Publication detail

Does calibration affect the complexity of agent-based models? A multifractal grid analysis

Author(s): prof. PhDr. Ladislav Krištoufek Ph.D.,
PhDr. Jiří Kukačka Ph.D.,
Type: Submissions
Year: 2020
Number: 0
ISSN / ISBN:
Published in: SSRN Working Paper, DOI, reject&resubmit in J ECON BEHAV ORGAN
Publishing place:
Keywords: financial agent-based models, calibration, complex systems, multifractal analysis, detrended fluctuation analysis
JEL codes: C13, C22, C63, D84, G02, G17
Suggested Citation:
Grants: PRIMUS/19/HUM/17 2019-2021 Behavioral finance and macroeconomics: New insights for the mainstream
Abstract:

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