Calibrating emergent phenomena in stock markets with agent based models

Open Access

Peer-reviewed

Research Article

About the Authors

Lucas Fievet

Roles Conceptualization, Data curation, Formal analysis, Methodology, Software, Validation, Visualization, Writing – original draft

Affiliation Department of Management, Technology and Economics, ETH Zurich, Zurich, Switzerland

Didier Sornette

Roles Conceptualization, Supervision, Writing – review & editing

Affiliations Department of Management, Technology and Economics, ETH Zurich, Zurich, Switzerland, Swiss Finance Institute, Geneva, Switzerland

The authors have declared that no competing interests exist.

Agent-based modeling
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Financial markets
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Decision trees
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Finance
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Principal component analysis
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Stock markets
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Algorithms
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Forecasting
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