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Thesis

Bayesian inference for economic agent-based models

Abstract:

Interest in agent-based models of financial markets and the wider economy has increased consistently over the last few decades, in no small part due to their ability to reproduce a number of empirically-observed stylised facts that are not easily recovered by more traditional modelling approaches. Nevertheless, the economic agent-based modelling paradigm faces mounting criticism, focused particularly on the rigour of current validation, calibration, and model selection practices, which sti...

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Division:
MPLS
Department:
Mathematical Institute
Role:
Author

Contributors

Role:
Supervisor
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Programme:
Commonwealth Scholarship
Funding agency for:
Platt, D
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Language:
English
Subjects:
Deposit date:
2022-01-30

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