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 2 3 30 0 2 28 120
A proposal for impact-adjusted valuation: Critical leverage and execution risk 0 0 0 35 0 2 8 115
A quantitative model of trading and price formation in financial markets 0 0 0 70 0 2 18 222
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 8 1 4 18 59
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 16 0 2 14 59
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 13 0 1 19 49
A taxonomy of learning dynamics in 2 × 2 games 0 0 0 1 1 1 13 22
A theory for long-memory in supply and demand 0 0 0 23 0 1 12 82
Agent-Based Modeling in Economics and Finance: Past, Present, and Future 7 18 100 547 11 34 201 1,211
An empirical behavioral model of liquidity and volatility 0 0 0 82 1 4 14 283
An empirical behavioral model of price formation 0 0 0 42 1 3 18 139
An empirical study of the tails of mutual fund size 0 0 0 43 0 1 8 117
Automation and occupational mobility: A data-driven network model 1 1 1 26 1 2 11 60
Best reply structure and equilibrium convergence in generic games 0 0 0 30 0 0 12 63
Best reply structure and equilibrium convergence in generic games 0 0 1 6 0 0 16 25
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate 0 1 4 26 2 12 50 111
Black-box Bayesian inference for economic agent-based models 0 1 2 21 1 3 15 44
Black-box Bayesian inference for economic agent-based models 0 0 0 55 3 7 25 117
Calibrating Agent-based Models to Microdata with Graph Neural Networks 0 0 3 37 0 4 21 73
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 11 0 0 14 37
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 14 0 1 15 44
Chaos in Learning a Simple Two Person Game 0 0 0 196 3 3 11 609
Correlations and clustering in the trading of members of the London Stock Exchange 0 0 2 38 2 3 12 104
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 0 11 83
Discounting the Distant Future 0 0 0 51 0 0 8 141
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 19 0 5 21 39
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 0 0 8 165
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 3 3 58 1 6 42 223
Employment dynamics in a rapid decarbonization of the power sector 0 0 1 50 0 0 16 129
Estimating initial conditions for dynamical systems with incomplete information 0 0 0 40 1 1 7 93
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 0 10 1 2 20 51
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 1 37 2 5 27 90
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 1 3 17 1,689
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 2 297 1 3 22 750
Heterogeneity, correlations and financial contagion 0 0 0 84 0 1 12 181
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market 0 0 0 16 0 1 35 84
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 0 10 0 2 27 63
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 20 0 0 21 51
How Market Ecology Explains Market Malfunction 0 0 1 10 0 1 14 69
How does the market react to your order flow? 0 0 1 104 0 2 12 279
How efficiency shapes market impact 0 0 1 126 0 3 17 290
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network 0 0 1 46 1 1 14 126
How markets slowly digest changes in supply and demand 0 1 5 153 3 12 52 568
How predictable is technological progress? 0 0 1 30 0 3 21 138
How production networks amplify economic growth 0 0 0 27 0 1 16 60
How production networks amplify economic growth 0 0 0 57 0 1 6 108
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 1 56 1 3 13 153
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates 0 0 1 666 1 3 26 2,254
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates 0 0 2 111 0 0 19 223
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 1 1 1 9 1 2 16 50
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 1 1 33 0 1 24 110
Interpreting Economic Complexity 0 0 0 61 2 5 22 241
Leverage Causes Fat Tails and Clustered Volatility 0 0 2 124 1 2 34 368
Leverage Causes Fat Tails and Clustered Volatility 0 0 1 50 0 0 23 200
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 161 0 5 25 339
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 139 0 0 14 238
Liquidity Spirals 0 0 2 37 1 3 64 157
Macroprudential policy in an agent-based model of the UK housing market 0 0 3 156 3 8 40 445
Market Force, Ecology, and Evolution 0 0 0 539 0 3 25 1,961
Market Force, Ecology, and Evolution 0 0 0 0 2 3 24 916
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 2 15 181
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 0 1 7 367
Market making, price formation, and technical trading 0 0 0 0 0 1 15 674
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution 0 0 0 13 1 2 13 50
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 20 0 1 9 48
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 4 0 0 9 28
Mechanical vs. informational components of price impact 0 0 0 35 0 0 7 113
Modeling simultaneous supply and demand shocks in input-output networks 0 0 2 25 0 1 17 64
Modelling labour market transitions: the case of productivity shifts in Brazil 1 3 5 74 1 4 16 169
Models of Financial Stability and Their Application in Stress Tests 1 1 2 8 1 2 16 36
Models of Financial Stability and their Application in Stress Tests 0 1 2 78 0 3 24 173
On the origin of power law tails in price fluctuations 0 0 0 44 0 1 11 177
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 2 17 791
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 0 2 36 100
Production networks and epidemic spreading: How to restart the UK economy? 1 1 1 18 1 2 19 87
Reconstructing production networks using machine learning 0 0 3 123 5 9 44 246
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels 0 0 1 12 0 1 22 53
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 50 1 2 11 191
Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain 0 0 2 18 0 0 25 68
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 3 11 148
Stability analysis of financial contagion due to overlapping portfolios 0 0 1 64 0 3 10 180
Statistical Basis for Predicting Technological Progress 0 0 0 88 0 1 21 204
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 1 3 39 0 2 13 79
Statistical theory of the continuous double auction 0 0 1 79 0 2 17 228
Studies of the limit order book around large price changes 0 0 2 102 0 0 12 229
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective 0 0 1 82 0 1 27 358
Systemic implications of the bail-in design 0 0 0 5 0 0 10 24
Systemic implications of the bail-in design 0 0 1 12 0 1 13 23
Taming the Basel Leverage Cycle 0 0 0 19 0 3 16 52
Taming the Basel leverage cycle 0 0 0 0 1 2 10 10
Taming the Basel leverage cycle 0 0 0 24 0 2 15 55
Taming the Basel leverage cycle 0 0 0 41 0 0 14 53
Technological interdependencies predict innovation dynamics 0 0 0 17 0 0 15 58
Technological interdependencies predict innovation dynamics 0 0 1 10 0 2 19 55
The Intrafirm Complexity of Systemically Important Financial Institutions 0 0 0 26 2 5 12 64
The Predictive Power of Zero Intelligence in Financial Markets 0 0 2 51 0 4 27 199
The Price Dynamics of Common Trading Strategies 0 0 0 321 0 3 24 1,166
The Reality Game 0 0 1 51 0 1 12 219
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy 0 0 0 5 0 2 11 26
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 2 345 1 2 15 1,047
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 1 13 0 0 15 99
The dynamics of the leverage cycle 0 0 0 42 0 1 13 163
The long memory of the efficient market 0 0 0 59 1 2 14 216
The non-random walk of stock prices: The long-term correlation between signs and sizes 0 0 0 64 0 1 3 174
The prevalence of chaotic dynamics in games with many players 0 0 0 5 1 1 9 23
The prevalence of chaotic dynamics in games with many players 0 0 0 38 2 2 11 47
The price dynamics of common trading strategies 0 1 4 91 0 3 15 355
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic 0 0 0 4 0 1 9 31
The virtues and vices of equilibrium and the future of financial economics 0 0 1 17 0 1 13 123
There's more to volatility than volume 0 0 0 28 0 2 14 105
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 2 4 32 84
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II 0 0 1 14 0 2 17 32
Towards a taxonomy of learning dynamics in 2 x 2 games 0 0 0 30 1 3 11 69
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 1 10 134
What really causes large price changes? 0 0 1 78 0 2 22 333
Why is order flow so persistent? 0 0 2 119 3 8 40 344
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 0 3 13 81
Total Working Papers 13 37 191 9,246 75 295 2,373 30,181
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 0 1 28 0 0 13 73
A Third Wave in the Economics of Climate Change 1 1 5 258 1 2 35 749
A US nuclear future? 0 0 0 2 0 1 1 5
A simulation of the insurance industry: the problem of risk model homogeneity 0 0 0 4 0 0 18 31
Acceleration of electrons in the plasma wakefield of a proton bunch 0 0 0 0 0 0 5 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 1 1 69 2 3 14 201
An empirical behavioral model of liquidity and volatility 0 0 2 126 1 4 27 352
An open mind: memories of Ken Arrow 0 0 0 29 0 1 4 81
Black-box Bayesian inference for agent-based models 1 1 2 3 3 4 24 31
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment 0 0 0 4 0 1 20 34
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 0 5 15
Economic modelling fit for the demands of energy decision makers 0 0 1 11 0 0 13 38
Emergent inequality and business cycles in a simple behavioral macroeconomic model 0 0 1 4 0 1 9 18
Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches 0 0 0 9 0 1 12 62
Forecasting the propagation of pandemic shocks with a dynamic input-output model 0 0 3 9 3 4 28 62
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 0 123 0 2 20 447
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION 0 0 0 6 0 0 10 50
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 5 0 3 21 38
Historical costs of coal-fired electricity and implications for the future 0 0 2 35 0 1 11 150
How does the market react to your order flow? 0 0 2 17 0 1 8 76
How efficiency shapes market impact 0 1 3 11 0 4 13 52
How market ecology explains market malfunction 0 0 3 5 0 3 23 37
How predictable is technological progress? 0 0 1 86 0 5 21 437
How production networks amplify economic growth 0 1 1 15 1 2 20 67
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 2 12 2 6 28 121
Hypotheses non fingo: Problems with the scientific method in economics 0 1 3 32 1 4 16 121
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 0 1 14 234
Leverage causes fat tails and clustered volatility 0 0 1 74 0 2 23 414
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 39 0 0 17 194
Looking forward to the future 0 0 0 15 0 4 12 62
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 0 2 3 46 1 7 28 187
Market force, ecology and evolution 0 0 0 2 0 3 19 678
Master curve for price-impact function 3 5 8 21 3 11 33 68
Mechanical vs. informational components of price impact 0 0 0 8 0 0 9 47
Overlapping portfolios, contagion, and financial stability 0 1 6 149 3 7 32 361
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE 0 0 0 4 0 0 7 29
Reconstructing production networks using machine learning 0 0 2 9 0 2 24 69
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 1 22 37
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 2 0 0 10 31
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain 0 0 4 7 0 0 18 34
Stability analysis of financial contagion due to overlapping portfolios 1 2 4 100 8 15 60 428
Statistical Basis for Predicting Technological Progress 0 0 0 0 0 2 7 16
Statistical theory of the continuous double auction 0 0 6 40 3 13 53 157
Studies of the limit order book around large price changes 0 0 0 29 0 2 11 112
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective 0 0 8 80 1 4 52 388
Taming the Basel leverage cycle 0 0 0 8 0 1 15 181
The Long Memory of the Efficient Market 0 0 2 108 2 9 28 464
The dynamics of the leverage cycle 0 0 1 47 3 4 19 182
The economy needs agent-based modelling 0 2 6 21 2 7 31 76
The intrafirm complexity of systemically important financial institutions 0 0 1 9 0 0 13 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 0 2 10 109
The price dynamics of common trading strategies 1 1 4 314 3 9 22 851
The reality game 0 0 0 22 0 0 8 119
The two cultures of Wall Street 0 0 0 1 0 1 6 12
The unequal effects of the health–economy trade-off during the COVID-19 pandemic 0 0 0 1 0 1 16 23
The unsmooth trajectory of Benoit Mandelbrot 0 0 0 29 0 0 3 76
There's more to volatility than volume 0 0 0 14 0 1 16 72
To bail-out or to bail-in? Answers from an agent-based model 0 0 0 98 0 0 11 278
Towards a taxonomy of learning dynamics in 2 × 2 games 0 0 1 4 0 1 12 29
What really causes large price changes? 1 1 1 37 3 5 26 164
Why is equity order flow so persistent? 0 1 7 37 2 8 29 175
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 1 2 12 0 4 19 105
Total Journal Articles 8 22 101 2,453 48 180 1,185 10,057


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 2 2 6 71
Properly discounting the future: using predictions in an uncertain world 0 0 0 9 0 0 10 41
Total Chapters 0 0 0 46 2 2 16 112


Statistics updated 2026-10-11