Apr 2008
Journal

The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes
J. Doyne Farmer , Fabrizio Lillo , G. LaSpada

Jan 2008
Journal

A theory of aggregate market impact
Austin Gerig , J. Doyne Farmer , Fabrizio Lillo

Jan 2008
Working Paper

Time Evolution of The Mutual Fund Size Distribution
J. Doyne Farmer , Yonathan Schwarzkopf

Jan 2008
Journal

The Physics of Information
J. Doyne Farmer , F. Alexander Bais

Jan 2008
Book

How Markets Slowly Digest Changes in Supply and Demand
J. Doyne Farmer , Fabrizio Lillo , Jean-Philippe Bouchaud

Sept 2007
Journal

An Empirical Behavioral Model of Liquidity and Volatility
J. Doyne Farmer , Szabolcs Mike

Sept 2007
Paper

L'importanza eonomica della cultura a Torino
Matteo Richiardi , Nadia Campaniello

Jul 2007
Journal

Small-world networks and management science research: a review
Felix Reed-Tsochas , Brian Uzzi , Luis AN Amaral

Jun 2007
Journal

Exploring a new ExpAce: The Complementarities Between Experimental Economics and Agent-based Computational Economics
Matteo Richiardi , Dalit Contini , Roberto Leombruni

Apr 2007
Journal

Identifying the underlying structure and dynamic modifications in a voting network
Felix Reed-Tsochas , Serguei Saavedra , Janet Efstathiou

Jan 2007
Journal

Dynamics of Technological Development in the Energy Sector
J. Doyne Farmer , Jessika E. Trancik

Jan 2007
Journal

Applications of Statistical Physics in Economics and Finance
J. Doyne Farmer , Thomas Lux

Jan 2007
Journal

Correlations and Clustering in the Trading of Members of the London Stock Exchange
J. Doyne Farmer , Ilija I. Zovko

Jan 2007
Journal

Mechanical vs. Informational Components of Price Impact
J. Doyne Farmer , Neda Zamani

Jan 2007
Journal

A Simple Evolutionary Game with Feedback between Perception and Reality
J. Doyne Farmer , Dmitriy Cherkashin , Seth Lloyd

Jan 2007
Journal

There's More to Volatility than Volume
J. Doyne Farmer , Fabrizio Lillo , Laszlo Gillemot

Jun 2006
Journal

Culture Crash
J. Doyne Farmer , Philip Ball

Jun 2006
Journal

Econophysicists Matter
J. Doyne Farmer

Jun 2006
Journal

Jesus vs. Hillel. From Moral to Social Norms and Back
Matteo Richiardi

Jun 2006
Journal

LABORsim: An Agent-Based Microsimulation of Labour Supply. An application to Italy.
Matteo Richiardi , Roberto Leombruni

Jan 2006
Journal

A Common Protocol for Agent-Based Social Simulation.
Matteo Richiardi , Roberto Leombruni , Michele Sonnessa , Nicole Saam

Jan 2006
Journal

Toward a Non-Equilibrium Unemployment Theory
Matteo Richiardi

Sept 2005
Journal

Is Economics the Next Physical Science?
J. Doyne Farmer , Eric Smith , Martin Shubik

Jul 2005
Journal

A Generative Model for Feedback Networks.
J. Doyne Farmer , Douglas R. White , Natasa Kejza , Constantino Tsallis , Scott White

Jun 2005
Book

Una risposta alle critiche: le metodologie per la definizione dei modelli di simulazione
Matteo Richiardi , Roberto Leombruni

Jun 2005

Congestion charge a Londra: una misura economica per combattere il traffico e non solo.
Matteo Richiardi , V. Baldassarri

Jun 2005
Journal

On the Virtues of the Shame Lane
Matteo Richiardi

May 2005
Journal

The Key Role of Liquidity Fluctuations in Determining Large Price Fluctuations
J. Doyne Farmer , Fabrizio Lillo

May 2005
Journal

Why Are Economists Sceptical About Agent-Based Simulations?
Matteo Richiardi , Roberto Leombruni

Feb 2005
Journal

The Predictive Power of Zero Intelligence in Financial Markets
J. Doyne Farmer , Ilija I. Zovko , Paolo Patelli

Jan 2005
Journal

A Random Order Placement Model of Price Formation in the Continuous Double Auction
J. Doyne Farmer , Laszlo Gillemot , Marcus G. Daniels , Giulia Iori , Eric Smith , Supriya Krishnamurthy

Jan 2005
Journal

Theory for Long Memory in Supply and Demand
J. Doyne Farmer , Fabrizio Lillo , Szabolcs Mike

Publications