Items which include J. Doyne Farmer

Title Date
Less precision, more truth: Uncertainty in climate economics and macroprudential policy
Tipping points to the post-carbon society with Prof Doyne Farmer & Prof Cameron Hepburn
ABCE: A Python Library for Economic Agent-Based Modeling
No. 2017-09 - Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves
No. 2017-06 - A taxonomy of learning dynamics in 2 × 2 games
No. 2017-05 - The prevalence of chaotic dynamics in games with many players
No. 2017-07 - Best reply structure and equilibrium convergence in generic games
How well do experience curves predict technological progress? A method for making distributional forecasts
No. 2017-08 - How well do experience curves predict technological progress? A method for making distributional forecasts
Macroprudential policy in an agent-based model of the UK housing market
Complexity Theory to Support Public Policy and Financial Regulation: Economic Policy Needs Network Analysis and Behavioral Modeling
Taming the Basel leverage cycle
How Predictable is Technological Progress?
Old Economic Models Couldn’t Predict the Recession:?Time for New Ones
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
A Third Wave in the Economics of Climate Change
Taming the Basel Leverage Cycle
Value of the Future: Discounting in Random Environments
The Intrafirm Complexity of Systemically Important Financial Institutions
The Intrafirm Complexity of Systemically Important Financial Institutions
Why is Order Flow So Persistent?
Overlapping Portfolios, Contagion, and Financial Stability
Dynamics of the Leverage Cycle
To Bail-out or to Bail-in? Answers from an Agent-based Model
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
Resilient and Inclusive Prosperity within Planetary Boundaries
Stability Analysis of Financial Contagion due to Overlapping Portfolios
Less Precision, More Truth: Uncertainty in Climate Economics and Macroprudential Policy
Discounting the Distant Future
How to Improve the Financial Architecture and Its Resilience
Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies
Sensitive Dependence to Noise without Sensitive Dependence to Initial Conditions
Research Agenda in Financial Markets
An empirical behavioral model of price formation
Why is Order Flow so Persistent?
Next Generation Economy, Energy and Climate Modeling
Hypotheses Non Fingo: Problems with the Scientific Method in Economics
An Ecological Perspective on the Future of Computer Trading
The Evolutionary Ecology of Technological Innovations
Statistical Basis for Predicting Technological Progress
Impact-Adjusted Valuation and the Criticality of Leverage
A Proposal for Impact-Adjusted Valuation: Critical Leverage and Execution Risk
How Does The Market React to Your Order Flow?
Economics Needs to Treat the Economy as a Complex System
Getting at Systemic Risk via an Agent-Based Model of the Housing Market
Superexponential Long-Term Trends in Information Technology. J. of Technological Forecasting and Social Change
Role of Design Complexity in Technology Improvement
How Efficiency Shapes Market Impact.
Complex Dynamics in Learning Complicated Games
Heterogeneity, Correlations and Financial Contagion
Segmentation Algorithm for Non-Stationary Compound Poisson Processes.
A US Nuclear Future
Tick Size and Price Diffusion.
An Empirical Study of the Tails of Mutual Fund Size.
Doyne Farmer on Networks and Systemic Risk - INET Annual Conference 2010
What Drives Mutual Fund Asset Concentration?
Obama Focusing on Wrong Energy
Historical Costs of Coal-Fired Electricity and Implications for the Future
The Cause of Universality in Growth Fluctuations.
Supporting Information — The Cause of Universality in Growth Fluctuations.
Market Impact and Trading Profile of Hidden Orders in Stock Markets
Leverage Causes Fat Tails and Clustered Volatility
Hyperbolic Discounting is Rational: Valuing the Far Future with Uncertain Discount Rates
The Economy Needs Agent-Based Modelling
The Reality Game
Studies of the Limit Order Book around Large Price Changes
Power Laws in Economics and Elsewhere.
The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes
The Virtues and Vices of Equilibrium and the Future of Financial Economics
A theory of aggregate market impact
Time Evolution of The Mutual Fund Size Distribution
The Two Cultures of Wall Street
The Physics of Information
How Markets Slowly Digest Changes in Supply and Demand
The Virtues and Vices of Equilibrium and the Future of Financial Economics
An Empirical Behavioral Model of Liquidity and Volatility
Dynamics of Technological Development in the Energy Sector
Applications of Statistical Physics in Economics and Finance
Correlations and Clustering in the Trading of Members of the London Stock Exchange
Mechanical vs. Informational Components of Price Impact
A Simple Evolutionary Game with Feedback between Perception and Reality
There's More to Volatility than Volume
Culture Crash
Econophysicists Matter
Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary
The Evolution of Adventure in Literature and Life
Is Economics the Next Physical Science?
A Generative Model for Feedback Networks.
The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations
The Predictive Power of Zero Intelligence in Financial Markets
A Random Order Placement Model of Price Formation in the Continuous Double Auction
Cool is Not Enough: There’s More to Life than the Second Law of Thermodynamics
Theory for Long Memory in Supply and Demand
What Really Causes Large Price Changes?
The Long Memory of the Efficient Market
On the Origin of Power Law Tails in Price Fluctuations
Statistical Theory of the Continuous Double Auction
Forward to Brownian Agents and Active Particles
An Analysis of Price Impact Function in Order-Driven Markets
The Power of Patience: A Behavioral Regularity in Limit Order Placement
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
Optimal Design, Robustness, and Risk Aversion.
Chaos in Learning a Simple Two Person Game
How storing supply and demand affects price diffusion
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
Market Force, Ecology and Evolution
The Price Dynamics of Common Trading Strategies
Toward Agent-Based Models for Investment
Physicists Attempt to Scale the Ivory Towers of Finance
Frontiers of Finance: Evolution and Efficient Markets
Slippage 1996
An Analytic Approach to Practical State Space Reconstruction
Generalized Lyapunov Exponents Corresponding to Higher Order Derivatives
Deterministic Noise Amplifiers.
Detecting Nonlinear Structure in Time Series
Optimal Shadowing and Noise Reduction
State Space Reconstruction in the Presence of Noise
Artificial Life: The Coming Evolution
Spontaneous Emergence of a Metabolism.
Evolution of a Metabolism.
State Space Forecasting and Noise Reduction
A Rosetta Stone for Connectionism.
Scaling of the Arnold Tongues
An Introduction to Chaos and Randomness.
Modeling Adaptive Biological Systems.
Predicting Chaotic Time Series
Chaos
Mode Locking, The Belousov-Zhabotinsky Reaction, and One-Dimensional Mappings
A Universal Strange Attractor Underlying the Quasiperiodic Transition to Chaos
Autocatalytic Replication of Polymers
The Immune System, Adaptation, and Machine Learning.
Evolution, Games, and Learning: Models for Adaption in Machines and Nature
Robust Space-Time Intermittency And 1/f Noise.
Fat Fractals on the Energy Surface
Sensitive Dependence on Parameters in Nonlinear Dynamics
Renormalization of the Quasiperiodic Transition to Chaos for Arbitrary Winding Numbers
Experimental Mathematics: The Role of Computation in Nonlinear Studies
Towards Modeling DNA Sequences Sequences as Automata.
Low Dimensional Chaos in a Hydrodynamic System
The Dimension of Chaotic Attractors
Cellular Automata, Proceedings of an Interdisciplinary Workshop
Fluctuations and Simple Chaotic Dynamics
Information Dimension and the Probabilistic Structure of Chaos
A Phase Space Analysis of Baroclinic Flow
Chaotic Attractors of an Infinite-Dimensional Dynamical System
Spectral Broadening of Period-Doubling Bifurcation Sequences
On Determining the Dimension of Chaotic Flows
Geometry from a Time Series
Power Spectral Analysis of a Dynamical System
Power Spectra and Mixing Properties of Strange Attractors