandemic
Joel Dyer, Blas Kolic
Successful navigation of the Covid-19 pandemic is predicated on public cooperation with safety measures and appropriate perception of risk, in which emotion and attention play impo…