Prof J. Doyne Farmer
Director of Complexity Economics
Baillie Gifford Professor of Mathematics, Mathematical Institute, University of Oxford
J. Doyne Farmer is Director of the Complexity Economics programme at the Institute for New Economic Thinking at the Oxford Martin School, Baillie Gifford Professor in the Mathematical Institute at the University of Oxford, and an External Professor at the Santa Fe Institute.
His current research is in economics, including agent-based modeling, financial instability and technological progress. He was a founder of Prediction Company, a quantitative automated trading firm that was sold to the United Bank of Switzerland in 2006. His past research includes complex systems, dynamical systems theory, time series analysis and theoretical biology.
During the 1980s he was an Oppenheimer Fellow and the founder of the Complex Systems Group at Los Alamos National Laboratory. While a graduate student in the 1970s he built the first wearable digital computer, which was successfully used to predict the game of roulette.
Prof Farmer's PA, Dorothy Nicholas, can be reached on 01865 610403 or email@example.com.
Less precision, more truth: uncertainty in climate economics and macroprudential policy
29 Jun 20
Production networks and epidemic spreading: Re-opening the UK economy
07 Jun 20
This column reports several re-opening scenarios for the UK economy, documenting their projected imp...
No. 2020-02 - Can stimulating demand drive costs down? World War II as a natural experiment
01 Jun 20
Our results indicate that decreases in cost can be attributed roughly equally to the growth of exper...
No. 2020-12 - Production networks and epidemic spreading: How to restart the UK economy?
21 May 20
We analyse the economics and epidemiology of different scenarios for a phased restart of the UK econ...
No. 2020-14 - Foundations of system-wide financial stress testing with heterogeneous institutions
15 May 20
We propose a structural framework for the development of system-wide financial stress tests with mul...
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation
07 May 20
Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective
17 Apr 20
We provide quantitative predictions of first order supply and demand shocks for the U.S. economy ass...
Applied Complexity Network Conversation with J. Doyne Farmer
16 Apr 20
In this hour-long virtual discussion with SFI’s Applied Complexity Network, J. Doyne Farmer explores...
No.2020-04 - Technological interdependencies predict innovation dynamics
02 Mar 20
We propose a simple model where the innovation rate of a technological domain depends on the innovat...
Collaborators in creation
11 Feb 20
Our world is a system, in which physical and social technologies co-evolve. How can we shape a proce...
No. 2019-14 - Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution
02 Oct 19
We examine in detail the distribution of labor productivity levels and growth, and observe that they...
No. 2019-12 - A simulation of the insurance industry: The problem of risk model homogeneity
12 Jul 19
We develop an agent-based simulation of the catastrophe insurance and reinsurance industry and use i...
No. 2019-11 - Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model
05 Jul 19
Here we build on a standard macroeconomic model in which a single rational representative household ...
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
23 Jun 19
Currently financial stress test simulations that take into account multiple interacting contagion me...