In the Macroeconomic surrogate RAMP we learnt a surrogate model for an agent-based macroeconomic model (ABM) and an objective function. The goal was to have a fast filtering algorithm that can replace this slower simulation in, for example, a stochastic optimization or approximate Bayesian computation.
The RAMP was brought to you by Amir Sani and Antoine Mandel from the Centre d’Économie de la Sorbonne–CNRS, Paris School of Economics, Université Paris 1 Panthéon-Sorbonne, Francesco Lamperti from Institute of Economics and LEM, Scuola Superiore Sant’Anna (Pisa) and your regular coaches.
Funding support is provided by the European Union Horizons 2020 Future and Emerging Technologies Distributed Global Financial Systems for Society (DOLFINS) project.
The event took place in february 2016 at the Maison des Sciences Économiques,