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J. Doyne Farmer - Publications

Affiliations: 
1981-1991 Los Alamos National Laboratory, Los Alamos, NM, United States 
 1999-2012 Santa Fe Institute, Santa Fe, NM, United States 
 2012- University of Oxford, Oxford, United Kingdom 
Area:
Complex systems
Website:
http://www.santafe.edu/~jdf/
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61 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2022 Masoliver J, Montero M, Perelló J, Farmer JD, Geanakoplos J. Valuing the Future and Discounting in Random Environments: A Review. Entropy (Basel, Switzerland). 24. PMID 35455159 DOI: 10.3390/e24040496  0.649
2022 McNerney J, Savoie C, Caravelli F, Carvalho VM, Farmer JD. How production networks amplify economic growth. Proceedings of the National Academy of Sciences of the United States of America. 119. PMID 34949713 DOI: 10.1073/pnas.2106031118  0.651
2020 Chanona RMdR, Mealy P, Pichler A, Lafond F, Farmer JD. Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective Oxford Review of Economic Policy. DOI: 10.5281/Zenodo.3746661  0.317
2020 Perelló J, Montero M, Masoliver J, Farmer JD, Geanakoplos J. Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation Journal of Statistical Mechanics: Theory and Experiment. 2020: 043210. DOI: 10.1088/1742-5468/Ab7A1E  0.635
2019 Pangallo M, Heinrich T, Farmer JD. Best reply structure and equilibrium convergence in generic games Science Advances. 5. PMID 30801001 DOI: 10.1126/Sciadv.Aat1328  0.361
2019 Mealy P, Farmer JD, Teytelboym A. Interpreting economic complexity. Science Advances. 5: eaau1705. PMID 30662945 DOI: 10.1126/Sciadv.Aau1705  0.316
2019 Way R, Lafond F, Lillo F, Panchenko V, Farmer JD. Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves Journal of Economic Dynamics and Control. 101: 211-238. DOI: 10.2139/Ssrn.2965695  0.342
2018 Sanders JBT, Farmer JD, Galla T. The prevalence of chaotic dynamics in games with many players. Scientific Reports. 8: 4902. PMID 29559641 DOI: 10.1038/S41598-018-22013-5  0.321
2017 Lafond F, Bailey AG, Bakker JD, Rebois D, Zadourian R, McSharry P, Farmer JD. How well do experience curves predict technological progress? A method for making distributional forecasts Technological Forecasting and Social Change. 128: 104-117. DOI: 10.1016/J.Techfore.2017.11.001  0.301
2016 Aymanns C, Caccioli F, Farmer JD, Tan VWC. Taming the Basel leverage cycle Journal of Financial Stability. 27: 263-277. DOI: 10.1016/J.Jfs.2016.02.004  0.358
2015 Farmer JD, Geanakoplos J, Masoliver J, Montero M, Perelló J. Value of the future: Discounting in random environments. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 91: 052816. PMID 26066221 DOI: 10.1103/Physreve.91.052816  0.623
2015 Zarinelli E, Treccani M, Farmer JD, Lillo F. Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate Market Microstructure and Liquidity. 1: 1550004. DOI: 10.1142/S2382626615500045  0.301
2015 Aymanns C, Farmer JD. The dynamics of the leverage cycle Journal of Economic Dynamics and Control. 50: 155-179. DOI: 10.1016/J.Jedc.2014.09.015  0.39
2015 Klimek P, Poledna S, Farmer JD, Thurner S. To bail-out or to bail-in? Answers from an agent-based model Journal of Economic Dynamics and Control. 50: 144-154. DOI: 10.1016/J.Jedc.2014.08.020  0.38
2015 Farmer JD, Hepburn C, Mealy P, Teytelboym A. A Third Wave in the Economics of Climate Change Environmental and Resource Economics. 62: 329-357. DOI: 10.1007/S10640-015-9965-2  0.371
2014 Farmer JD, Geanakoplos J. Properly discounting the future: Using predictions in an uncertain world Predicting the Future in Science, Economics, and Politics. 114-125. DOI: 10.4337/9781783471874.00016  0.55
2014 Caccioli F, Shrestha M, Moore C, Farmer JD. Stability analysis of financial contagion due to overlapping portfolios Journal of Banking and Finance. 46: 233-245. DOI: 10.2139/Ssrn.2176080  0.417
2014 Hepburn C, Beinhocker E, Farmer JD, Teytelboym A. Resilient and inclusive prosperity within planetary boundaries China and World Economy. 22: 76-92. DOI: 10.1111/J.1749-124X.2014.12085.X  0.366
2014 Poledna S, Thurner S, Farmer JD, Geanakoplos J. Leverage-induced systemic risk under Basle II and other credit risk policies Journal of Banking and Finance. 42: 199-212. DOI: 10.1016/J.Jbankfin.2014.01.038  0.625
2013 Nagy B, Farmer JD, Bui QM, Trancik JE. Statistical basis for predicting technological progress. Plos One. 8: e52669. PMID 23468837 DOI: 10.1371/Journal.Pone.0052669  0.335
2013 Galla T, Farmer JD. Complex dynamics in learning complicated games. Proceedings of the National Academy of Sciences of the United States of America. 110: 1232-6. PMID 23297213 DOI: 10.1073/Pnas.1109672110  0.332
2013 Farmer JD, Gerig A, Lillo F, Waelbroeck H. How efficiency shapes market impact Quantitative Finance. 13: 1743-1758. DOI: 10.2139/Ssrn.2235751  0.423
2013 Farmer JD, Skouras S. An ecological perspective on the future of computer trading Quantitative Finance. 13: 325-346. DOI: 10.1080/14697688.2012.757636  0.343
2013 Farmer JD. Hypotheses non fingo: Problems with the scientific method in economics Journal of Economic Methodology. 20: 377-385. DOI: 10.1080/1350178X.2013.859408  0.332
2012 Caccioli F, Catanach TA, Farmer JD. Heterogeneity, correlations and financial contagion Advances in Complex Systems. 15. DOI: 10.2139/Ssrn.1923246  0.342
2012 Thurner S, Farmer JD, Geanakoplos J. Leverage causes fat tails and clustered volatility Quantitative Finance. 12: 695-707. DOI: 10.2139/Ssrn.1534648  0.666
2012 Geanakoplos J, Axtell R, Farmer JD, Howitt P, Conlee B, Goldstein J, Hendrey M, Palmer NM, Yang CY. Getting at systemic risk via an agent-based model of the housing market American Economic Review. 102: 53-58. DOI: 10.1257/Aer.102.3.53  0.648
2012 Farmer JD, Gallegati M, Hommes C, Kirman A, Ormerod P, Cincotti S, Sanchez A, Helbing D. A complex systems approach to constructing better models for managing financial markets and the economy European Physical Journal-Special Topics. 214: 295-324. DOI: 10.1140/Epjst/E2012-01696-9  0.396
2010 Schwarzkopf Y, Farmer JD. Empirical study of the tails of mutual fund size. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 81: 066113. PMID 20866484 DOI: 10.1103/Physreve.81.066113  0.702
2009 Farmer JD, Foley D. The economy needs agent-based modelling. Nature. 460: 685-6. PMID 19661896 DOI: 10.1038/460685A  0.352
2009 Cherkashin D, Farmer JD, Lloyd S. The reality game Journal of Economic Dynamics and Control. 33: 1091-1105. DOI: 10.2139/Ssrn.1336822  0.734
2009 Farmer JD, Geanakoplos J. The virtues and vices of equilibrium and the future of financial economics Complexity. 14: 11-38. DOI: 10.1002/Cplx.V14:3  0.654
2009 Farmer JD, Geanakoplos J. The virtues and vices of equilibrium and the future of financial economics Complexity. 14: 11-38. DOI: 10.1002/cplx.20261  0.629
2008 Spada GL, Farmer JD, Lillo F. The non-random walk of stock prices: the long-term correlation between signs and sizes European Physical Journal B. 64: 607-614. DOI: 10.1140/Epjb/E2008-00244-4  0.405
2008 Mike S, Farmer JD. An empirical behavioral model of liquidity and volatility Journal of Economic Dynamics and Control. 32: 200-234. DOI: 10.1016/J.Jedc.2007.01.025  0.418
2008 Farmer JD, Lux T. Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' Journal of Economic Dynamics and Control. 32: 1-6. DOI: 10.1016/J.Jedc.2007.01.019  0.316
2006 Gillemot L, Farmer JD, Lillo F. There's More to Volatility than Volume Quantitative Finance. 6: 371-384. DOI: 10.2139/Ssrn.820865  0.375
2006 Farmer JD, Gerig A, Lillo F, Mike S. Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? Quantitative Finance. 6: 107-112. DOI: 10.1080/14697680600668048  0.393
2006 Farmer JD. Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow Quantitative Finance. 6: 1-3. DOI: 10.1080/14697680500510613  0.306
2005 Lillo F, Mike S, Farmer JD. Theory for long memory in supply and demand. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 71: 066122. PMID 16089835 DOI: 10.1103/Physreve.71.066122  0.325
2005 Farmer JD, Patelli P, Zovko II. The predictive power of zero intelligence in financial markets. Proceedings of the National Academy of Sciences of the United States of America. 102: 2254-9. PMID 15687505 DOI: 10.1073/Pnas.0409157102  0.451
2005 Lillo F, Farmer JD. The Key Role Of Liquidity Fluctuations In Determining Large Price Changes Fluctuation and Noise Letters. 5. DOI: 10.1142/S0219477505002574  0.391
2005 Farmer JD, Shubik M, Smith E. Is Economics the Next Physical Science Physics Today. 58: 37-42. DOI: 10.1063/1.2117821  0.31
2004 Lillo F, Farmer JD. The Long Memory of the Efficient Market Studies in Nonlinear Dynamics and Econometrics. 8: 1-35. DOI: 10.2202/1558-3708.1226  0.307
2004 Farmer JD, Lillo F. On the origin of power law tails in price fluctuations Quantitative Finance. 4: 7-11. DOI: 10.1088/1469-7688/4/1/C01  0.421
2004 Farmer JD, Gillemot L, Lillo F, Mike S, Sen A. What really causes large price changes Quantitative Finance. 4: 383-397. DOI: 10.1080/14697680400008627  0.413
2003 Daniels MG, Farmer JD, Gillemot L, Iori G, Smith E. Quantitative model of price diffusion and market friction based on trading as a mechanistic random process. Physical Review Letters. 90: 108102. PMID 12689037 DOI: 10.1103/Physrevlett.90.108102  0.42
2003 Lillo F, Farmer JD, Mantegna RN. Econophysics: Master curve for price-impact function. Nature. 421: 129-30. PMID 12520292 DOI: 10.1038/421129A  0.42
2003 Smith E, Farmer JD, Gillemot L, Krishnamurthy S. Statistical theory of the continuous double auction Quantitative Finance. 3: 481-514. DOI: 10.1088/1469-7688/3/6/307  0.434
2003 Farmer JD. Looking forward to the future Quantitative Finance. 3: 30-30. DOI: 10.1088/1469-7688/3/3/601  0.338
2002 Newman ME, Girvan M, Farmer JD. Optimal design, robustness, and risk aversion. Physical Review Letters. 89: 028301. PMID 12097019 DOI: 10.1103/Physrevlett.89.028301  0.306
2002 Zovko II, Farmer JD. The power of patience: a behavioural regularity in limit-order placement Quantitative Finance. 2: 387-392. DOI: 10.2139/Ssrn.316160  0.417
2002 Farmer JD. Market Force, Ecology, and Evolution Industrial and Corporate Change. 11: 895-953. DOI: 10.1093/Icc/11.5.895  0.413
2002 Farmer JD, Joshi S. The price dynamics of common trading strategies Journal of Economic Behavior and Organization. 49: 149-171. DOI: 10.1016/S0167-2681(02)00065-3  0.395
2000 Farmer JD. A Simple Model For The Nonequilibrium Dynamics And Evolution Of A Financial Market International Journal of Theoretical and Applied Finance. 3: 425-441. DOI: 10.1142/S0219024900000346  0.432
2000 Farmer JD. Physicists Attempt To Scale The Ivory Towers Of Finance International Journal of Theoretical and Applied Finance. 3: 311-333. DOI: 10.1142/S0219024900000164  0.374
1999 Farmer JD, Lo AW. Frontiers of finance: evolution and efficient markets. Proceedings of the National Academy of Sciences of the United States of America. 96: 9991-2. PMID 10468547 DOI: 10.1073/Pnas.96.18.9991  0.411
1990 Farmer JD. A Rosetta stone for connectionism Physica D: Nonlinear Phenomena. 42: 153-187. DOI: 10.1016/0167-2789(90)90072-W  0.3
1989 Bagley RJ, Farmer JD, Kauffman SA, Packard NH, Perelson AS, Stadnyk IM. Modeling adaptive biological systems. Bio Systems. 23: 113-37; discussion 1. PMID 2627562 DOI: 10.1016/0303-2647(89)90016-6  0.47
1987 Farmer JD, Kauffman SA, Packard NH, Perelson AS. Adaptive dynamic networks as models for the immune system and autocatalytic sets. Annals of the New York Academy of Sciences. 504: 118-31. PMID 3477111 DOI: 10.1111/J.1749-6632.1987.Tb48728.X  0.529
1983 Brandstäter A, Swift J, Swinney HL, Wolf A, Farmer JD, Jen E, Crutchfield JP. Erratum: Low-dimensional chaos in a hydrodynamic system (Physical Review Letters (1983) 51, 19, (1814)) Physical Review Letters. 51. DOI: 10.1103/Physrevlett.51.1814.3  0.609
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