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., |
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| 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: |
