2 citations · 2 across the 1 of their papers we have counts for
3 papers
Agent-Based Model Calibration using Machine Learning Surrogates
Francesco Lamperti, Andrea Roventini, Amir Sani
Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised mach…
Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading
Sandrine Jacob Leal, Mauro Napoletano, Andrea Roventini +1
We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequenc…
How Do Output Growth Rate Distributions Look Like? Some Time-Series Evidence on OECD Countries
Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini
This paper investigates the statistical properties of within-country GDP and industrial production (IP) growth rate distributions. Many empirical contributions have recently pointe…