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 28 8 15 35 114
A proposal for impact-adjusted valuation: Critical leverage and execution risk 0 0 0 35 1 4 5 112
A quantitative model of trading and price formation in financial markets 0 0 0 70 3 9 11 214
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 13 1 6 14 42
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 8 2 6 16 54
A simulation of the insurance industry: The problem of risk model homogeneity 0 0 0 16 1 6 16 53
A taxonomy of learning dynamics in 2 × 2 games 0 0 0 1 3 6 11 19
A theory for long-memory in supply and demand 0 0 0 23 0 6 8 77
Agent-Based Modeling in Economics and Finance: Past, Present, and Future 9 28 145 514 21 60 302 1,156
An empirical behavioral model of liquidity and volatility 0 0 0 82 1 4 8 277
An empirical behavioral model of price formation 0 0 0 42 2 6 8 127
An empirical study of the tails of mutual fund size 0 0 0 43 0 1 3 112
Automation and occupational mobility: A data-driven network model 0 0 0 25 0 4 8 56
Best reply structure and equilibrium convergence in generic games 0 0 0 30 0 5 6 57
Best reply structure and equilibrium convergence in generic games 0 1 3 6 1 7 13 20
Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate 0 1 3 25 4 13 34 90
Black-box Bayesian inference for economic agent-based models 0 0 0 55 1 4 8 99
Black-box Bayesian inference for economic agent-based models 0 0 2 20 0 0 7 34
Calibrating Agent-based Models to Microdata with Graph Neural Networks 0 0 4 37 1 5 24 66
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 11 0 5 11 33
Can stimulating demand drive costs down? World War II as a natural experiment 0 0 0 14 0 11 14 43
Chaos in Learning a Simple Two Person Game 0 0 0 196 1 5 8 605
Correlations and clustering in the trading of members of the London Stock Exchange 0 0 2 38 0 3 9 100
Demand Storage, Market Liquidity, and Price Volatility 0 0 0 119 1 4 5 581
Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 0 0 0 38 2 5 9 81
Discounting the Distant Future 0 0 0 51 3 5 5 138
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 0 2 11 163
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 19 1 5 16 31
Economics: the next physical science? 0 0 0 471 0 4 17 1,288
Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model 0 0 0 0 2 4 5 7
Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model 0 0 0 24 0 3 6 27
Empirically grounded technology forecasts and the energy transition 0 0 1 55 4 16 32 205
Employment dynamics in a rapid decarbonization of the power sector 1 1 1 50 2 10 20 126
Estimating initial conditions for dynamical systems with incomplete information 0 0 1 40 0 3 9 91
Foundations of system-wide financial stress testing with heterogeneous institutions 0 1 4 37 1 15 24 81
Foundations of system-wide financial stress testing with heterogeneous institutions 0 0 0 10 2 8 14 42
Frontiers of Finance: Evolution and Efficient Markets 0 0 0 521 0 3 18 1,683
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 1 3 297 0 7 20 745
Heterogeneity, correlations and financial contagion 0 0 0 84 3 7 11 179
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market 0 0 1 16 0 8 36 77
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 1 20 1 10 18 46
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 0 10 0 10 17 52
How Market Ecology Explains Market Malfunction 0 1 1 10 2 10 12 67
How does the market react to your order flow? 0 1 1 104 0 3 8 274
How efficiency shapes market impact 0 0 0 125 1 7 12 283
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network 0 0 1 46 2 4 11 123
How markets slowly digest changes in supply and demand 0 1 4 150 3 16 35 544
How predictable is technological progress? 0 0 2 30 1 6 15 129
How production networks amplify economic growth 0 0 0 57 0 0 4 103
How production networks amplify economic growth 0 0 2 27 2 4 19 55
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 1 55 1 3 12 148
Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates 0 1 1 666 2 13 16 2,243
Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates 0 1 2 111 3 12 16 220
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 3 32 6 11 27 105
In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model 0 0 0 8 0 5 15 47
Interpreting Economic Complexity 0 0 0 61 7 12 17 233
Leverage Causes Fat Tails and Clustered Volatility 0 1 2 124 2 13 27 358
Leverage Causes Fat Tails and Clustered Volatility 0 0 2 50 3 9 19 193
Leverage Causes Fat Tails and Clustered Volatility 0 0 0 161 3 7 17 330
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 0 139 1 7 9 232
Liquidity Spirals 0 0 7 36 9 35 72 140
Macroprudential policy in an agent-based model of the UK housing market 0 0 4 155 1 9 34 430
Market Force, Ecology, and Evolution 0 0 1 539 1 6 24 1,953
Market Force, Ecology, and Evolution 0 0 0 0 1 10 21 909
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 5 9 174
Market impact and trading profile of large trading orders in stock markets 0 0 0 122 1 3 5 364
Market making, price formation, and technical trading 0 0 0 0 1 7 10 668
Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution 0 0 0 13 1 5 11 46
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 1 4 1 3 8 24
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution 0 0 0 20 1 3 7 45
Mechanical vs. informational components of price impact 0 0 0 35 0 0 6 110
Modeling simultaneous supply and demand shocks in input-output networks 0 1 5 25 0 5 19 58
Modelling labour market transitions: the case of productivity shifts in Brazil 0 0 8 70 1 5 26 162
Models of Financial Stability and Their Application in Stress Tests 0 1 1 7 2 9 12 31
Models of Financial Stability and their Application in Stress Tests 0 0 0 76 2 7 16 163
On the origin of power law tails in price fluctuations 0 0 0 44 1 5 12 174
Optimal Design, Robustness, and Risk Aversion 0 0 0 131 0 1 6 683
Physicists Attempt to Scale the Ivory Towers of Finance 0 0 0 235 1 10 11 785
Production networks and epidemic spreading: How to restart the UK economy? 0 0 0 17 2 23 31 95
Production networks and epidemic spreading: How to restart the UK economy? 0 0 1 17 2 7 20 79
Reconstructing production networks using machine learning 0 2 5 122 1 21 43 232
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels 0 0 2 12 3 6 20 49
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 50 0 2 6 185
Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain 0 0 2 18 0 15 25 65
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange 0 0 0 48 0 4 6 142
Stability analysis of financial contagion due to overlapping portfolios 0 0 1 64 1 2 7 174
Statistical Basis for Predicting Technological Progress 0 0 0 88 3 8 17 199
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 1 37 0 6 8 74
Statistical theory of the continuous double auction 0 1 3 79 2 8 18 225
Studies of the limit order book around large price changes 0 1 2 102 0 1 7 224
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective 0 1 1 82 2 7 22 349
Systemic implications of the bail-in design 0 0 0 5 0 6 7 20
Systemic implications of the bail-in design 0 0 1 12 1 4 9 19
Taming the Basel Leverage Cycle 0 0 0 19 2 6 10 45
Taming the Basel leverage cycle 0 0 0 0 0 4 6 6
Taming the Basel leverage cycle 0 0 0 24 1 10 13 53
Taming the Basel leverage cycle 0 0 0 41 1 4 11 50
Technological interdependencies predict innovation dynamics 0 0 1 9 0 9 15 50
Technological interdependencies predict innovation dynamics 0 0 0 17 2 4 10 50
The Intrafirm Complexity of Systemically Important Financial Institutions 0 0 0 26 1 4 5 57
The Predictive Power of Zero Intelligence in Financial Markets 1 2 2 51 7 12 22 192
The Price Dynamics of Common Trading Strategies 0 0 0 321 1 12 19 1,160
The Reality Game 0 0 1 51 0 3 9 215
The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy 0 0 0 5 2 5 11 23
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 1 1 13 0 7 15 98
The Virtues and Vices of Equilibrium and the Future of Financial Economics 0 0 4 345 0 5 12 1,041
The dynamics of the leverage cycle 0 0 0 42 2 8 12 160
The long memory of the efficient market 0 0 0 59 1 3 9 211
The non-random walk of stock prices: The long-term correlation between signs and sizes 0 0 0 64 0 1 6 172
The prevalence of chaotic dynamics in games with many players 0 0 1 38 1 4 7 42
The prevalence of chaotic dynamics in games with many players 0 0 0 5 1 6 9 20
The price dynamics of common trading strategies 0 0 3 90 2 6 13 351
The unequal effects of the health-economy tradeoff during the COVID-19 pandemic 0 0 0 4 2 6 10 28
The virtues and vices of equilibrium and the future of financial economics 0 0 2 17 1 7 12 119
There's more to volatility than volume 0 0 0 28 0 4 10 100
Tick size and price diffusion 0 0 0 64 0 2 4 147
To bail-out or to bail-in? Answers from an agent-based model 0 0 1 34 1 9 28 78
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II 1 1 2 14 2 5 10 23
Towards a taxonomy of learning dynamics in 2 x 2 games 0 0 0 30 0 5 8 65
Uncertain growth and the value of the future 0 0 0 8 0 4 8 35
What drives mutual fund asset concentration? 0 0 0 29 0 3 3 127
What really causes large price changes? 0 0 1 78 2 9 18 325
Why is order flow so persistent? 0 2 4 119 8 18 28 327
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 2 8 10 77
Total Working Papers 12 52 268 9,183 196 903 2,081 29,387
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 0 27 0 7 11 68
A Third Wave in the Economics of Climate Change 0 2 7 256 3 14 39 742
A US nuclear future? 0 0 1 2 0 0 1 4
A simulation of the insurance industry: the problem of risk model homogeneity 0 0 1 4 1 8 20 30
Acceleration of electrons in the plasma wakefield of a proton bunch 0 0 0 0 0 4 6 11
An analysis of price impact function in order-driven markets 0 0 0 8 0 2 5 40
An ecological perspective on the future of computer trading 0 0 1 68 0 5 13 195
An empirical behavioral model of liquidity and volatility 0 1 2 126 2 8 22 343
An open mind: memories of Ken Arrow 0 0 0 29 0 1 1 78
Black-box Bayesian inference for agent-based models 0 0 1 1 3 7 15 20
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment 0 0 1 4 3 13 19 29
Comment on 'Large stock price changes: volume or liquidity?', by Weber and Rosenow 0 0 0 8 1 5 6 40
Cool is not enough 0 0 0 1 0 5 6 10
Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? 0 0 0 1 0 0 8 13
Economic modelling fit for the demands of energy decision makers 0 1 4 11 0 5 17 35
Emergent inequality and business cycles in a simple behavioral macroeconomic model 0 0 0 3 0 2 7 15
Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches 0 0 0 9 0 3 9 59
Forecasting the propagation of pandemic shocks with a dynamic input-output model 0 1 5 9 4 12 31 54
Getting at Systemic Risk via an Agent-Based Model of the Housing Market 0 0 1 123 0 7 19 442
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION 0 0 0 6 2 8 11 49
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market 0 0 2 5 0 4 22 31
Historical costs of coal-fired electricity and implications for the future 0 0 1 34 1 3 7 144
How does the market react to your order flow? 0 1 2 17 0 1 5 72
How efficiency shapes market impact 0 1 3 10 2 5 14 48
How market ecology explains market malfunction 1 1 2 3 1 9 19 31
How predictable is technological progress? 1 1 1 86 2 6 18 429
How production networks amplify economic growth 0 0 0 14 1 5 15 59
How well do experience curves predict technological progress? A method for making distributional forecasts 0 0 0 10 1 12 17 108
Hypotheses non fingo: Problems with the scientific method in economics 0 2 5 31 1 5 14 114
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' 0 0 0 106 0 5 9 227
Leverage causes fat tails and clustered volatility 0 0 1 74 1 9 20 409
Leverage-induced systemic risk under Basle II and other credit risk policies 0 0 1 39 0 4 16 187
Looking forward to the future 0 0 0 15 0 2 3 53
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? 0 1 1 44 0 11 20 177
Market force, ecology and evolution 0 0 0 2 0 6 20 668
Master curve for price-impact function 0 0 1 13 1 6 18 50
Mechanical vs. informational components of price impact 0 0 0 8 1 4 9 44
Overlapping portfolios, contagion, and financial stability 2 2 4 146 4 10 21 345
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE 0 0 0 4 0 2 6 28
Reconstructing production networks using machine learning 0 1 2 9 0 10 27 63
Resilient and Inclusive Prosperity within Planetary Boundaries 0 0 0 3 0 4 4 50
Scenario-free analysis of financial stability with interacting contagion channels 0 0 1 5 6 9 18 30
Segmentation algorithm for non-stationary compound Poisson processes 0 0 0 2 0 3 7 28
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain 1 1 3 4 1 5 12 24
Stability analysis of financial contagion due to overlapping portfolios 0 0 3 97 2 10 43 397
Statistical Basis for Predicting Technological Progress 0 0 0 0 0 1 3 12
Statistical theory of the continuous double auction 0 0 7 37 4 9 28 123
Studies of the limit order book around large price changes 0 0 0 29 0 2 6 107
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective 0 4 10 80 8 25 47 370
Taming the Basel leverage cycle 0 0 1 8 4 7 11 176
The Long Memory of the Efficient Market 0 0 1 106 0 6 14 447
The dynamics of the leverage cycle 1 1 2 47 3 6 14 171
The economy needs agent-based modelling 1 3 8 18 1 9 28 64
The intrafirm complexity of systemically important financial institutions 0 0 0 8 1 5 9 41
The non-random walk of stock prices: the long-term correlation between signs and sizes 0 0 0 12 1 2 4 40
The power of patience: a behavioural regularity in limit-order placement 0 0 0 19 1 2 9 105
The price dynamics of common trading strategies 0 0 4 310 1 4 20 838
The reality game 0 0 0 22 2 5 10 117
The two cultures of Wall Street 0 0 0 1 0 0 4 9
The unequal effects of the health–economy trade-off during the COVID-19 pandemic 0 0 0 1 0 8 16 21
The unsmooth trajectory of Benoit Mandelbrot 0 0 0 29 0 2 2 75
There's more to volatility than volume 0 0 1 14 1 4 12 67
To bail-out or to bail-in? Answers from an agent-based model 0 0 2 98 0 3 16 274
Towards a taxonomy of learning dynamics in 2 × 2 games 0 0 1 3 0 1 6 21
What really causes large price changes? 0 0 0 36 0 3 12 149
Why is equity order flow so persistent? 3 5 6 35 7 14 27 162
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 10 2 10 14 97
Total Journal Articles 10 29 100 2,400 80 394 962 9,579

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 0 7 68
Properly discounting the future: using predictions in an uncertain world 0 0 0 9 0 5 5 36
Total Chapters 0 0 2 46 0 5 12 104

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Statistics updated 2026-04-09