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 1 5 28 3 7 29 102
A proposal for impact-adjusted valuation: Critical leverage and execution risk 0 0 0 35 3 4 4 111
A quantitative model of trading and price formation in financial markets 0 0 0 70 5 6 9 210
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 13 1 4 10 37
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 16 4 6 14 51
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 1 8 3 9 14 51
A taxonomy of learning dynamics in 2 × 2 games 0 0 0 1 2 6 8 15
A theory for long-memory in supply and demand 0 0 0 23 1 1 4 72
Agent-Based Modeling in Economics and Finance: Past, Present, and Future 13 37 182 499 22 78 359 1,118
An empirical behavioral model of liquidity and volatility 0 0 0 82 1 4 6 274
An empirical behavioral model of price formation 0 0 0 42 4 4 8 125
An empirical study of the tails of mutual fund size 0 0 0 43 1 3 3 112
Automation and occupational mobility: A data-driven network model 0 0 0 25 1 4 5 53
Best reply structure and equilibrium convergence in generic games 0 0 2 5 5 8 11 18
Best reply structure and equilibrium convergence in generic games 0 0 0 30 5 6 6 57
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate 0 2 2 24 4 13 27 81
Black-box Bayesian inference for economic agent-based models 0 0 0 55 2 5 8 97
Black-box Bayesian inference for economic agent-based models 0 0 2 20 0 2 8 34
Calibrating Agent-based Models to Microdata with Graph Neural Networks 0 2 5 37 2 8 22 63
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 11 5 10 11 33
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 14 11 14 15 43
Chaos in Learning a Simple Two Person Game 0 0 0 196 3 5 7 603
Correlations and clustering in the trading of members of the London Stock Exchange 0 1 2 38 2 4 9 99
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 1 2 2 578
Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 0 0 0 38 1 5 5 77
Discounting the Distant Future 0 0 0 51 2 2 2 135
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 19 4 11 15 30
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 2 5 12 163
Economics: the next physical science? 0 0 0 471 3 16 16 1,287
Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model 0 0 0 0 1 2 2 4
Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model 0 0 0 24 1 3 4 25
Empirically grounded technology forecasts and the energy transition 0 0 1 55 5 11 27 194
Employment dynamics in a rapid decarbonization of the power sector 0 0 2 49 4 6 17 120
Estimating initial conditions for dynamical systems with incomplete information 0 0 1 40 2 4 8 90
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 0 10 5 7 12 39
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 4 36 11 13 21 77
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 3 10 20 1,683
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 1 2 3 297 4 11 18 742
Heterogeneity, correlations and financial contagion 0 0 1 84 3 6 10 175
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market 0 0 2 16 6 18 35 75
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 10 9 13 17 51
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 1 1 20 5 11 13 41
How Market Ecology Explains Market Malfunction 0 0 0 9 3 5 6 60
How does the market react to your order flow? 0 0 0 103 2 5 9 273
How efficiency shapes market impact 0 0 0 125 3 6 9 279
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network 0 1 1 46 2 7 9 121
How markets slowly digest changes in supply and demand 0 0 4 149 9 20 35 537
How predictable is technological progress? 0 1 2 30 3 7 13 126
How production networks amplify economic growth 0 0 2 27 1 7 16 52
How production networks amplify economic growth 0 0 0 57 0 1 5 103
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 1 55 1 6 10 146
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates 1 1 1 666 8 10 15 2,238
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates 1 2 2 111 7 10 11 215
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 3 32 5 11 24 99
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 0 8 3 7 14 45
Interpreting Economic Complexity 0 0 1 61 3 5 9 224
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 161 3 9 13 326
Leverage Causes Fat Tails and Clustered Volatility 0 1 1 123 4 12 20 349
Leverage Causes Fat Tails and Clustered Volatility 0 1 2 50 4 11 15 188
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 139 5 6 8 230
Liquidity Spirals 0 1 7 36 21 32 59 126
Macroprudential policy in an agent-based model of the UK housing market 0 1 6 155 4 16 34 425
Market Force, Ecology, and Evolution 0 0 2 539 3 13 23 1,950
Market Force, Ecology, and Evolution 0 0 0 0 6 13 18 905
Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? 0 0 1 54 1 1 5 170
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 2 4 362
Market making, price formation, and technical trading 0 0 0 0 4 6 7 665
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution 0 0 0 13 3 6 9 44
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 20 1 3 6 43
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 1 4 1 3 8 22
Mechanical vs. informational components of price impact 0 0 0 35 0 3 6 110
Modeling simultaneous supply and demand shocks in input-output networks 0 1 4 24 3 8 18 56
Modelling labour market transitions: the case of productivity shifts in Brazil 0 0 16 70 2 4 36 159
Models of Financial Stability and Their Application in Stress Tests 0 0 0 6 3 5 6 25
Models of Financial Stability and their Application in Stress Tests 0 0 0 76 5 10 15 161
On the origin of power law tails in price fluctuations 0 0 0 44 4 6 12 173
Optimal Design, Robustness, and Risk Aversion 0 0 0 131 1 5 6 683
Physicists Attempt to Scale the Ivory Towers of Finance 0 0 0 235 8 8 9 783
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 20 28 28 92
Production networks and epidemic spreading: How to restart the UK economy? 0 0 2 17 2 4 16 74
Reconstructing production networks using machine learning 1 1 4 121 17 22 43 228
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels 0 1 2 12 2 12 16 45
Segmentation algorithm for non-stationary compound Poisson processes 0 0 1 50 2 4 8 185
Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain 0 2 2 18 14 21 24 64
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 4 5 7 142
Stability analysis of financial contagion due to overlapping portfolios 0 0 1 64 1 1 8 173
Statistical Basis for Predicting Technological Progress 0 0 0 88 4 10 13 195
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 1 37 4 5 7 72
Statistical theory of the continuous double auction 1 1 3 79 5 10 17 222
Studies of the limit order book around large price changes 1 2 2 102 1 6 8 224
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective 1 1 1 82 2 11 17 344
Systemic implications of the bail-in design 0 0 0 5 4 4 6 18
Systemic implications of the bail-in design 0 0 1 12 2 6 8 17
Taming the Basel Leverage Cycle 0 0 0 19 4 5 8 43
Taming the Basel leverage cycle 0 0 0 0 3 5 5 5
Taming the Basel leverage cycle 0 0 0 24 6 9 9 49
Taming the Basel leverage cycle 0 0 0 41 1 8 8 47
Technological interdependencies predict innovation dynamics 0 0 0 17 2 4 8 48
Technological interdependencies predict innovation dynamics 0 0 1 9 8 12 16 49
The Intrafirm Complexity of Systemically Important Financial Institutions 0 0 0 26 3 4 4 56
The Predictive Power of Zero Intelligence in Financial Markets 0 0 0 49 3 8 13 183
The Price Dynamics of Common Trading Strategies 0 0 0 321 11 17 21 1,159
The Reality Game 0 1 1 51 3 8 10 215
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy 0 0 0 5 2 4 8 20
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 2 4 345 3 7 11 1,039
The Virtues and Vices of Equilibrium and the Future of Financial Economics 1 1 1 13 5 11 13 96
The dynamics of the leverage cycle 0 0 0 42 6 8 10 158
The long memory of the efficient market 0 0 0 59 1 5 9 209
The non-random walk of stock prices: The long-term correlation between signs and sizes 0 0 0 64 1 1 8 172
The prevalence of chaotic dynamics in games with many players 0 0 0 5 4 4 7 18
The prevalence of chaotic dynamics in games with many players 0 0 1 38 3 5 7 41
The price dynamics of common trading strategies 0 1 3 90 4 6 12 349
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic 0 0 0 4 2 2 6 24
The virtues and vices of equilibrium and the future of financial economics 0 1 2 17 3 5 9 115
There's more to volatility than volume 0 0 0 28 2 5 9 98
Tick size and price diffusion 0 0 0 64 2 4 4 147
To bail-out or to bail-in? Answers from an agent-based model 0 0 1 34 5 21 24 74
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II 0 0 1 13 3 5 9 21
Towards a taxonomy of learning dynamics in 2 x 2 games 0 0 0 30 5 7 8 65
Uncertain growth and the value of the future 0 0 0 8 2 4 6 33
What drives mutual fund asset concentration? 0 0 0 29 2 2 2 126
What really causes large price changes? 0 1 1 78 6 9 15 322
Why is order flow so persistent? 1 1 4 118 4 9 18 313
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 3 4 5 72
Total Working Papers 22 72 314 9,153 495 1,013 1,903 28,979
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 27 5 6 10 66
A Third Wave in the Economics of Climate Change 2 3 9 256 7 16 37 735
A US nuclear future? 0 0 1 2 0 0 2 4
A simulation of the insurance industry: the problem of risk model homogeneity 0 0 1 4 6 13 19 28
Acceleration of electrons in the plasma wakefield of a proton bunch 0 0 0 0 3 3 6 10
An analysis of price impact function in order-driven markets 0 0 0 8 2 3 5 40
An ecological perspective on the future of computer trading 0 0 1 68 5 8 14 195
An empirical behavioral model of liquidity and volatility 0 1 1 125 3 11 17 338
An open mind: memories of Ken Arrow 0 0 0 29 0 0 0 77
Black-box Bayesian inference for agent-based models 0 0 1 1 3 6 12 16
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment 0 0 1 4 9 10 16 25
Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow 0 0 0 8 4 5 5 39
Cool is not enough 0 0 0 1 5 6 6 10
Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? 0 0 0 1 0 2 10 13
Economic modelling fit for the demands of energy decision makers 1 1 5 11 4 8 18 34
Emergent inequality and business cycles in a simple behavioral macroeconomic model 0 0 1 3 1 2 7 14
Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches 0 0 0 9 3 6 10 59
Forecasting the propagation of pandemic shocks with a dynamic input-output model 1 2 5 9 5 11 24 47
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 1 123 5 10 20 440
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION 0 0 0 6 5 5 8 46
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 2 5 2 10 20 29
Historical costs of coal-fired electricity and implications for the future 0 1 1 34 2 4 8 143
How does the market react to your order flow? 0 1 1 16 0 1 4 71
How efficiency shapes market impact 1 2 3 10 2 5 11 45
How market ecology explains market malfunction 0 0 1 2 2 10 13 24
How predictable is technological progress? 0 0 0 85 4 10 17 427
How production networks amplify economic growth 0 0 0 14 4 10 18 58
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 0 10 9 12 16 105
Hypotheses non fingo: Problems with the scientific method in economics 2 2 5 31 4 8 14 113
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 5 7 9 227
Leverage causes fat tails and clustered volatility 0 1 4 74 3 9 19 403
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 1 39 3 6 15 186
Looking forward to the future 0 0 0 15 2 3 5 53
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 0 0 0 43 5 9 14 171
Market force, ecology and evolution 0 0 0 2 5 8 22 667
Master curve for price-impact function 0 0 3 13 4 11 18 48
Mechanical vs. informational components of price impact 0 0 0 8 3 5 8 43
Overlapping portfolios, contagion, and financial stability 0 0 3 144 4 7 18 339
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE 0 0 0 4 2 5 6 28
Reconstructing production networks using machine learning 1 1 3 9 5 11 23 58
Resilient and Inclusive Prosperity within Planetary Boundaries 0 0 0 3 4 4 6 50
Scenario-free analysis of financial stability with interacting contagion channels 0 0 1 5 2 8 11 23
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 2 3 7 8 28
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain 0 0 2 3 2 4 9 21
Stability analysis of financial contagion due to overlapping portfolios 0 1 4 97 7 23 47 394
Statistical Basis for Predicting Technological Progress 0 0 0 0 1 3 3 12
Statistical theory of the continuous double auction 0 1 7 37 2 8 22 116
Studies of the limit order book around large price changes 0 0 1 29 2 6 8 107
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective 1 2 9 77 8 13 36 353
Taming the Basel leverage cycle 0 0 1 8 3 5 8 172
The Long Memory of the Efficient Market 0 0 2 106 4 7 15 445
The dynamics of the leverage cycle 0 0 1 46 0 2 9 165
The economy needs agent-based modelling 1 1 8 16 6 15 28 61
The intrafirm complexity of systemically important financial institutions 0 0 0 8 4 5 8 40
The non-random walk of stock prices: the long-term correlation between signs and sizes 0 0 0 12 0 1 2 38
The power of patience: a behavioural regularity in limit-order placement 0 0 0 19 1 3 8 104
The price dynamics of common trading strategies 0 0 5 310 3 6 21 837
The reality game 0 0 0 22 3 4 10 115
The two cultures of Wall Street 0 0 0 1 0 3 5 9
The unequal effects of the health–economy trade-off during the COVID-19 pandemic 0 0 0 1 8 13 17 21
The unsmooth trajectory of Benoit Mandelbrot 0 0 0 29 2 2 2 75
There's more to volatility than volume 0 0 1 14 2 6 11 65
To bail-out or to bail-in? Answers from an agent-based model 0 0 2 98 2 6 15 273
Towards a taxonomy of learning dynamics in 2 × 2 games 0 0 2 3 0 3 6 20
What really causes large price changes? 0 0 0 36 2 6 12 148
Why is equity order flow so persistent? 0 0 1 30 3 5 16 151
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 10 5 5 10 92
Total Journal Articles 10 20 102 2,381 224 455 877 9,409

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 37 0 1 7 68
Properly discounting the future: using predictions in an uncertain world 0 0 0 9 4 4 4 35
Total Chapters 0 0 2 46 4 5 11 103

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Statistics updated 2026-02-12