Dec 2015
Paper

Old Economic Models Couldn’t Predict the Recession: Time for New Ones
J. Doyne Farmer , Robert Axtell

Dec 2015
Paper

Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
J. Doyne Farmer , Fabrizio Lillo , Elia Zarinelli , Michele Treccani

Oct 2015
Paper

A Third Wave in the Economics of Climate Change
J. Doyne Farmer , Cameron Hepburn , Alexander Teytelboym , Penny Mealy

May 2015
Paper

Value of the Future: Discounting in Random Environments
J. Doyne Farmer , John Geanakoplos , Jaume Masoliver , Miquel Montero , Josep Perelló

May 2015
Working Paper

The Intrafirm Complexity of Systemically Important Financial Institutions
J. Doyne Farmer , Daniel Rockmore , Robin L. Lumsdaine , Greg Leibon , Nick J. Foti

Feb 2015
Paper

Overlapping Portfolios, Contagion, and Financial Stability
J. Doyne Farmer , Fabio Caccioli , Nick Foti , Daniel Rockmore

Jan 2015
Paper

To Bail-out or to Bail-in? Answers from an Agent-based Model
J. Doyne Farmer , Stefan Thurner , Peter Klimek , Sebastian Poledna

Dec 2014
Working Paper

Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
J. Doyne Farmer , Fabrizio Lillo , Elia Zarinelli , Michele Treccani

Oct 2014
Paper

Resilient and Inclusive Prosperity within Planetary Boundaries
Eric Beinhocker , J. Doyne Farmer , Cameron Hepburn , Alexander Teytelboym

Sept 2014
Paper

The dynamics of the leverage cycle
Christoph Aymanns , J. Doyne Farmer

Sept 2014
Paper

Stability Analysis of Financial Contagion due to Overlapping Portfolios
J. Doyne Farmer , Fabio Caccioli , Munik Shrestha , Christopher Moore

Jul 2014
Working Paper

Discounting the Distant Future
J. Doyne Farmer , John Geanakoplos , Jaume Masoliver , Miquel Montero , Josep Perelló

Jun 2014
Working Paper

How to Improve the Financial Architecture and Its Resilience
J. Doyne Farmer , Jean-Philippe Bouchaud , Fabio Caccioli , Dirk Helbing , Eve Mitleton-Kelly , Steve Keen , Katharina Pistor , Dennis J. Snower , Olsen Richard , Angelo Ronaldo , Norbert Häring , Edward Fullbrook

May 2014
Paper

Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies
J. Doyne Farmer , John Geanakoplos , Stefan Thurner , Sebastian Poledna

Jan 2014

Why is Order Flow so Persistent?
J. Doyne Farmer

Jan 2014
Working Paper

An empirical behavioral model of price formation
J. Doyne Farmer , Szabolcs Mike

Jan 2014

Research Agenda in Financial Markets
J. Doyne Farmer

Jan 2014

Sensitive Dependence to Noise without Sensitive Dependence to Initial Conditions
J. Doyne Farmer

Oct 2013
Paper

Next Generation Economy, Energy and Climate Modeling
Eric Beinhocker , J. Doyne Farmer , Cameron Hepburn

Sept 2013
Paper

Hypotheses Non Fingo: Problems with the Scientific Method in Economics
J. Doyne Farmer

Mar 2013
Paper

The Evolutionary Ecology of Technological Innovations
J. Doyne Farmer , Stuart A. Kauffman , Ricard V. Solée , Sergi Valverde , Marti Rosas Casals , Niles Eldredge

Mar 2013
Paper

An Ecological Perspective on the Future of Computer Trading
J. Doyne Farmer , Spyros Skouras

Feb 2013
Journal

Statistical Basis for Predicting Technological Progress
in PLOS one
J. Doyne Farmer , Jessika E. Trancik , Béla Nagy , Quan M. Bui

Dec 2012
Paper

Impact-Adjusted Valuation and the Criticality of Leverage
J. Doyne Farmer , Jean-Philippe Bouchaud

Aug 2012
Working Paper

A Proposal for Impact-Adjusted Valuation: Critical Leverage and Execution Risk
J. Doyne Farmer , Jean-Philippe Bouchaud , Fabio Caccioli

Jul 2012
Journal

How Does The Market React to Your Order Flow?
J. Doyne Farmer , Fabrizio Lillo , Jean-Philippe Bouchaud , J. Kockelkoren , Z. Eisler , B. Tóth

May 2012
Working Paper

Economics Needs to Treat the Economy as a Complex System
J. Doyne Farmer

May 2012
Paper

Getting at Systemic Risk via an Agent-Based Model of the Housing Market
J. Doyne Farmer , Robert Axtell , John Geanakoplos , Peter Howitt , Benjamin Conlee , Jonathan Goldstein , Nathan M. Palmer , Chun-Yi Yang

Nov 2011
Journal

Superexponential Long-Term Trends in Information Technology. J. of Technological Forecasting and Social Change
J. Doyne Farmer , Jessika E. Trancik , BélaNagy , John Paul Gonzales

Mar 2011
Journal

Role of Design Complexity in Technology Improvement
J. Doyne Farmer , James McNerney , Sidney Redner , Jessika E. Trancik

Feb 2011
Journal

How Efficiency Shapes Market Impact.
Austin Gerig , J. Doyne Farmer , Fabrizio Lillo , Henri Waelbroeck

Jan 2011
Journal

Heterogeneity, Correlations and Financial Contagion
J. Doyne Farmer

Publications