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Integrating Agent-Based Modelling with Copula Theory: Preliminary Insights and Open Problems
The paper sketches and elaborates on a framework integrating agent-based modelling with advanced quantitative probabilistic methods based on copula theory. The motivation for such a framework is illustrated on a artificial market functioning with canonical asset pricing models, showing that dependen...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7304032/ http://dx.doi.org/10.1007/978-3-030-50420-5_16 |