Search filters

List of works by J. Doyne Farmer

A US nuclear future?

scientific article

An analytic approach to practical state space reconstruction

article

Best reply structure and equilibrium convergence in generic games

scientific article published on 20 February 2019

Chaos in learning a simple two-person game

scientific article

Complex dynamics in learning complicated games

scientific article published on 7 January 2013

Complex systems. Complexity theory and financial regulation

scientific article published on 18 February 2016

Cool is not enough

scientific article published in Nature

Empirical study of the tails of mutual fund size

scientific article published on 18 June 2010

Generative model for feedback networks

scientific article published on 18 January 2006

Geometry from a Time Series

scientific article

How predictable is technological progress?

scientific article (publication date: April 2016)

Interpreting economic complexity

scientific article published on 09 January 2019

Leverage causes fat tails and clustered volatility

article

Market force, ecology and evolution

article

Market impact and trading profile of hidden orders in stock markets

scientific article published in December 2009

Master curve for price-impact function

scientific article published in Nature

Optimal design, robustness, and risk aversion.

scientific article published on 21 June 2002

Physicists attempt to scale the ivory towers of finance

Power-laws in recurrence networks from dynamical systems

Predicting chaotic time series

scientific article published in Physical Review Letters

Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process

scientific article published on March 13, 2003

Role of design complexity in technology improvement

scientific article published on May 16, 2011

Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation

scientific article published in 2020

Statistical basis for predicting technological progress

scientific article

Statistical theory of the continuous double auction

Superexponential long-term trends in information technology

scientific article published in October 2011

Taming the Basel leverage cycle

Testing for nonlinearity in time series: the method of surrogate data

scholarly article

The Long Memory of the Efficient Market

article

The economy needs agent-based modelling

scientific article

The predictive power of zero intelligence in financial markets

scientific article

The prevalence of chaotic dynamics in games with many players

scientific article published on 20 March 2018

The two cultures of Wall Street

journal article; published in Nature on 2008-11-12

The virtues and vices of equilibrium and the future of financial economics

article

Theory for long memory in supply and demand

scientific article published on 22 June 2005

What's evolving in artificial life

scientific article published in Nature