J. Doyne Farmer
Names
| first: |
J. |
| middle: |
Doyne |
| last: |
Farmer |
Identifer
Contact
| homepage: |
http://www.doynefarmer.com |
|
| postal address: |
Institute for New Economic Thinking
University of Oxford
Manor Road Building
Manor Road
Oxford OX1 3UQ |
Affiliations
-
Oxford University
/ Oxford Martin School
/ INET Oxford
Research profile
author of:
- Getting at Systemic Risk via an Agent-Based Model of the Housing Market (RePEc:aea:aecrev:v:102:y:2012:i:3:p:53-58)
by John Geanakoplos & Robert Axtell & J. Doyne Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang - The prevalence of chaotic dynamics in games with many players (RePEc:amz:wpaper:2017-05)
by Farmer, J. Doyne & Sanders, James & Galla, Tobias - A taxonomy of learning dynamics in 2 × 2 games (RePEc:amz:wpaper:2017-06)
by Pangallo, Marco & Farmer, J. Doyne & Sanders, James & Galla, Tobias - Best reply structure and equilibrium convergence in generic games (RePEc:amz:wpaper:2017-07)
by Pangallo, Marco & Farmer, J. Doyne & Heinrich, Torsten - A New Interpretation of the Economic Complexity Index (RePEc:amz:wpaper:2018-04)
by Farmer, J. Doyne & Mealy, Penny & Teytelboym, Alexander - Models of Financial Stability and Their Application in Stress Tests (RePEc:amz:wpaper:2018-06)
by Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher - The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy (RePEc:amz:wpaper:2018-09)
by Farmer, J. Doyne & Hepburn, Cameron & Beinhocker, Eric - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels (RePEc:amz:wpaper:2019-10)
by Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Wiersema, Garbrand - Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model (RePEc:amz:wpaper:2019-11)
by Farmer, J. Doyne & Asano, Yuki & Kolb, Jakob & Heitzig, Jobst - A simulation of the insurance industry: The problem of risk model homogeneity (RePEc:amz:wpaper:2019-12)
by Farmer, J. Doyne & Heinrich, Torsten & Sabuco, Juan - Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution (RePEc:amz:wpaper:2019-14)
by Lafond, François & Farmer, J. Doyne & Koutroumpis, Pantelis & Winkler, Julian & Heinrich, Torsten & Yang, Jangho - Can stimulating demand drive costs down? World War II as a natural experiment (RePEc:amz:wpaper:2020-02)
by Lafond, François & Farmer, J. Doyne & Greenwald, Diana - Technological interdependencies predict innovation dynamics (RePEc:amz:wpaper:2020-04)
by Pichler, Anton & Lafond, François & Farmer, J. Doyne - Production networks and epidemic spreading: How to restart the UK economy? (RePEc:amz:wpaper:2020-12)
by Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne - Foundations of system-wide financial stress testing with heterogeneous institutions (RePEc:amz:wpaper:2020-14)
by Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom - Empirically grounded technology forecasts and the energy transition (RePEc:amz:wpaper:2021-01)
by Farmer, J. Doyne & Ives, Matthew & Way, Rupert & Mealy, Penny - Modeling simultaneous supply and demand shocks in input-output networks (RePEc:amz:wpaper:2021-05)
by Pichler, Anton & Farmer, J. Doyne - In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model (RePEc:amz:wpaper:2021-18)
by Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne - Estimating initial conditions for dynamical systems with incomplete information (RePEc:amz:wpaper:2021-20)
by Farmer, J. Doyne & Kolic, Blas & Sabuco, Juan - Systemic implications of the bail-in design (RePEc:amz:wpaper:2021-21)
by Farmer, J. Doyne & Kleinnijenhuis, Alissa & Goodhart, Charles - Reconstructing production networks using machine learning (RePEc:amz:wpaper:2022-02)
by Lafond, François & Farmer, J. Doyne & Mungo, Luca & Astudillo-Estévez, Pablo - Black-box Bayesian inference for economic agent-based models (RePEc:amz:wpaper:2022-05)
by Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian - Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market (RePEc:amz:wpaper:2022-06)
by Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu - Agent-Based Modeling in Economics and Finance: Past, Present, and Future (RePEc:amz:wpaper:2022-10)
by Farmer, J. Doyne & Axtell, Robert L. - Calibrating Agent-based Models to Microdata with Graph Neural Networks (RePEc:amz:wpaper:2022-30)
by Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian - Liquidity Spirals (RePEc:amz:wpaper:2023-16)
by Farmer, J. Doyne & Wiersema, Garbrand & Kemp, Esti - Modelling labour market transitions: the case of productivity shifts in Brazil (RePEc:amz:wpaper:2023-21)
by del Rio-Chanona, R. Maria & Farmer, J. Doyne & Mealy, Penny & de Moura, Fernanda Senra & Barbrook-Johnson, Peter & Berryman, Anna & Bücker, Joris & Hanusch, Marek - Employment dynamics in a rapid decarbonization of the power sector (RePEc:amz:wpaper:2023-28)
by Pichler, Anton & del Rio-Chanona, R. Maria & Farmer, J. Doyne & Ives, Matthew & Bücker, Joris - An empirical behavioral model of liquidity and volatility (RePEc:arx:papers:0709.0159)
by Szabolcs Mike & J. Doyne Farmer - Correlations and clustering in the trading of members of the London Stock Exchange (RePEc:arx:papers:0709.3261)
by Ilija I. Zovko & J. Doyne Farmer - The non-random walk of stock prices: The long-term correlation between signs and sizes (RePEc:arx:papers:0711.4596)
by Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo - The virtues and vices of equilibrium and the future of financial economics (RePEc:arx:papers:0803.2996)
by J. Doyne Farmer & John Geanakoplos - What drives mutual fund asset concentration? (RePEc:arx:papers:0807.3800)
by Yonathan Schwarzkopf & J. Doyne Farmer - How markets slowly digest changes in supply and demand (RePEc:arx:papers:0809.0822)
by Jean-Philippe Bouchaud & J. Doyne Farmer & Fabrizio Lillo - Studies of the limit order book around large price changes (RePEc:arx:papers:0901.0495)
by Bence Toth & Janos Kertesz & J. Doyne Farmer - The Reality Game (RePEc:arx:papers:0902.0100)
by Dmitriy Cherkashin & J. Doyne Farmer & Seth Lloyd - Market impact and trading profile of large trading orders in stock markets (RePEc:arx:papers:0908.0202)
by Esteban Moro & Javier Vicente & Luis G. Moyano & Austin Gerig & J. Doyne Farmer & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna - Leverage Causes Fat Tails and Clustered Volatility (RePEc:arx:papers:0908.1555)
by Stefan Thurner & J. Doyne Farmer & John Geanakoplos - Segmentation algorithm for non-stationary compound Poisson processes (RePEc:arx:papers:1001.2549)
by Bence Toth & Fabrizio Lillo & J. Doyne Farmer - An empirical study of the tails of mutual fund size (RePEc:arx:papers:1005.4976)
by Yonathan Schwarzkopf & J. Doyne Farmer - Tick size and price diffusion (RePEc:arx:papers:1009.2329)
by Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo - How efficiency shapes market impact (RePEc:arx:papers:1102.5457)
by J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck - How does the market react to your order flow? (RePEc:arx:papers:1104.0587)
by Bence Toth & Zoltan Eisler & Fabrizio Lillo & Julien Kockelkoren & Jean-Philippe Bouchaud & J. Doyne Farmer - Why is order flow so persistent? (RePEc:arx:papers:1108.1632)
by Bence Toth & Imon Palit & Fabrizio Lillo & J. Doyne Farmer - Heterogeneity, correlations and financial contagion (RePEc:arx:papers:1109.1213)
by Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer - A proposal for impact-adjusted valuation: Critical leverage and execution risk (RePEc:arx:papers:1204.0922)
by Fabio Caccioli & Jean-Philippe Bouchaud & J. Doyne Farmer - Statistical Basis for Predicting Technological Progress (RePEc:arx:papers:1207.1463)
by Bela Nagy & J. Doyne Farmer & Quan M. Bui & Jessika E. Trancik - Stability analysis of financial contagion due to overlapping portfolios (RePEc:arx:papers:1210.5987)
by Fabio Caccioli & Munik Shrestha & Cristopher Moore & J. Doyne Farmer - Leverage-induced systemic risk under Basle II and other credit risk policies (RePEc:arx:papers:1301.6114)
by Sebastian Poledna & Stefan Thurner & J. Doyne Farmer & John Geanakoplos - How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network (RePEc:arx:papers:1306.3704)
by Fabio Caccioli & J. Doyne Farmer & Nick Foti & Daniel Rockmore - Uncertain growth and the value of the future (RePEc:arx:papers:1311.4068)
by Jaume Masoliver & Miquel Montero & Josep Perell'o & John Geanakoplos & J. Doyne Farmer - To bail-out or to bail-in? Answers from an agent-based model (RePEc:arx:papers:1403.1548)
by Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner - The dynamics of the leverage cycle (RePEc:arx:papers:1407.5305)
by Christoph Aymanns & J. Doyne Farmer - Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate (RePEc:arx:papers:1412.2152)
by Elia Zarinelli & Michele Treccani & J. Doyne Farmer & Fabrizio Lillo - How predictable is technological progress? (RePEc:arx:papers:1502.05274)
by J. Doyne Farmer & Francois Lafond - The Intrafirm Complexity of Systemically Important Financial Institutions (RePEc:arx:papers:1505.02305)
by Robin L. Lumsdaine & Daniel N. Rockmore & Nicholas Foti & Gregory Leibon & J. Doyne Farmer - Taming the Basel Leverage Cycle (RePEc:arx:papers:1507.04136)
by Christoph Aymanns & Fabio Caccioli & J. Doyne Farmer & Vincent W. C. Tan - The prevalence of chaotic dynamics in games with many players (RePEc:arx:papers:1612.08111)
by James B. T. Sanders & J. Doyne Farmer & Tobias Galla - Towards a taxonomy of learning dynamics in 2 x 2 games (RePEc:arx:papers:1701.09043)
by Marco Pangallo & James Sanders & Tobias Galla & Doyne Farmer - How well do experience curves predict technological progress? A method for making distributional forecasts (RePEc:arx:papers:1703.05979)
by Franc{c}ois Lafond & Aimee Gotway Bailey & Jan David Bakker & Dylan Rebois & Rubina Zadourian & Patrick McSharry & J. Doyne Farmer - Best reply structure and equilibrium convergence in generic games (RePEc:arx:papers:1704.05276)
by Marco Pangallo & Torsten Heinrich & J Doyne Farmer - Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves (RePEc:arx:papers:1705.03423)
by Rupert Way & Franc{c}ois Lafond & Fabrizio Lillo & Valentyn Panchenko & J. Doyne Farmer - Interpreting Economic Complexity (RePEc:arx:papers:1711.08245)
by Penny Mealy & J. Doyne Farmer & Alexander Teytelboym - How production networks amplify economic growth (RePEc:arx:papers:1810.07774)
by James McNerney & Charles Savoie & Francesco Caravelli & Vasco M. Carvalho & J. Doyne Farmer - Automation and occupational mobility: A data-driven network model (RePEc:arx:papers:1906.04086)
by R. Maria del Rio-Chanona & Penny Mealy & Mariano Beguerisse-D'iaz & Francois Lafond & J. Doyne Farmer - Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model (RePEc:arx:papers:1907.02155)
by Yuki M. Asano & Jakob J. Kolb & Jobst Heitzig & J. Doyne Farmer - A simulation of the insurance industry: The problem of risk model homogeneity (RePEc:arx:papers:1907.05954)
by Torsten Heinrich & Juan Sabuco & J. Doyne Farmer - Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation (RePEc:arx:papers:1910.01928)
by Josep Perell'o & Miquel Montero & Jaume Masoliver & J. Doyne Farmer & John Geanakoplos - Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution (RePEc:arx:papers:1910.05219)
by Jangho Yang & Torsten Heinrich & Julian Winkler & Franc{c}ois Lafond & Pantelis Koutroumpis & J. Doyne Farmer - Technological interdependencies predict innovation dynamics (RePEc:arx:papers:2003.00580)
by Anton Pichler & Franc{c}ois Lafond & J. Doyne Farmer - Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective (RePEc:arx:papers:2004.06759)
by R. Maria del Rio-Chanona & Penny Mealy & Anton Pichler & Francois Lafond & Doyne Farmer - Production networks and epidemic spreading: How to restart the UK economy? (RePEc:arx:papers:2005.10585)
by Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer - How Market Ecology Explains Market Malfunction (RePEc:arx:papers:2009.09454)
by Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer - Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain (RePEc:arx:papers:2101.07818)
by Anton Pichler & J. Doyne Farmer - In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model (RePEc:arx:papers:2102.09608)
by Anton Pichler & Marco Pangallo & R. Maria del Rio-Chanona & Franc{c}ois Lafond & J. Doyne Farmer - Black-box Bayesian inference for economic agent-based models (RePEc:arx:papers:2202.00625)
by Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon - The unequal effects of the health-economy tradeoff during the COVID-19 pandemic (RePEc:arx:papers:2212.03567)
by Marco Pangallo & Alberto Aleta & R. Maria del Rio Chanona & Anton Pichler & David Mart'in-Corral & Matteo Chinazzi & Franc{c}ois Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespig - Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II (RePEc:arx:papers:2302.01216)
by Aymeric Vie & J. Doyne Farmer - Discounting the distant future: What do historical bond prices imply about the long term discount rate? (RePEc:arx:papers:2312.17157)
by J. Doyne Farmer & John Geanakoplos & Matteo G. Richiardi & Miquel Montero & Josep Perell'o & Jaume Masoliver - The price dynamics of common trading strategies (RePEc:arx:papers:cond-mat/0012419)
by J. Doyne Farmer & Shareen Joshi - A quantitative model of trading and price formation in financial markets (RePEc:arx:papers:cond-mat/0112422)
by Marcus G. Daniels & J. Doyne Farmer & Laszlo Gillemot & Giulia Iori & Eric Smith - Single Curve Collapse of the Price Impact Function for the New York Stock Exchange (RePEc:arx:papers:cond-mat/0207428)
by Fabrizio Lillo & J. Doyne Farmer & Rosario N. Mantegna - Statistical theory of the continuous double auction (RePEc:arx:papers:cond-mat/0210475)
by Eric Smith & J. Doyne Farmer & Laszlo Gillemot & Supriya Krishnamurthy - The Predictive Power of Zero Intelligence in Financial Markets (RePEc:arx:papers:cond-mat/0309233)
by J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko - On the origin of power law tails in price fluctuations (RePEc:arx:papers:cond-mat/0309416)
by J. Doyne Farmer & Fabrizio Lillo - The long memory of the efficient market (RePEc:arx:papers:cond-mat/0311053)
by Fabrizio Lillo & J. Doyne Farmer - What really causes large price changes? (RePEc:arx:papers:cond-mat/0312703)
by J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen - A theory for long-memory in supply and demand (RePEc:arx:papers:cond-mat/0412708)
by F. Lillo & Szabolcs Mike & J. Doyne Farmer - An empirical behavioral model of price formation (RePEc:arx:papers:physics/0509194)
by Szabolcs Mike & J. Doyne Farmer - There's more to volatility than volume (RePEc:arx:papers:physics/0510007)
by Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo - Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? (RePEc:arx:papers:physics/0602015)
by J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike - Mechanical vs. informational components of price impact (RePEc:arx:papers:physics/0608271)
by J. Doyne Farmer & Neda Zamani - Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market (RePEc:bde:wpaper:2217)
by Adrián Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer - Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches (RePEc:bes:jnlasa:v:96:y:2001:m:june:p:469-475)
by Sun J. & Kim Y.J. & Hewett J. & Johnson J. C & Farmer J. & Gibler M. - Resilient and Inclusive Prosperity within Planetary Boundaries (RePEc:bla:chinae:v:22:y:2014:i:5:p:76-92)
by Cameron Hepburn & Eric Beinhocker & J. Doyne Farmer & Alexander Teytelboym - Macroprudential policy in an agent-based model of the UK housing market (RePEc:boe:boeewp:0619)
by Baptista, Rafa & Farmer, J. Doyne & Hinterschweiger, Marc & Low, Katie & Tang, Daniel & Uluc, Arzu - Foundations of system-wide financial stress testing with heterogeneous institutions (RePEc:boe:boeewp:0861)
by Farmer, J Doyne & Kleinnijenhuis, Alissa M & Nahai-Williamson, Paul & Wetzer, Thom - Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market (RePEc:boe:boeewp:0976)
by Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Farmer, J. Doyne - The Long Memory of the Efficient Market (RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1)
by Lillo Fabrizio & Farmer J. Doyne - How production networks amplify economic growth (RePEc:cam:camdae:2183)
by McNerney, J. & Savoie, C. & Caravelli, F. & Carvalho, W. M. & Farmer, J. D. - How production networks amplify economic growth (RePEc:cam:camjip:2113)
by McNerney, J. & Savoie, C. & Caravelli, F. & Carvalho, W. M. & Farmer, J. D. - Discounting the distant future: What do historical bond prices imply about the long term discount rate? (RePEc:cca:wplabo:156)
by Matteo Richiardi & J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perellò - The Virtues and Vices of Equilibrium and the Future of Financial Economics (RePEc:cla:levarc:122247000000002067)
by J. Doyne Farmer & John Geanakoplos - Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates (RePEc:cla:levarc:814577000000000356)
by J. Doyne Farmer & John Geanakoplos - Handbook of Financial Stress Testing (RePEc:cup:cbooks:9781108830737)
by None - Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment (RePEc:cup:jechis:v:82:y:2022:i:3:p:727-764_4)
by Lafond, François & Greenwald, Diana & Farmer, J. Doyne - Economics: the next physical science? (RePEc:cwl:cwldpp:1520)
by J. Doyne Farmer & Martin Shubik & Eric Smith - The Virtues and Vices of Equilibrium and the Future of Financial Economics (RePEc:cwl:cwldpp:1647)
by J. Doyne Farmer & John Geanakoplos - Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates (RePEc:cwl:cwldpp:1719)
by J. Doyne Farmer & John Geanakoplos - Leverage Causes Fat Tails and Clustered Volatility (RePEc:cwl:cwldpp:1745)
by Stefan Thurner & J. Doyne Farmer & John Geanakoplos - Leverage Causes Fat Tails and Clustered Volatility (RePEc:cwl:cwldpp:1745r)
by Stefan Thurner & J. Doyne Farmer & John Geanakoplos - Getting at Systemic Risk via an Agent-Based Model of the Housing Market (RePEc:cwl:cwldpp:1852)
by John Geanakoplos & Robert Axtell & Doyne J. Farmer & Peter Howitt & Benjamin Conlee & Jonathan Goldstein & Matthew Hendrey & Nathan M. Palmer & Chun-Yi Yang - Discounting the Distant Future (RePEc:cwl:cwldpp:1951)
by J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perello - Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 (RePEc:ecl:harjfk:rwp18-030)
by Mealy, Penny & Farmer, J. Doyne & Hausmann, Ricardo - Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves (RePEc:eee:dyncon:v:101:y:2019:i:c:p:211-238)
by Way, Rupert & Lafond, François & Lillo, Fabrizio & Panchenko, Valentyn & Farmer, J. Doyne - Forecasting the propagation of pandemic shocks with a dynamic input-output model (RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002317)
by Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne - Reconstructing production networks using machine learning (RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000131)
by Mungo, Luca & Lafond, François & Astudillo-Estévez, Pablo & Farmer, J. Doyne - Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' (RePEc:eee:dyncon:v:32:y:2008:i:1:p:1-6)
by Farmer, J. Doyne & Lux, Thomas - An empirical behavioral model of liquidity and volatility (RePEc:eee:dyncon:v:32:y:2008:i:1:p:200-234)
by Mike, Szabolcs & Farmer, J. Doyne - The reality game (RePEc:eee:dyncon:v:33:y:2009:i:5:p:1091-1105)
by Cherkashin, Dmitriy & Farmer, J. Doyne & Lloyd, Seth - To bail-out or to bail-in? Answers from an agent-based model (RePEc:eee:dyncon:v:50:y:2015:i:c:p:144-154)
by Klimek, Peter & Poledna, Sebastian & Doyne Farmer, J. & Thurner, Stefan - The dynamics of the leverage cycle (RePEc:eee:dyncon:v:50:y:2015:i:c:p:155-179)
by Aymanns, Christoph & Farmer, J. Doyne - Why is equity order flow so persistent? (RePEc:eee:dyncon:v:51:y:2015:i:c:p:218-239)
by Tóth, Bence & Palit, Imon & Lillo, Fabrizio & Farmer, J. Doyne - Overlapping portfolios, contagion, and financial stability (RePEc:eee:dyncon:v:51:y:2015:i:c:p:50-63)
by Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel - Historical costs of coal-fired electricity and implications for the future (RePEc:eee:enepol:v:39:y:2011:i:6:p:3042-3054)
by McNerney, James & Doyne Farmer, J. & Trancik, Jessika E. - Taming the Basel leverage cycle (RePEc:eee:finsta:v:27:y:2016:i:c:p:263-277)
by Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C. - The intrafirm complexity of systemically important financial institutions (RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301030)
by Lumsdaine, R.L. & Rockmore, D.N. & Foti, N.J. & Leibon, G. & Farmer, J.D. - Towards a taxonomy of learning dynamics in 2 × 2 games (RePEc:eee:gamebe:v:132:y:2022:i:c:p:1-21)
by Pangallo, Marco & Sanders, James B.T. & Galla, Tobias & Farmer, J. Doyne - Scenario-free analysis of financial stability with interacting contagion channels (RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643)
by Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne - Leverage-induced systemic risk under Basle II and other credit risk policies (RePEc:eee:jbfina:v:42:y:2014:i:c:p:199-212)
by Poledna, Sebastian & Thurner, Stefan & Farmer, J. Doyne & Geanakoplos, John - Stability analysis of financial contagion due to overlapping portfolios (RePEc:eee:jbfina:v:46:y:2014:i:c:p:233-245)
by Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne - The price dynamics of common trading strategies (RePEc:eee:jeborg:v:49:y:2002:i:2:p:149-171)
by Farmer, J. Doyne & Joshi, Shareen - An analysis of price impact function in order-driven markets (RePEc:eee:phsmap:v:324:y:2003:i:1:p:146-151)
by Iori, G. & Daniels, M.G. & Farmer, J.D. & Gillemot, L. & Krishnamurthy, S. & Smith, E. - How predictable is technological progress? (RePEc:eee:respol:v:45:y:2016:i:3:p:647-665)
by Farmer, J. Doyne & Lafond, François - How well do experience curves predict technological progress? A method for making distributional forecasts (RePEc:eee:tefoso:v:128:y:2018:i:c:p:104-117)
by Lafond, François & Bailey, Aimee Gotway & Bakker, Jan David & Rebois, Dylan & Zadourian, Rubina & McSharry, Patrick & Farmer, J. Doyne - Systemic implications of the bail-in design (RePEc:ehl:lserod:111903)
by Farmer, J. Doyne & Goodhart, C. A. E. & Kleinnijenhuis, Alissa M. - Taming the Basel leverage cycle (RePEc:ehl:lserod:118989)
by Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent - Taming the Basel leverage cycle (RePEc:ehl:lserod:65089)
by Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C. - Taming the Basel leverage cycle (RePEc:ehl:lserod:65676)
by Aymanns, Christoph & Caccioli, Fabio & Farmer, J. Doyne & Tan, Vincent W.C. - Less precision, more truth: uncertainty in climate economics and macroprudential policy (RePEc:elg:eechap:14656_18)
by Cameron Hepburn & J. Doyne Farmer - Properly discounting the future: using predictions in an uncertain world (RePEc:elg:eechap:15641_5)
by J. Doyne Farmer & John Geanakoplos - Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? (RePEc:gam:jmathe:v:12:y:2024:i:5:p:645-:d:1343885)
by J. Doyne Farmer & John Geanakoplos & Matteo G. Richiardi & Miquel Montero & Josep Perelló & Jaume Masoliver - A Third Wave in the Economics of Climate Change (RePEc:kap:enreec:v:62:y:2015:i:2:p:329-357)
by J. Farmer & Cameron Hepburn & Penny Mealy & Alexander Teytelboym - How market ecology explains market malfunction (RePEc:nas:journl:v:118:y:2021:p:e2015574118)
by Maarten P. Scholl & Anisoara Calinescu & J. Doyne Farmer - Emergent inequality and business cycles in a simple behavioral macroeconomic model (RePEc:nas:journl:v:118:y:2021:p:e2025721118)
by Yuki M. Asano & Jakob J. Kolb & Jobst Heitzig & J. Doyne Farmer - How production networks amplify economic growth (RePEc:nas:journl:v:119:y:2021:p:e2106031118)
by James McNerney & Charles Savoie & Francesco Caravelli & Vasco M. Carvalho & J. Doyne Farmer - Economic modelling fit for the demands of energy decision makers (RePEc:nat:natene:v:9:y:2024:i:3:d:10.1038_s41560-024-01452-7)
by Pete Barbrook-Johnson & Jean-François Mercure & Simon Sharpe & Cristina Peñasco & Cameron Hepburn & Laura Diaz Anadon & J. Doyne Farmer & Timothy M. Lenton - The unequal effects of the health–economy trade-off during the COVID-19 pandemic (RePEc:nat:nathum:v:8:y:2024:i:2:d:10.1038_s41562-023-01747-x)
by Marco Pangallo & Alberto Aleta & R. Maria del Rio-Chanona & Anton Pichler & David Martín-Corral & Matteo Chinazzi & François Lafond & Marco Ajelli & Esteban Moro & Yamir Moreno & Alessandro Vespignani - Master curve for price-impact function (RePEc:nat:nature:v:421:y:2003:i:6919:d:10.1038_421129a)
by Fabrizio Lillo & J. Doyne Farmer & Rosario N. Mantegna - Cool is not enough (RePEc:nat:nature:v:436:y:2005:i:7051:d:10.1038_436627a)
by J. Doyne Farmer - The two cultures of Wall Street (RePEc:nat:nature:v:456:y:2008:i:7219:d:10.1038_456173a)
by J. Doyne Farmer - The economy needs agent-based modelling (RePEc:nat:nature:v:460:y:2009:i:7256:d:10.1038_460685a)
by J. Doyne Farmer & Duncan Foley - A US nuclear future? (RePEc:nat:nature:v:467:y:2010:i:7314:d:10.1038_467391a)
by Charles D. Ferguson & Lindsey E. Marburger & J. Doyne Farmer & Arjun Makhijani - Acceleration of electrons in the plasma wakefield of a proton bunch (RePEc:nat:nature:v:561:y:2018:i:7723:d:10.1038_s41586-018-0485-4)
by E. Adli & A. Ahuja & O. Apsimon & R. Apsimon & A.-M. Bachmann & D. Barrientos & F. Batsch & J. Bauche & V. K. Berglyd Olsen & M. Bernardini & T. Bohl & C. Bracco & F. Braunmüller & G. Burt & B. Butten - Market force, ecology and evolution (RePEc:oup:indcch:v:11:y:2002:i:5:p:895-953)
by J. Doyne Farmer - Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market (RePEc:oup:indcch:v:32:y:2023:i:2:p:386-432.)
by Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer - Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective (RePEc:oup:oxford:v:36:y:2020:i:supplement_1:p:s94-s137.)
by R Maria del Rio-Chanona & Penny Mealy & Anton Pichler & François Lafond & J Doyne Farmer - Statistical Basis for Predicting Technological Progress (RePEc:plo:pone00:0052669)
by Béla Nagy & J Doyne Farmer & Quan M Bui & Jessika E Trancik - Can stimulating demand drive costs down? World War II as a natural experiment (RePEc:pra:mprapa:100823)
by Lafond, Francois & Greenwald, Diana & Farmer, J. Doyne - A simulation of the insurance industry: The problem of risk model homogeneity (RePEc:pra:mprapa:95096)
by Heinrich, Torsten & Sabuco, Juan & Farmer, J. Doyne - Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution (RePEc:pra:mprapa:96474)
by Yang, Jangho & Heinrich, Torsten & Winkler, Julian & Lafond, François & Koutroumpis, Pantelis & Farmer, J. Doyne - Market making, price formation, and technical trading (RePEc:sce:scecf1:111)
by Doyne Farmer, John Geanakoplos, and Paul Melby - Market Force, Ecology, and Evolution (RePEc:sce:scecf9:651)
by J. Doyne Farmer - Mechanical vs. informational components of price impact (RePEc:spr:eurphb:v:55:y:2007:i:2:p:189-200)
by J. Doyne Farmer & N. Zamani - The non-random walk of stock prices: the long-term correlation between signs and sizes (RePEc:spr:eurphb:v:64:y:2008:i:3:p:607-614)
by G. Spada & J. Farmer & F. Lillo - Studies of the limit order book around large price changes (RePEc:spr:eurphb:v:71:y:2009:i:4:p:499-510)
by B. Tóth & J. Kertész & J. D. Farmer - Segmentation algorithm for non-stationary compound Poisson processes (RePEc:spr:eurphb:v:78:y:2010:i:2:p:235-243)
by B. Tóth & F. Lillo & J. D. Farmer - A simulation of the insurance industry: the problem of risk model homogeneity (RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00319-4)
by Torsten Heinrich & Juan Sabuco & J. Doyne Farmer - Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain (RePEc:taf:ecsysr:v:34:y:2022:i:3:p:273-293)
by Anton Pichler & J. Doyne Farmer - Hypotheses non fingo: Problems with the scientific method in economics (RePEc:taf:jecmet:v:20:y:2013:i:4:p:377-385)
by J. Doyne Farmer - The unsmooth trajectory of Benoit Mandelbrot (RePEc:taf:quantf:v:11:y:2011:i:2:p:157-158)
by J. Doyne Farmer - Leverage causes fat tails and clustered volatility (RePEc:taf:quantf:v:12:y:2012:i:5:p:695-707)
by Stefan Thurner & J. Doyne Farmer & John Geanakoplos - How does the market react to your order flow? (RePEc:taf:quantf:v:12:y:2012:i:7:p:1015-1024)
by B. Tóth & Z. Eisler & F. Lillo & J. Kockelkoren & J.-P. Bouchaud & J.D. Farmer - How efficiency shapes market impact (RePEc:taf:quantf:v:13:y:2013:i:11:p:1743-1758)
by J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Henri Waelbroeck - An ecological perspective on the future of computer trading (RePEc:taf:quantf:v:13:y:2013:i:3:p:325-346)
by J. Doyne Farmer & Spyros Skouras - An open mind: memories of Ken Arrow (RePEc:taf:quantf:v:19:y:2019:i:1:p:33-34)
by J. Doyne Farmer - The power of patience: a behavioural regularity in limit-order placement (RePEc:taf:quantf:v:2:y:2002:i:5:p:387-392)
by Ilija Zovko & J Doyne Farmer - Looking forward to the future (RePEc:taf:quantf:v:3:y:2003:i:3:p:30-30)
by J Doyne Farmer - Statistical theory of the continuous double auction (RePEc:taf:quantf:v:3:y:2003:i:6:p:481-514)
by Eric Smith & J Doyne Farmer & Laszlo Gillemot & Supriya Krishnamurthy - What really causes large price changes? (RePEc:taf:quantf:v:4:y:2004:i:4:p:383-397)
by J. Doyne Farmer & Laszlo Gillemot & Fabrizio Lillo & Szabolcs Mike & Anindya Sen - Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow (RePEc:taf:quantf:v:6:y:2006:i:1:p:1-3)
by J. Doyne Farmer - Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (RePEc:taf:quantf:v:6:y:2006:i:2:p:107-112)
by J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike - There's more to volatility than volume (RePEc:taf:quantf:v:6:y:2006:i:5:p:371-384)
by Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo - Models of Financial Stability and their Application in Stress Tests (RePEc:usg:sfwpfi:2018:05)
by Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer - Market Force, Ecology, and Evolution (RePEc:wop:safire:98-12-117e)
by J. Doyne Farmer - The Price Dynamics of Common Trading Strategies (RePEc:wop:safiwp:00-12-069)
by J. Doyne Farmer & Shareen Joshi - Chaos in Learning a Simple Two Person Game (RePEc:wop:safiwp:01-09-049)
by Yuzuru Sato & Eizo Akiyama & J. Doyne Farmer - Demand Storage, Market Liquidity, and Price Volatility (RePEc:wop:safiwp:02-01-001)
by Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith - Optimal Design, Robustness, and Risk Aversion (RePEc:wop:safiwp:02-02-009)
by M. E. J. Newman & Michelle Girvan & J. Doyne Farmer - Frontiers of Finance: Evolution and Efficient Markets (RePEc:wop:safiwp:99-06-039)
by J. Doyne Farmer & Andrew W. Lo - Physicists Attempt to Scale the Ivory Towers of Finance (RePEc:wop:safiwp:99-10-073)
by J. Doyne Farmer - Heterogeneity, Correlations And Financial Contagion (RePEc:wsi:acsxxx:v:15:y:2012:i:supp0:n:s0219525912500580)
by Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer - Physicists Attempt To Scale The Ivory Towers Of Finance (RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s0219024900000164)
by J. Doyne Farmer - A Simple Model For The Nonequilibrium Dynamics And Evolution Of A Financial Market (RePEc:wsi:ijtafx:v:03:y:2000:i:03:n:s0219024900000346)
by J. Doyne Farmer