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prof Thomas Lux

e-mail:
phone: +49-431-8803661
fax: +40-431-8804383
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interest(s):

Affiliation:


Christian-Albrechts-Universität Kiel

address: , Kiel, 24098, Germany
phone:
fax:
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Participant:


International Conference on Economic Science with Heterogeneous Interacting Agents 2008

began: 2008-06-19
ended: 2008-06-21
Presented:

International Conference on Economic Science with Heterogeneous Interacting Agents 2008

Parameter Estimation for Stochastic Models of Interacting Agents: An Approximate ML Approach via Numerical Solutions of Transitional Densities

Participant:


Econophysics Colloquium 2017

began: 2017-07-04
ended: 2017-07-07
Presented:

Econophysics Colloquium 2017

Estimation of Agent-Based Models using Sequential Monte Carlo Methods

Publications:


  1. Estimation of Agent-Based Models using Sequential Monte Carlo Methods
  2. Parameter Estimation for Stochastic Models of Interacting Agents: An Approximate ML Approach via Numerical Solutions of Transitional Densities



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