Agent-based Modelling in Finance
This course examines financial markets as complex systems of interacting, heterogeneous agents. It covers the design, simulation, validation, and calibration of agent-based models, with topics ranging from artificial financial markets and learning algorithms to applications in central banking, forecasting, and large language models. (University of Glagsow, 2025)
Lecture 1: Introduction to Agent-Based Models
Lecture 2: Baseline Financial Market Model
Lecture 3: Zero-Intelligence Traders
Lectures 5&6: Reinforcement Learning
Lecture 7: ABMs in Central Banks
Lecture 8: Housing and Bond Markets with ABMs
Lecture 9: Forecasting with ABM
Lecture 10: Large Language Models in ABMs