{"id":"https://openalex.org/W2040254201","doi":"https://doi.org/10.1007/s11403-012-0096-3","title":"On the problem of calibrating an agent based model for financial markets","display_name":"On the problem of calibrating an agent based model for financial markets","publication_year":2012,"publication_date":"2012-06-19","ids":{"openalex":"https://openalex.org/W2040254201","doi":"https://doi.org/10.1007/s11403-012-0096-3","mag":"2040254201"},"language":"en","primary_location":{"id":"doi:10.1007/s11403-012-0096-3","doi":"https://doi.org/10.1007/s11403-012-0096-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11403-012-0096-3","pdf_url":null,"source":{"id":"https://openalex.org/S146534985","display_name":"Journal of Economic Interaction and Coordination","issn_l":"1860-711X","issn":["1860-711X","1860-7128"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economic Interaction and Coordination","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009265514","display_name":"Annalisa Fabretti","orcid":"https://orcid.org/0000-0002-9630-4919","observed_orcids":["https://orcid.org/0000-0002-9630-4919"]},"institutions":[{"id":"https://openalex.org/I116067653","display_name":"University of Rome Tor Vergata","ror":"https://ror.org/02p77k626","country_code":"IT","type":"education","lineage":["https://openalex.org/I116067653"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Annalisa Fabretti","raw_affiliation_strings":["Department of Economics and Finance, University of Rome Tor Vergata, Rome, Italy","University of Rome Tor Vergata"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics and Finance, University of Rome Tor Vergata, Rome, Italy","institution_ids":["https://openalex.org/I116067653"]},{"raw_affiliation_string":"University of Rome Tor Vergata","institution_ids":["https://openalex.org/I116067653"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5009265514"],"corresponding_institution_ids":["https://openalex.org/I116067653"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":3.062,"has_fulltext":false,"cited_by_count":61,"citation_normalized_percentile":{"value":0.92429866,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"8","issue":"2","first_page":"277","last_page":"293"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9564999938011169,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9564999938011169,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.022600000724196434,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.006200000178068876,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/agent-based-modeling","display_name":"agent-based modeling","score":0.8659999966621399},{"id":"https://openalex.org/keywords/model-calibration","display_name":"model calibration","score":0.9710000157356262},{"id":"https://openalex.org/keywords/financial-markets","display_name":"financial markets","score":0.9300000071525574},{"id":"https://openalex.org/keywords/stylized-facts","display_name":"stylized facts","score":0.8320000171661377},{"id":"https://openalex.org/keywords/nelder-mead-simplex-method","display_name":"Nelder-Mead algorithm","score":0.9010000228881836},{"id":"https://openalex.org/keywords/threshold-accepting","display_name":"threshold accepting","score":0.8429999947547913},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"genetic algorithm","score":0.8389999866485596},{"id":"https://openalex.org/keywords/s-p-500","display_name":"S&P 500","score":0.781000018119812},{"id":"https://openalex.org/keywords/price-dynamics","display_name":"price dynamics","score":0.7139999866485596},{"id":"https://openalex.org/keywords/objective-function","display_name":"objective function","score":0.6809999942779541},{"id":"https://openalex.org/keywords/model-validation","display_name":"model validation","score":0.5009999871253967}],"concepts":[{"id":"https://openalex.org/C165838908","wikidata":"https://www.wikidata.org/wiki/Q736777","display_name":"Calibration","level":2,"score":0.6249994039535522},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.6063923835754395},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5716869831085205},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5596759915351868},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5075875520706177},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4608141779899597},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4601624011993408},{"id":"https://openalex.org/C62438384","wikidata":"https://www.wikidata.org/wiki/Q331350","display_name":"Simplex","level":2,"score":0.45026519894599915},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3306995630264282},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30864018201828003},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.25923606753349304},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24293118715286255},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19744187593460083},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s11403-012-0096-3","doi":"https://doi.org/10.1007/s11403-012-0096-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11403-012-0096-3","pdf_url":null,"source":{"id":"https://openalex.org/S146534985","display_name":"Journal of Economic Interaction and Coordination","issn_l":"1860-711X","issn":["1860-711X","1860-7128"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economic Interaction and Coordination","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:jeicoo:v:8:y:2013:i:2:p:277-293","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s11403-012-0096-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:art.torvergata.it:2108/91815","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/2108/91815","pdf_url":null,"source":{"id":"https://openalex.org/S4306400993","display_name":"Cineca Institutional Research Information System (Tor Vergata University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I116067653","host_organization_name":"University of Rome Tor Vergata","host_organization_lineage":["https://openalex.org/I116067653"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W9730082","https://openalex.org/W39937779","https://openalex.org/W285272166","https://openalex.org/W1497256448","https://openalex.org/W1514048016","https://openalex.org/W1527216731","https://openalex.org/W1537415400","https://openalex.org/W1538160166","https://openalex.org/W1639032689","https://openalex.org/W1675349284","https://openalex.org/W1875293200","https://openalex.org/W1916722811","https://openalex.org/W1964610230","https://openalex.org/W1970495888","https://openalex.org/W1974765950","https://openalex.org/W1986502331","https://openalex.org/W1987483064","https://openalex.org/W1995018414","https://openalex.org/W1998829022","https://openalex.org/W2005711429","https://openalex.org/W2017821362","https://openalex.org/W2018203351","https://openalex.org/W2047094503","https://openalex.org/W2062831891","https://openalex.org/W2067178671","https://openalex.org/W2078136197","https://openalex.org/W2079940549","https://openalex.org/W2085456574","https://openalex.org/W2100011707","https://openalex.org/W2112519077","https://openalex.org/W2115844007","https://openalex.org/W2128903520","https://openalex.org/W2152627601","https://openalex.org/W2154531764","https://openalex.org/W2171074980","https://openalex.org/W2171220845","https://openalex.org/W2281013117","https://openalex.org/W2281856485","https://openalex.org/W2476690353","https://openalex.org/W3023540311","https://openalex.org/W3124438802","https://openalex.org/W3125483710","https://openalex.org/W4237366513"],"related_works":["https://openalex.org/W1875293200","https://openalex.org/W3154408302","https://openalex.org/W2122279589","https://openalex.org/W2409891514","https://openalex.org/W2253194559","https://openalex.org/W3167671496","https://openalex.org/W4385291703","https://openalex.org/W2616112387","https://openalex.org/W2299412299","https://openalex.org/W2281856485"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":11},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}
