Access Statistics for J. Doyne Farmer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Interpretation of the Economic Complexity Index 0 0 2 23 2 8 18 83
A proposal for impact-adjusted valuation: Critical leverage and execution risk 0 0 0 35 0 0 2 107
A quantitative model of trading and price formation in financial markets 0 0 1 70 0 2 5 203
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 13 0 0 3 28
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 2 8 0 2 6 40
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 16 0 0 1 37
A taxonomy of learning dynamics in 2 × 2 games 0 0 1 1 0 1 4 8
A theory for long-memory in supply and demand 0 0 0 23 0 1 4 69
Agent-Based Modeling in Economics and Finance: Past, Present, and Future 17 74 147 397 32 128 356 909
An empirical behavioral model of liquidity and volatility 0 0 0 82 0 1 3 269
An empirical behavioral model of price formation 0 0 0 42 0 2 3 119
An empirical study of the tails of mutual fund size 0 0 0 43 0 0 0 109
Automation and occupational mobility: A data-driven network model 0 0 0 25 0 0 1 48
Best reply structure and equilibrium convergence in generic games 0 1 1 4 0 1 3 8
Best reply structure and equilibrium convergence in generic games 0 0 0 30 0 0 1 51
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate 0 0 1 22 0 1 7 56
Black-box Bayesian inference for economic agent-based models 0 0 0 55 0 1 3 91
Black-box Bayesian inference for economic agent-based models 1 1 2 19 1 1 3 28
Calibrating Agent-based Models to Microdata with Graph Neural Networks 1 2 9 34 1 3 16 44
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 1 11 0 0 1 22
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 14 0 0 1 29
Chaos in Learning a Simple Two Person Game 0 0 0 196 0 1 4 597
Correlations and clustering in the trading of members of the London Stock Exchange 0 0 0 36 0 1 1 91
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 0 1 576
Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 0 0 0 38 0 0 0 72
Discounting the Distant Future 0 0 1 51 0 0 2 133
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 1 40 0 1 3 153
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 1 19 0 1 6 16
Economics: the next physical science? 0 0 0 471 0 0 0 1,271
Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model 0 0 0 0 0 0 0 2
Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model 0 0 0 24 0 1 1 22
Empirically grounded technology forecasts and the energy transition 0 0 6 54 0 2 20 173
Employment dynamics in a rapid decarbonization of the power sector 0 1 19 49 1 5 40 110
Estimating initial conditions for dynamical systems with incomplete information 1 1 4 40 2 2 9 84
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 0 10 0 2 4 29
Foundations of system-wide financial stress testing with heterogeneous institutions 1 2 4 35 3 5 12 62
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 0 12 1,665
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 2 294 1 1 8 726
Heterogeneity, correlations and financial contagion 0 0 2 84 0 1 6 168
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market 0 1 2 15 1 2 15 42
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 10 0 0 5 35
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 2 19 0 0 4 28
How Market Ecology Explains Market Malfunction 0 0 0 9 0 1 3 55
How does the market react to your order flow? 0 0 0 103 0 2 4 267
How efficiency shapes market impact 0 0 0 125 0 0 1 271
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network 0 0 1 45 0 0 5 112
How markets slowly digest changes in supply and demand 0 1 5 146 1 8 19 511
How predictable is technological progress? 0 0 0 28 0 0 3 114
How production networks amplify economic growth 0 0 0 25 0 0 3 34
How production networks amplify economic growth 0 0 0 57 0 1 4 99
How production networks amplify economic growth 0 0 0 25 1 1 7 37
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 2 54 0 2 6 138
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates 0 0 2 665 0 1 18 2,228
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates 0 0 0 109 0 0 1 204
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 0 8 0 1 1 32
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 2 5 31 0 6 14 81
Interpreting Economic Complexity 0 0 2 61 0 0 5 216
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 161 0 0 1 313
Leverage Causes Fat Tails and Clustered Volatility 0 1 3 49 0 2 6 175
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 122 0 2 7 332
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 139 0 0 2 223
Liquidity Spirals 2 3 13 32 2 6 25 73
Macroprudential policy in an agent-based model of the UK housing market 1 1 6 152 2 5 23 399
Market Force, Ecology, and Evolution 0 0 10 538 1 2 18 1,931
Market Force, Ecology, and Evolution 0 0 0 0 0 1 7 889
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 1 1 1 54 1 1 2 166
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 1 3 359
Market making, price formation, and technical trading 0 0 0 0 0 0 1 658
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution 0 0 0 13 2 2 2 37
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 20 0 0 3 38
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 1 3 0 0 5 16
Mechanical vs. informational components of price impact 0 0 0 35 0 0 2 104
Modeling simultaneous supply and demand shocks in input-output networks 1 1 3 21 3 5 12 43
Modelling labour market transitions: the case of productivity shifts in Brazil 2 9 35 67 3 16 64 145
Models of Financial Stability and Their Application in Stress Tests 0 0 1 6 0 0 2 19
Models of Financial Stability and their Application in Stress Tests 0 0 2 76 0 0 10 147
On the origin of power law tails in price fluctuations 0 0 1 44 0 1 3 162
Optimal Design, Robustness, and Risk Aversion 0 0 0 131 0 0 0 677
Physicists Attempt to Scale the Ivory Towers of Finance 0 0 0 235 0 0 1 774
Production networks and epidemic spreading: How to restart the UK economy? 1 2 6 17 5 7 17 65
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 0 0 1 64
Reconstructing production networks using machine learning 1 1 11 118 3 7 30 194
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels 0 0 2 10 1 1 4 30
Segmentation algorithm for non-stationary compound Poisson processes 0 0 1 50 0 0 2 179
Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain 0 0 1 16 0 0 2 40
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 1 3 136
Stability analysis of financial contagion due to overlapping portfolios 0 0 0 63 0 3 4 168
Statistical Basis for Predicting Technological Progress 0 0 1 88 0 0 1 182
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 0 36 0 0 5 66
Statistical theory of the continuous double auction 0 1 2 77 0 2 7 208
Studies of the limit order book around large price changes 0 0 0 100 0 1 3 217
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective 0 0 0 81 1 2 3 329
Systemic implications of the bail-in design 0 0 0 11 0 0 1 10
Systemic implications of the bail-in design 0 0 0 5 0 1 2 13
Taming the Basel Leverage Cycle 0 0 0 19 0 0 1 35
Taming the Basel leverage cycle 0 0 0 0 0 0 0 0
Taming the Basel leverage cycle 0 0 0 24 0 0 0 40
Taming the Basel leverage cycle 0 0 1 41 0 0 1 39
Technological interdependencies predict innovation dynamics 0 0 0 17 1 1 2 41
Technological interdependencies predict innovation dynamics 0 0 0 8 0 1 4 35
The Intrafirm Complexity of Systemically Important Financial Institutions 0 0 0 26 0 0 1 52
The Predictive Power of Zero Intelligence in Financial Markets 0 0 1 49 0 0 3 170
The Price Dynamics of Common Trading Strategies 0 0 0 321 0 1 7 1,142
The Reality Game 0 0 0 50 0 1 2 206
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy 0 0 0 5 0 0 0 12
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 1 12 0 1 9 84
The Virtues and Vices of Equilibrium and the Future of Financial Economics 1 1 1 342 1 2 3 1,030
The dynamics of the leverage cycle 0 0 0 42 0 0 3 148
The long memory of the efficient market 0 0 0 59 0 2 6 202
The non-random walk of stock prices: The long-term correlation between signs and sizes 0 0 0 64 1 2 4 167
The prevalence of chaotic dynamics in games with many players 0 0 0 5 0 0 2 11
The prevalence of chaotic dynamics in games with many players 0 0 0 37 0 0 2 35
The price dynamics of common trading strategies 0 0 1 87 0 0 3 338
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic 0 0 1 4 0 1 4 19
The virtues and vices of equilibrium and the future of financial economics 1 1 1 16 1 2 3 108
There's more to volatility than volume 0 0 0 28 0 1 2 90
Tick size and price diffusion 0 0 0 64 0 0 2 143
To bail-out or to bail-in? Answers from an agent-based model 0 0 0 33 0 0 0 50
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II 0 0 3 12 0 0 5 13
Towards a taxonomy of learning dynamics in 2 x 2 games 0 0 0 30 0 0 1 57
Uncertain growth and the value of the future 0 0 0 8 0 0 1 27
What drives mutual fund asset concentration? 0 0 0 29 0 0 1 124
What really causes large price changes? 0 0 0 77 0 0 2 307
Why is order flow so persistent? 0 1 4 116 0 4 14 301
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 0 0 2 67
Total Working Papers 32 109 343 8,994 74 288 1,062 27,486


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET 0 0 7 27 1 1 9 58
A Third Wave in the Economics of Climate Change 1 3 12 251 4 10 43 710
A US nuclear future? 0 1 2 2 0 1 3 4
A simulation of the insurance industry: the problem of risk model homogeneity 0 1 1 4 0 3 6 12
Acceleration of electrons in the plasma wakefield of a proton bunch 0 0 0 0 0 0 1 5
An analysis of price impact function in order-driven markets 0 0 0 8 0 0 1 35
An ecological perspective on the future of computer trading 0 0 3 67 1 2 12 183
An empirical behavioral model of liquidity and volatility 0 0 0 124 1 2 5 323
An open mind: memories of Ken Arrow 0 0 1 29 0 0 1 77
Black-box Bayesian inference for agent-based models 1 1 1 1 1 1 5 6
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment 0 0 0 3 2 2 6 12
Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow 0 0 0 8 0 0 0 34
Cool is not enough 0 0 0 1 0 0 1 4
Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? 0 0 1 1 0 0 4 5
Economic modelling fit for the demands of energy decision makers 0 1 7 8 0 2 14 20
Emergent inequality and business cycles in a simple behavioral macroeconomic model 0 1 1 3 0 1 2 8
Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches 0 0 0 9 0 0 1 50
Forecasting the propagation of pandemic shocks with a dynamic input-output model 0 0 1 4 0 3 11 26
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 1 2 123 1 4 11 425
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION 0 0 1 6 1 1 3 39
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 2 3 1 1 7 10
Historical costs of coal-fired electricity and implications for the future 0 0 2 33 0 1 12 138
How does the market react to your order flow? 0 0 0 15 0 0 0 67
How efficiency shapes market impact 0 0 3 7 3 3 10 37
How market ecology explains market malfunction 0 0 1 1 0 1 2 12
How predictable is technological progress? 0 0 2 85 1 1 11 412
How production networks amplify economic growth 0 0 4 14 1 4 16 46
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 1 10 0 2 6 91
Hypotheses non fingo: Problems with the scientific method in economics 1 2 3 28 1 2 7 102
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 1 106 0 0 1 218
Leverage causes fat tails and clustered volatility 0 3 7 73 0 4 11 390
Leverage-induced systemic risk under Basle II and other credit risk policies 0 1 1 39 0 1 5 172
Looking forward to the future 0 0 0 15 0 0 3 50
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 0 0 0 43 1 2 6 159
Market force, ecology and evolution 0 0 0 2 1 2 14 650
Master curve for price-impact function 0 1 2 12 0 1 4 32
Mechanical vs. informational components of price impact 0 0 0 8 0 1 4 36
Overlapping portfolios, contagion, and financial stability 0 1 2 142 1 3 6 325
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE 0 0 1 4 0 0 1 22
Reconstructing production networks using machine learning 0 0 2 7 0 0 11 36
Resilient and Inclusive Prosperity within Planetary Boundaries 0 0 0 3 0 1 4 46
Scenario-free analysis of financial stability with interacting contagion channels 0 0 1 4 0 0 2 12
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 2 0 0 1 21
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain 0 0 1 1 0 0 2 12
Stability analysis of financial contagion due to overlapping portfolios 0 2 3 95 2 10 29 361
Statistical Basis for Predicting Technological Progress 0 0 0 0 0 0 1 9
Statistical theory of the continuous double auction 1 2 3 32 1 4 7 98
Studies of the limit order book around large price changes 0 0 1 29 0 0 4 101
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective 0 1 7 71 3 7 31 327
Taming the Basel leverage cycle 1 1 1 8 1 1 7 166
The Long Memory of the Efficient Market 1 2 4 106 3 5 15 436
The dynamics of the leverage cycle 0 1 3 46 1 3 11 160
The economy needs agent-based modelling 1 2 6 12 1 2 12 38
The intrafirm complexity of systemically important financial institutions 0 0 1 8 0 0 3 32
The non-random walk of stock prices: the long-term correlation between signs and sizes 0 0 0 12 0 0 0 36
The power of patience: a behavioural regularity in limit-order placement 0 0 1 19 1 1 5 97
The price dynamics of common trading strategies 0 2 9 308 0 2 13 820
The reality game 0 0 0 22 0 1 3 107
The two cultures of Wall Street 0 0 0 1 0 0 2 5
The unequal effects of the health–economy trade-off during the COVID-19 pandemic 0 0 1 1 0 1 3 6
The unsmooth trajectory of Benoit Mandelbrot 0 0 0 29 0 0 0 73
There's more to volatility than volume 0 0 1 13 0 1 4 55
To bail-out or to bail-in? Answers from an agent-based model 0 1 3 97 0 3 8 261
Towards a taxonomy of learning dynamics in 2 × 2 games 0 1 2 3 0 2 7 17
What really causes large price changes? 0 0 0 36 0 0 2 137
Why is equity order flow so persistent? 0 1 2 30 2 7 13 142
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 1 10 1 2 3 84
Total Journal Articles 7 33 125 2,324 38 115 468 8,700


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Less precision, more truth: uncertainty in climate economics and macroprudential policy 0 0 1 35 1 1 4 62
Properly discounting the future: using predictions in an uncertain world 0 0 0 9 0 0 2 31
Total Chapters 0 0 1 44 1 1 6 93


Statistics updated 2025-06-06