A review of aggregation techniques for agent-based models: understanding the presence of long-term memory |
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Authors: | Cerqueti Roy Rotundo Giulia |
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Affiliation: | 1.Department of Economics and Law, University of Macerata, via Crescimbeni, 20, 62100 , Macerata, Italy ;2.Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome, via del Castro Laurenziano 9, 00161 , Rome, Italy ; |
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Abstract: | Quality & Quantity - A key feature of agent-based modeling is the understanding of the macroscopic behavior based on data at the microscopic level. In this respect, financial market models are... |
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