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 2 2 6 30 2 3 33 120
A proposal for impact-adjusted valuation: Critical leverage and execution risk 0 0 0 35 1 1 7 114
A quantitative model of trading and price formation in financial markets 0 0 0 70 1 3 17 221
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 13 0 4 18 48
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 8 0 1 14 55
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 16 0 1 16 57
A taxonomy of learning dynamics in 2 × 2 games 0 0 0 1 0 0 13 21
A theory for long-memory in supply and demand 0 0 0 23 0 0 12 81
Agent-Based Modeling in Economics and Finance: Past, Present, and Future 6 16 110 535 16 30 223 1,193
An empirical behavioral model of liquidity and volatility 0 0 0 82 2 2 12 281
An empirical behavioral model of price formation 0 0 0 42 0 5 16 136
An empirical study of the tails of mutual fund size 0 0 0 43 0 2 7 116
Automation and occupational mobility: A data-driven network model 0 0 0 25 0 1 10 58
Best reply structure and equilibrium convergence in generic games 0 0 2 6 0 4 17 25
Best reply structure and equilibrium convergence in generic games 0 0 0 30 0 2 12 63
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate 1 1 4 26 7 11 47 106
Black-box Bayesian inference for economic agent-based models 0 0 0 55 0 4 19 110
Black-box Bayesian inference for economic agent-based models 1 1 2 21 1 3 14 42
Calibrating Agent-based Models to Microdata with Graph Neural Networks 0 0 3 37 1 3 22 70
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 14 1 1 15 44
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 11 0 2 15 37
Chaos in Learning a Simple Two Person Game 0 0 0 196 0 1 9 606
Correlations and clustering in the trading of members of the London Stock Exchange 0 0 2 38 0 1 10 101
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 0 0 8 584
Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 0 0 0 38 0 1 11 83
Discounting the Distant Future 0 0 0 51 0 1 8 141
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 0 0 10 165
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 19 2 3 20 36
Economics: the next physical science? 0 0 0 471 0 0 18 1,289
Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model 0 0 0 0 0 0 5 7
Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model 0 0 0 24 0 0 7 29
Empirically grounded technology forecasts and the energy transition 1 1 1 56 4 11 46 221
Employment dynamics in a rapid decarbonization of the power sector 0 0 1 50 0 1 18 129
Estimating initial conditions for dynamical systems with incomplete information 0 0 0 40 0 1 7 92
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 1 37 1 2 23 86
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 0 10 1 5 20 50
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 1 15 1,686
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 3 297 2 2 22 749
Heterogeneity, correlations and financial contagion 0 0 0 84 0 0 11 180
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market 0 0 0 16 0 3 36 83
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 20 0 3 21 51
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 0 10 0 1 25 61
How Market Ecology Explains Market Malfunction 0 0 1 10 0 1 13 68
How does the market react to your order flow? 0 0 1 104 1 1 11 278
How efficiency shapes market impact 0 1 1 126 0 2 15 287
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network 0 0 1 46 0 1 13 125
How markets slowly digest changes in supply and demand 1 3 5 153 7 16 47 563
How predictable is technological progress? 0 0 2 30 1 1 21 136
How production networks amplify economic growth 0 0 1 27 0 2 18 59
How production networks amplify economic growth 0 0 0 57 0 0 8 107
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 2 56 0 1 12 150
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates 0 0 1 666 1 5 24 2,252
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates 0 0 2 111 0 1 19 223
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 0 8 0 0 15 48
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 1 1 1 33 1 3 27 110
Interpreting Economic Complexity 0 0 0 61 1 3 21 237
Leverage Causes Fat Tails and Clustered Volatility 0 0 1 50 0 2 24 200
Leverage Causes Fat Tails and Clustered Volatility 0 0 2 124 0 2 34 366
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 161 1 3 21 335
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 139 0 1 15 238
Liquidity Spirals 0 1 3 37 1 9 76 155
Macroprudential policy in an agent-based model of the UK housing market 0 1 4 156 4 8 41 441
Market Force, Ecology, and Evolution 0 0 0 0 1 3 22 914
Market Force, Ecology, and Evolution 0 0 0 539 1 4 23 1,959
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 0 54 0 1 13 179
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 2 7 366
Market making, price formation, and technical trading 0 0 0 0 0 1 15 673
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution 0 0 0 13 0 0 11 48
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 20 0 1 9 47
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 4 0 2 11 28
Mechanical vs. informational components of price impact 0 0 0 35 0 0 8 113
Modeling simultaneous supply and demand shocks in input-output networks 0 0 3 25 0 1 17 63
Modelling labour market transitions: the case of productivity shifts in Brazil 1 2 3 72 1 2 15 166
Models of Financial Stability and Their Application in Stress Tests 0 0 1 7 0 3 15 34
Models of Financial Stability and their Application in Stress Tests 1 2 2 78 1 4 24 171
On the origin of power law tails in price fluctuations 0 0 0 44 0 0 11 176
Optimal Design, Robustness, and Risk Aversion 0 0 0 131 0 0 8 685
Physicists Attempt to Scale the Ivory Towers of Finance 0 0 0 235 1 1 16 790
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 0 3 34 98
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 1 3 20 86
Reconstructing production networks using machine learning 0 0 4 123 2 4 43 239
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels 0 0 2 12 0 3 22 52
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 50 0 2 9 189
Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain 0 0 2 18 0 2 27 68
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 0 8 145
Stability analysis of financial contagion due to overlapping portfolios 0 0 1 64 1 2 8 178
Statistical Basis for Predicting Technological Progress 0 0 0 88 0 1 21 203
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 2 38 0 0 11 77
Statistical theory of the continuous double auction 0 0 2 79 0 0 17 226
Studies of the limit order book around large price changes 0 0 2 102 0 1 12 229
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective 0 0 1 82 1 3 28 358
Systemic implications of the bail-in design 0 0 1 12 1 3 13 23
Systemic implications of the bail-in design 0 0 0 5 0 3 10 24
Taming the Basel Leverage Cycle 0 0 0 19 0 0 14 49
Taming the Basel leverage cycle 0 0 0 0 0 1 8 8
Taming the Basel leverage cycle 0 0 0 24 0 0 13 53
Taming the Basel leverage cycle 0 0 0 41 0 2 14 53
Technological interdependencies predict innovation dynamics 0 0 0 17 0 1 16 58
Technological interdependencies predict innovation dynamics 0 1 2 10 1 2 19 54
The Intrafirm Complexity of Systemically Important Financial Institutions 0 0 0 26 2 2 9 61
The Predictive Power of Zero Intelligence in Financial Markets 0 0 2 51 1 2 26 196
The Price Dynamics of Common Trading Strategies 0 0 0 321 1 3 22 1,164
The Reality Game 0 0 1 51 0 0 11 218
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy 0 0 0 5 0 0 10 24
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 1 13 0 0 15 99
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 2 345 1 1 14 1,046
The dynamics of the leverage cycle 0 0 0 42 0 0 14 162
The long memory of the efficient market 0 0 0 59 0 1 12 214
The non-random walk of stock prices: The long-term correlation between signs and sizes 0 0 0 64 0 1 4 173
The prevalence of chaotic dynamics in games with many players 0 0 0 5 0 0 9 22
The prevalence of chaotic dynamics in games with many players 0 0 1 38 0 0 10 45
The price dynamics of common trading strategies 0 0 3 90 0 0 14 352
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic 0 0 0 4 1 2 10 31
The virtues and vices of equilibrium and the future of financial economics 0 0 1 17 0 0 12 122
There's more to volatility than volume 0 0 0 28 0 0 12 103
Tick size and price diffusion 0 0 0 64 0 0 8 151
To bail-out or to bail-in? Answers from an agent-based model 0 0 0 34 0 0 28 80
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II 0 0 2 14 1 2 17 31
Towards a taxonomy of learning dynamics in 2 x 2 games 0 0 0 30 1 2 10 67
Uncertain growth and the value of the future 0 0 0 8 0 0 13 40
What drives mutual fund asset concentration? 0 0 0 29 0 2 9 133
What really causes large price changes? 0 0 1 78 1 4 24 332
Why is order flow so persistent? 0 0 3 119 0 4 34 336
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 2 2 12 80
Total Working Papers 15 33 209 9,224 83 271 2,335 29,969
1 registered items for which data could not be found


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 1 1 28 0 2 14 73
A Third Wave in the Economics of Climate Change 0 1 6 257 0 1 37 747
A US nuclear future? 0 0 0 2 1 1 1 5
A simulation of the insurance industry: the problem of risk model homogeneity 0 0 0 4 0 0 19 31
Acceleration of electrons in the plasma wakefield of a proton bunch 0 0 0 0 0 1 7 12
An analysis of price impact function in order-driven markets 0 0 0 8 0 0 5 41
An ecological perspective on the future of computer trading 0 0 0 68 0 0 12 198
An empirical behavioral model of liquidity and volatility 0 0 2 126 2 3 26 350
An open mind: memories of Ken Arrow 0 0 0 29 1 1 4 81
Black-box Bayesian inference for agent-based models 0 1 1 2 1 4 21 28
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment 0 0 1 4 0 1 21 33
Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow 0 0 0 8 0 0 6 40
Cool is not enough 0 0 0 1 0 0 8 12
Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? 0 0 0 1 0 1 10 15
Economic modelling fit for the demands of energy decision makers 0 0 2 11 0 1 16 38
Emergent inequality and business cycles in a simple behavioral macroeconomic model 0 1 1 4 1 2 10 18
Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches 0 0 0 9 0 2 11 61
Forecasting the propagation of pandemic shocks with a dynamic input-output model 0 0 3 9 1 2 28 59
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 0 123 0 1 19 445
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION 0 0 0 6 0 1 11 50
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 5 2 3 22 37
Historical costs of coal-fired electricity and implications for the future 0 1 2 35 0 1 10 149
How does the market react to your order flow? 0 0 2 17 1 2 9 76
How efficiency shapes market impact 0 0 3 10 2 2 13 50
How market ecology explains market malfunction 0 1 3 5 2 3 22 36
How predictable is technological progress? 0 0 1 86 2 2 20 434
How production networks amplify economic growth 0 0 0 14 0 0 19 65
How well do experience curves predict technological progress? A method for making distributional forecasts 0 2 2 12 2 6 25 117
Hypotheses non fingo: Problems with the scientific method in economics 0 0 3 31 2 2 15 119
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 1 3 16 234
Leverage causes fat tails and clustered volatility 0 0 1 74 2 3 23 414
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 39 0 6 20 194
Looking forward to the future 0 0 0 15 1 2 9 59
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 1 1 2 45 3 4 24 183
Market force, ecology and evolution 0 0 0 2 0 3 19 675
Master curve for price-impact function 2 4 5 18 5 10 28 62
Mechanical vs. informational components of price impact 0 0 0 8 0 0 9 47
Overlapping portfolios, contagion, and financial stability 0 2 6 148 2 7 29 356
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE 0 0 0 4 0 1 7 29
Reconstructing production networks using machine learning 0 0 2 9 1 2 27 68
Resilient and Inclusive Prosperity within Planetary Boundaries 0 0 0 3 0 0 8 54
Scenario-free analysis of financial stability with interacting contagion channels 0 0 0 5 0 2 21 36
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 2 0 1 10 31
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain 0 2 4 7 0 5 18 34
Stability analysis of financial contagion due to overlapping portfolios 0 0 2 98 3 11 52 416
Statistical Basis for Predicting Technological Progress 0 0 0 0 2 2 7 16
Statistical theory of the continuous double auction 0 3 7 40 6 17 51 150
Studies of the limit order book around large price changes 0 0 0 29 0 1 9 110
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective 0 0 8 80 1 7 52 385
Taming the Basel leverage cycle 0 0 0 8 0 2 14 180
The Long Memory of the Efficient Market 0 2 2 108 6 9 25 461
The dynamics of the leverage cycle 0 0 1 47 0 4 15 178
The economy needs agent-based modelling 1 2 7 20 2 5 31 71
The intrafirm complexity of systemically important financial institutions 0 1 1 9 0 3 14 48
The non-random walk of stock prices: the long-term correlation between signs and sizes 0 0 0 12 0 0 4 40
The power of patience: a behavioural regularity in limit-order placement 0 0 0 19 2 4 11 109
The price dynamics of common trading strategies 0 2 4 313 3 6 19 845
The reality game 0 0 0 22 0 1 8 119
The two cultures of Wall Street 0 0 0 1 0 0 6 11
The unequal effects of the health–economy trade-off during the COVID-19 pandemic 0 0 0 1 1 1 17 23
The unsmooth trajectory of Benoit Mandelbrot 0 0 0 29 0 0 3 76
There's more to volatility than volume 0 0 1 14 1 3 17 72
To bail-out or to bail-in? Answers from an agent-based model 0 0 0 98 0 1 15 278
Towards a taxonomy of learning dynamics in 2 × 2 games 0 1 1 4 1 2 12 29
What really causes large price changes? 0 0 0 36 1 3 23 160
Why is equity order flow so persistent? 0 1 6 36 3 5 26 170
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 1 1 2 12 4 4 19 105
Total Journal Articles 5 30 96 2,436 71 185 1,159 9,948


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 0 37 0 1 4 69
Properly discounting the future: using predictions in an uncertain world 0 0 0 9 0 1 10 41
Total Chapters 0 0 0 46 0 2 14 110


Statistics updated 2026-08-07