Simulation and estimation of an agent-based market-model with a matching engine.

Ivan Jericevich Patrick Chang Tim Gebbie

Published in: CoRR (2021)

Keyphrases

simulation model
mathematical model
probabilistic model
computational model
high level
parameter estimation
mathematical models
semi parametric
matching scheme
formal model
conceptual model
experimental data
statistical model
intelligent agents
control system
objective function
bayesian networks