Filtered By: Complexity Economics
568 results: page 17 of 18
Jan 2004
Jan 2004
Sept 2003
Jul 2003
Statistical Theory of the Continuous Double Auction
J. Doyne Farmer , Laszlo Gillemot , Eric Smith , Supriya Krishnamurthy
J. Doyne Farmer , Laszlo Gillemot , Eric Smith , Supriya Krishnamurthy
Jan 2003
An Analysis of Price Impact Function in Order-Driven Markets
J. Doyne Farmer , Laszlo Gillemot , Giulia Iori , Eric Smith , Supriya Krishnamurthy , M.G. Daniels
J. Doyne Farmer , Laszlo Gillemot , Giulia Iori , Eric Smith , Supriya Krishnamurthy , M.G. Daniels
Sept 2002
The Power of Patience: A Behavioral Regularity in Limit Order Placement
J. Doyne Farmer , Ilija I. Zovko
J. Doyne Farmer , Ilija I. Zovko
Jul 2002
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
J. Doyne Farmer , Fabrizio Lillo , Rosario N. Mantegna
J. Doyne Farmer , Fabrizio Lillo , Rosario N. Mantegna
Jul 2002
Feb 2002
Jan 2002
How storing supply and demand affects price diffusion
J. Doyne Farmer , Marcus G. Daniels , Giulia Iori , Eric Smith
J. Doyne Farmer , Marcus G. Daniels , Giulia Iori , Eric Smith
Jan 2002
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
J. Doyne Farmer , Laszlo Gillemot , Marcus G. Daniels , Giulia Iori , Eric Smith
J. Doyne Farmer , Laszlo Gillemot , Marcus G. Daniels , Giulia Iori , Eric Smith
Jan 2002
Oct 2001
Jan 2001
Nov 1999
Physicists Attempt to Scale the Ivory Towers of Finance
in Computing in Science & Engineering
J. Doyne Farmer
in Computing in Science & Engineering
J. Doyne Farmer
Sept 1999
Mar 1996
Sept 1992
Testing for nonlinearity in time series: the method of surrogate data
in Physica D
J. Doyne Farmer , James Theiler , Bryan Galdrikian , André Longtin , Stephen Eubank
in Physica D
J. Doyne Farmer , James Theiler , Bryan Galdrikian , André Longtin , Stephen Eubank
Feb 1992
An Analytic Approach to Practical State Space Reconstruction
in Physica D
J. Doyne Farmer , John F. Gibson , Martin Casdagli , Stephen Eubank
in Physica D
J. Doyne Farmer , John F. Gibson , Martin Casdagli , Stephen Eubank
Feb 1992
Generalized Lyapunov Exponents Corresponding to Higher Order Derivatives
in Physica D
J. Doyne Farmer , Ute Dressler
in Physica D
J. Doyne Farmer , Ute Dressler
Oct 1991
Jan 1991
Jan 1991
State Space Reconstruction in the Presence of Noise
in Physica D
J. Doyne Farmer , John F. Gibson , Martin Casdagli , Stephen Eubank
in Physica D
J. Doyne Farmer , John F. Gibson , Martin Casdagli , Stephen Eubank
Jan 1991
Artificial Life: The Coming Evolution
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , Alletta d'A. Belin
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , Alletta d'A. Belin
Jan 1991
Spontaneous Emergence of a Metabolism
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , Richard J. Bagley
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , Richard J. Bagley
Jan 1991
Evolution of a Metabolism
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , Richard J. Bagley , Walter Fontana
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , Richard J. Bagley , Walter Fontana
Jan 1990
Jan 1990
Jan 1989
Jan 1989
An Introduction to Chaos and Randomness.
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , S. Eubank
in SFI Studies in the Sciences of Complexity
J. Doyne Farmer , S. Eubank
Jan 1989
Modeling Adaptive Biological Systems
in BioSystems
J. Doyne Farmer , R.J. Bagley , S.A. Kauffman , N.H. Packard , A.S. Perelson , I.M. Stadnyk
in BioSystems
J. Doyne Farmer , R.J. Bagley , S.A. Kauffman , N.H. Packard , A.S. Perelson , I.M. Stadnyk
Aug 1987