Some challenges of calibrating differentiable agent-based models

3 July 2023

Papers citing "Some challenges of calibrating differentiable agent-based models"

4 / 4 papers shown

Title
Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study Alicia Vidler Toby Walsh AIFin 19 1 0 05 May 2024
Private Agent-Based Modeling Ayush Chopra Arnau Quera-Bofarull Nurullah Giray-Kuru Michael Wooldridge Ramesh Raskar 16 1 0 19 Apr 2024
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading Sascha Frey Kang Li Peer Nagy Silvia Sapora Chris Xiaoxuan Lu S. Zohren Jakob N. Foerster Anisoara Calinescu 17 7 0 25 Aug 2023
MMD-Bayes: Robust Bayesian Estimation via Maximum Mean Discrepancy Badr-Eddine Chérief-Abdellatif Pierre Alquier 54 62 0 29 Sep 2019