Deliverable D2.2 Integration of models into a single harmonized model of financial markets

The model described in this document forms the baseline Financial Agent Based Model and as such is formulated in very general terms.
The tests reported in the documents: Test I: the stock market and Test II: the credit market, are based on simplifications/specific modelling choices of the baseline model presented here. Futher development of the model to incude a shadow banking system, more sophisticated trategies, and a proper calibration is ongoing work.

C. Aymanns, G. Iori, J. D. Farmer, J. Porter, P. Klimek, S. Poledna, S. Thurner
Categories: Deliverables