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 5 23 0 0 14 73
A proposal for impact-adjusted valuation: Critical leverage and execution risk 0 0 0 35 0 1 2 107
A quantitative model of trading and price formation in financial markets 0 0 2 70 0 1 6 201
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 13 0 1 2 27
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 16 1 1 1 37
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 2 7 0 1 11 37
A taxonomy of learning dynamics in 2 × 2 games 0 0 1 1 0 1 3 7
A theory for long-memory in supply and demand 0 0 0 23 0 0 3 68
Agent-Based Modeling in Economics and Finance: Past, Present, and Future 10 24 99 317 20 70 303 759
An empirical behavioral model of liquidity and volatility 0 0 0 82 0 0 3 268
An empirical behavioral model of price formation 0 0 1 42 0 0 3 117
An empirical study of the tails of mutual fund size 0 0 0 43 0 0 1 109
Automation and occupational mobility: A data-driven network model 0 0 0 25 1 1 1 48
Best reply structure and equilibrium convergence in generic games 0 0 0 30 0 0 1 51
Best reply structure and equilibrium convergence in generic games 0 0 1 3 0 0 3 7
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate 1 1 1 22 1 2 8 54
Black-box Bayesian inference for economic agent-based models 0 0 2 18 0 0 5 26
Black-box Bayesian inference for economic agent-based models 0 0 0 55 0 0 4 89
Calibrating Agent-based Models to Microdata with Graph Neural Networks 0 2 7 32 1 6 16 41
Can stimulating demand drive costs down? World War II as a natural experiment 1 1 2 11 1 1 2 22
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 14 0 0 0 28
Chaos in Learning a Simple Two Person Game 0 0 0 196 0 0 3 596
Correlations and clustering in the trading of members of the London Stock Exchange 0 0 0 36 0 0 0 90
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 1 3 576
Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 0 0 0 38 0 0 1 72
Discounting the Distant Future 0 0 1 51 0 1 3 133
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 1 40 0 0 1 151
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 18 19 0 0 14 15
Economics: the next physical science? 0 0 0 471 0 0 2 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 0 0 21
Empirically grounded technology forecasts and the energy transition 0 1 12 54 0 3 27 167
Employment dynamics in a rapid decarbonization of the power sector 3 7 32 47 6 16 79 103
Estimating initial conditions for dynamical systems with incomplete information 1 2 3 39 1 5 8 82
Foundations of system-wide financial stress testing with heterogeneous institutions 0 1 2 32 0 1 8 56
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 0 10 1 2 2 27
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 1 12 1,663
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 1 3 294 2 3 10 724
Heterogeneity, correlations and financial contagion 0 1 1 83 1 3 3 165
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market 0 1 3 14 1 10 16 40
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 0 9 0 0 6 34
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 2 2 19 0 3 7 28
How Market Ecology Explains Market Malfunction 0 0 0 9 0 0 3 54
How does the market react to your order flow? 0 0 0 103 0 0 1 264
How efficiency shapes market impact 0 0 0 125 0 0 0 270
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network 0 0 1 45 0 2 8 112
How markets slowly digest changes in supply and demand 1 1 5 145 1 4 14 502
How predictable is technological progress? 0 0 0 28 0 0 2 113
How production networks amplify economic growth 0 0 0 25 0 1 3 33
How production networks amplify economic growth 0 0 0 57 0 1 4 98
How production networks amplify economic growth 0 0 0 25 1 5 7 36
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 2 54 0 0 6 136
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates 0 0 3 665 1 3 20 2,223
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates 0 0 1 109 0 0 2 204
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 1 4 29 1 3 11 75
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 0 8 0 0 0 31
Interpreting Economic Complexity 0 0 2 60 0 3 8 215
Leverage Causes Fat Tails and Clustered Volatility 0 0 1 122 0 3 6 329
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 161 0 1 1 313
Leverage Causes Fat Tails and Clustered Volatility 0 0 2 48 0 2 4 173
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 139 0 0 2 222
Liquidity Spirals 1 4 15 29 1 8 33 67
Macroprudential policy in an agent-based model of the UK housing market 1 1 5 149 3 4 20 391
Market Force, Ecology, and Evolution 0 2 12 537 0 3 18 1,927
Market Force, Ecology, and Evolution 0 0 0 0 0 2 8 887
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 0 53 0 0 2 165
Market impact and trading profile of large trading orders in stock markets 0 0 1 122 1 2 4 358
Market making, price formation, and technical trading 0 0 0 0 0 0 2 658
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution 0 0 0 13 0 0 0 35
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 20 1 2 3 37
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 1 1 3 0 3 4 14
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 0 1 4 20 1 5 10 38
Modelling labour market transitions: the case of productivity shifts in Brazil 4 10 38 54 9 18 67 123
Models of Financial Stability and Their Application in Stress Tests 0 0 3 6 0 0 4 19
Models of Financial Stability and their Application in Stress Tests 0 0 4 76 1 3 14 146
On the origin of power law tails in price fluctuations 0 0 1 44 0 0 2 161
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 1 1 1 774
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 0 0 3 64
Production networks and epidemic spreading: How to restart the UK economy? 0 2 5 15 1 6 15 58
Reconstructing production networks using machine learning 0 3 13 117 4 10 33 185
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels 0 0 2 10 0 0 4 29
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 49 0 0 0 177
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 4 40
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 1 48 0 0 3 135
Stability analysis of financial contagion due to overlapping portfolios 0 0 0 63 0 0 1 165
Statistical Basis for Predicting Technological Progress 0 0 1 88 0 0 2 182
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 1 36 0 2 5 65
Statistical theory of the continuous double auction 0 0 2 76 0 1 6 205
Studies of the limit order book around large price changes 0 0 0 100 0 0 5 216
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective 0 0 0 81 0 0 2 327
Systemic implications of the bail-in design 0 0 0 11 0 0 0 9
Systemic implications of the bail-in design 0 0 1 5 0 0 3 12
Taming the Basel Leverage Cycle 0 0 0 19 1 1 1 35
Taming the Basel leverage cycle 0 0 0 24 0 0 0 40
Taming the Basel leverage cycle 0 0 0 0 0 0 0 0
Taming the Basel leverage cycle 0 0 1 41 0 0 1 39
Technological interdependencies predict innovation dynamics 0 0 0 17 0 0 1 40
Technological interdependencies predict innovation dynamics 0 0 0 8 0 0 2 33
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 1 1 49 0 1 4 170
The Price Dynamics of Common Trading Strategies 0 0 0 321 2 2 5 1,138
The Reality Game 0 0 0 50 0 0 1 205
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy 0 0 1 5 0 0 3 12
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 2 341 0 0 7 1,028
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 1 2 12 2 5 9 83
The dynamics of the leverage cycle 0 0 1 42 0 2 5 148
The long memory of the efficient market 0 0 0 59 0 1 6 200
The non-random walk of stock prices: The long-term correlation between signs and sizes 0 0 0 64 0 0 1 164
The prevalence of chaotic dynamics in games with many players 0 0 0 37 0 0 1 34
The prevalence of chaotic dynamics in games with many players 0 0 1 5 0 1 4 11
The price dynamics of common trading strategies 0 0 2 87 0 0 4 337
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic 0 0 1 4 1 1 4 18
The virtues and vices of equilibrium and the future of financial economics 0 0 0 15 0 0 2 106
There's more to volatility than volume 0 0 0 28 0 0 1 89
Tick size and price diffusion 0 0 0 64 0 2 2 143
To bail-out or to bail-in? Answers from an agent-based model 0 0 1 33 0 0 2 50
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II 0 1 5 12 0 1 7 12
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 1 1 1 27
What drives mutual fund asset concentration? 0 0 0 29 1 1 1 124
What really causes large price changes? 0 0 1 77 1 2 4 307
Why is order flow so persistent? 0 1 4 114 0 5 15 295
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 1 29 0 1 3 67
Total Working Papers 23 74 357 8,864 73 260 1,078 27,109


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 1 1 6 26 1 1 8 56
A Third Wave in the Economics of Climate Change 0 2 14 247 2 10 45 698
A US nuclear future? 0 0 1 1 0 0 1 2
A simulation of the insurance industry: the problem of risk model homogeneity 0 0 0 3 0 1 5 9
Acceleration of electrons in the plasma wakefield of a proton bunch 0 0 0 0 0 0 0 4
An analysis of price impact function in order-driven markets 0 0 0 8 1 1 2 35
An ecological perspective on the future of computer trading 0 0 4 67 0 4 13 181
An empirical behavioral model of liquidity and volatility 0 0 0 124 0 0 4 321
An open mind: memories of Ken Arrow 0 0 1 29 0 0 1 77
Black-box Bayesian inference for agent-based models 0 0 0 0 0 2 4 4
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment 0 0 1 3 0 2 4 9
Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow 0 0 1 8 0 0 2 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 3 3
Economic modelling fit for the demands of energy decision makers 0 1 6 6 1 3 16 16
Emergent inequality and business cycles in a simple behavioral macroeconomic model 0 0 0 2 0 0 1 7
Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches 0 0 0 9 0 0 0 49
Forecasting the propagation of pandemic shocks with a dynamic input-output model 0 1 2 4 0 1 10 23
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 1 3 122 0 4 9 420
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION 0 1 1 6 0 2 2 38
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 2 3 0 2 8 9
Historical costs of coal-fired electricity and implications for the future 1 1 2 33 2 4 9 135
How does the market react to your order flow? 0 0 0 15 0 0 0 67
How efficiency shapes market impact 1 1 4 7 1 2 9 34
How market ecology explains market malfunction 0 0 1 1 0 0 2 11
How predictable is technological progress? 0 0 5 85 2 4 18 410
How production networks amplify economic growth 0 0 4 14 0 3 12 40
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 2 10 1 3 5 89
Hypotheses non fingo: Problems with the scientific method in economics 1 1 3 26 1 1 6 99
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 2 6 70 0 3 9 384
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 1 38 1 2 9 171
Looking forward to the future 0 0 0 15 0 0 1 48
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 0 0 0 43 0 1 4 157
Market force, ecology and evolution 0 0 0 2 1 3 15 645
Master curve for price-impact function 0 0 1 10 0 0 5 30
Mechanical vs. informational components of price impact 0 0 1 8 0 2 5 35
Overlapping portfolios, contagion, and financial stability 0 0 4 141 0 0 6 321
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE 1 1 1 4 1 1 1 22
Reconstructing production networks using machine learning 0 1 4 6 0 2 17 35
Resilient and Inclusive Prosperity within Planetary Boundaries 0 0 0 3 0 2 4 44
Scenario-free analysis of financial stability with interacting contagion channels 0 0 2 4 0 0 4 12
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 2 0 0 0 20
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain 0 0 1 1 0 1 4 12
Stability analysis of financial contagion due to overlapping portfolios 0 0 4 93 1 4 23 347
Statistical Basis for Predicting Technological Progress 0 0 0 0 0 1 1 9
Statistical theory of the continuous double auction 0 0 1 30 1 1 4 94
Studies of the limit order book around large price changes 0 0 0 28 0 1 4 99
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective 1 1 7 68 3 6 31 317
Taming the Basel leverage cycle 0 0 1 7 0 2 6 164
The Long Memory of the Efficient Market 0 0 3 104 0 2 15 430
The dynamics of the leverage cycle 0 1 3 45 1 5 10 156
The economy needs agent-based modelling 1 2 4 8 1 4 12 33
The intrafirm complexity of systemically important financial institutions 0 1 1 8 0 1 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 2 19 0 2 8 96
The price dynamics of common trading strategies 2 3 7 305 3 6 15 816
The reality game 0 0 0 22 0 0 2 105
The two cultures of Wall Street 0 0 0 1 0 0 1 4
The unequal effects of the health–economy trade-off during the COVID-19 pandemic 0 0 1 1 0 0 4 4
The unsmooth trajectory of Benoit Mandelbrot 0 0 0 29 0 0 1 73
There's more to volatility than volume 1 1 1 13 2 2 3 54
To bail-out or to bail-in? Answers from an agent-based model 1 1 4 96 2 4 8 258
Towards a taxonomy of learning dynamics in 2 × 2 games 0 0 1 1 2 2 8 14
What really causes large price changes? 0 0 0 36 1 1 2 136
Why is equity order flow so persistent? 0 0 2 29 0 0 11 135
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 1 1 10 0 1 2 82
Total Journal Articles 11 25 129 2,279 32 112 459 8,532


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 2 35 0 0 7 61
Properly discounting the future: using predictions in an uncertain world 0 0 0 9 0 0 2 31
Total Chapters 0 0 2 44 0 0 9 92


Statistics updated 2025-02-05