Interactive estimation of agent-based financial markets models: modularity and learning

Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting the computer learn user preferences. Categories and Subject Descriptors I.2.6 [Learning], I.2.8 [Problem Solving, Control Methods, and Search] General Terms Algorithms, Economics. Keywords Agent-based modeling, interactive evolution.

• Type: Conference
• Year: 2005
• Where: GECCO
• Authors: M. Ihsan Ecemis, Eric Bonabeau, Trent Ashburn
• Keywords: GECCO 2005, General Terms Algorithms, Interactive Inversion Method, Keywords Agent-based Modeling