Validation in agent-based models: An investigation on the CATS model
Validation in agent-based models: An investigation on the CATS model
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DOI：
10.1016/j.jebo.2007.08.008
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发表时间：
2008-09-01
影响因子：
2.2
通讯作者：
Vagliasindi, Pietro A.
中科院分区：
文献类型：
--
作者：
Bianchi, Carlo;Cirillo, Pasquale;Vagliasindi, Pietro A.
在本文中，我们处理了Gallegati等人提出的复杂自适应平凡系统（CATS）模型[Gallegati，M.，Giulioni，G.，Palestrini，A.，Delli Gatti，D.，2003年a。金融脆弱性、企业进入和退出模式与总量动态。Journal of Economic Behavior and Organization 51，79-97; Gallegati，M.，Delli Gatti，D.，Di Guilmi，C.，Gaffeo，E.，Giulioni，G.，Palestrini，A.，2005.商业波动的新方法：异质互动代理，标度律和金融脆弱性。Journal of Economic Behavior and Organization 56，489-512].特别是从AIDA数据库中包含的意大利公司的样本开始，我们在1996-2001年的模拟期间进行了几次事后验证实验。在实验中，模型参数已估计使用实际数据和初始设置包括在1996年的代理商的样本。CATS模型，然后模拟在1996-2001年期间。使用替代验证技术，模拟结果相对于实际数据进行事后验证。(C)2007 Elsevier B. V.保留所有权利。
In this paper we deal with some validation experiments on the complex adaptive trivial system (CATS) model proposed in Gallegati et al. [Gallegati, M., Giulioni, G., Palestrini, A., Delli Gatti, D., 2003a. Financial fragility, patterns of firms' entry and exit and aggregate dynamics. Journal of Economic Behavior and Organization 51, 79-97; Gallegati, M., Delli Gatti, D., Di Guilmi, C., Gaffeo, E., Giulioni, G., Palestrini, A., 2005. A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility. Journal of Economic Behavior and Organization 56, 489-512]. In particular starting from a sample of Italian firms included in the AIDA database, we perform several ex post validation experiments over the simulation period 1996-2001. In the experiments, the model parameters have been estimated using actual data and the initial set up consists of a sample of agents in 1996. The CATS model is then simulated over the period 1996-2001. Using alternative validation techniques, the simulations' results are ex post validated respect to the actual data. (C) 2007 Elsevier B.V. All rights reserved.