Publications

Filtered Results: 285 found

Oct 2019
INET Working Paper
No. 2019-14 - Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution
Jangho Yang, Torsten Heinrich, Julian Winkler, François Lafond, Pantelis Koutroumpis, J. Doyne Farmer
Aug 2019
INET Working Paper
No. 2019-13 - The Behavioral Foundations of New Economic Thinking
Sanjit Dhami, Eric Beinhocker
Jul 2019
INET Working Paper
No. 2019-12 - A simulation of the insurance industry: The problem of risk model homogeneity
Torsten Heinrich, Juan Sabuco, J. Doyne Farmer
Jul 2019
INET Working Paper
No. 2019-11 - Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model
Yuki Asano, J. Doyne Farmer, Jakob J. Kolb, Jobst Heitzig
Jul 2019
Journal
Monitoring indirect contagion
in Journal of Banking & Finance
Rama Cont, Eric Schaanning
Jun 2019
INET Working Paper
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer, J. Doyne Farmer
Jun 2019
Working Paper
Automation and occupational mobility: A data-driven network model
R. Maria del Rio-Chanona, Penny Mealy, Mariano Beguerisse-Diaz, François Lafond, J. Doyne Farmer
Jun 2019
Video
The economy as a complex and evolving system
Eric Beinhocker
Jun 2019
Paper
Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity
Rama Cont, Artur Kotlicki, Laura Valderrama
May 2019
Video
Dr Penny Mealy: Navigating knowledge: new tools for the journey
Penny Mealy
May 2019
INET Working Paper
No. 2019-03 - What is the Minimal Systemic Risk in Financial Exposure Networks?
Christian Diem, Anton Pichler, Stefan Thurner
May 2019
Working Paper
Evolution of the Global Financial Network and Contagion: A New Approach
R. Maria del Rio-Chanona
May 2019
INET Working Paper
No. 2019-02 - Transformational Change: Parallels for addressing climate and development goals
Cameron Hepburn, Penny Mealy
May 2019
Video
Prof Doyne Farmer: How complexity can resolve the crisis in economics
J. Doyne Farmer
Apr 2019
Journal
Sensitive intervention points in the post-carbon transition
in Science
J. Doyne Farmer, Cameron Hepburn, Matthew Ives, Thomas Hale, Thom Wetzer, Penny Mealy, Ryan Rafaty, Sugandha Srivastav, Rupert Way
Apr 2019
Journal
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves
in Journal of Economic Dynamics and Control
J. Doyne Farmer, Fabrizio Lillo, François Lafond, Rupert Way, Valentyn Panchenko