Parameter Estimation of Macroeconomic Agent-Based Models Using Evolutionary Computation.
Takahiro ObataSetsuya KurahashiPublished in: ICAART (1) (2024)
Keyphrases
- evolutionary computation
- parameter estimation
- agent based models
- complex systems
- evolutionary algorithm
- genetic programming
- computational intelligence
- simulation model
- maximum likelihood
- financial markets
- multi agent
- model selection
- least squares
- complex adaptive systems
- fitness function
- markov random field
- stock market
- genetic algorithm
- em algorithm
- parameter estimation algorithm
- fuzzy logic
- spatial structure
- power system
- cooperative
- mathematical model
- expectation maximization
- exchange rate
- spatial analysis
- image segmentation
- computer vision
- learning algorithm