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: |