Empirical Calibration of Single-Asset and Multi-Asset Agent-Based Models for Financial Markets: Software

Code consists of the Julia scripts used to process empirical financial market data, calibrate and simulate three agent-based models for financial markets, and generate visualisations of the output for the simulated models. The scripts are used to support the reproducibility of the models and output in the Empirical Calibration of Single-Asset and Multi-Asset Agent-Based Models for Financial Markets dissertation. The Julia scripts, in conjunction with the Data and Figures folders, are hosted in a GitHub repository. The README.md file in the repository highlights the role of each script in generating selected data and output.