Fig. 2. Numerical results for the financial ABM.

a Reconstructed bifurcation diagram w.r.t. g obtained with the mesoscopic IPDE surrogate FNN and RFF models; the one computed from the analytical Fokker-Planck (FP) IPDE, see Eq. (5), and the one constructed with the Equation-free (EF) approach are also given^52,56. Dashed lines (open circles) represent the unstable branches. b, c ABM-based-simulation- and Diffusion Maps- (DMAPs) driven observables. b The first DMAPs coordinate ψ₁ is plotted against the mean preference state $\overline{X}$. In the inset, the buying rate R⁺ plotted against the mean preference state ($\overline{X}$). c The estimated residual r_k based on the local linear regression algorithm⁷⁰. d The effective bifurcation diagram based on the drift component of the identified mean-field macrosocpic SDE in ψ₁. e, f Histograms of escape times obtained with simulations of 10,000 stochastic trajectories for (e) the SDE model for g = 45.25 (blue histogram) and g = 43.75 (red histogram) (f) the full ABM at g = 45.25.