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

Complex Dynamics in Learning Complicated Games
J. Doyne Farmer , Tobias Galla

Jan 2011
Journal

Heterogeneity, Correlations and Financial Contagion
J. Doyne Farmer

Oct 2010
Journal

Segmentation Algorithm for Non-Stationary Compound Poisson Processes.
J. Doyne Farmer , Fabrizio Lillo , B. Tóth

Sept 2010
Journal

A US Nuclear Future
J. Doyne Farmer

Sept 2010
Journal

Tick Size and Price Diffusion.
J. Doyne Farmer

Jun 2010
Journal

An Empirical Study of the Tails of Mutual Fund Size.
J. Doyne Farmer , Yonathan Schwarzkopf

Apr 2010
Video

Doyne Farmer on Networks and Systemic Risk - INET Annual Conference 2010
J. Doyne Farmer

Mar 2010
Journal

What Drives Mutual Fund Asset Concentration?
J. Doyne Farmer

Feb 2010
Journal

Obama Focusing on Wrong Energy
J. Doyne Farmer

Jan 2010
Journal

Historical Costs of Coal-Fired Electricity and Implications for the Future
J. Doyne Farmer , James McNerney , Jessika E. Trancik

Jan 2010
Journal

Supporting Information — The Cause of Universality in Growth Fluctuations.
J. Doyne Farmer

Jan 2010
Journal

The Cause of Universality in Growth Fluctuations.
J. Doyne Farmer

Dec 2009
Journal

Market Impact and Trading Profile of Hidden Orders in Stock Markets
Austin Gerig , Javier Vicente , Esteban Moro , Luis G. Moyano , J. Doyne Farmer , Gabriella Vaglica , Fabrizio Lillo , Rosario N. Mantegna

Aug 2009
Journal

Leverage Causes Fat Tails and Clustered Volatility
J. Doyne Farmer , John Geanakoplos , Stefan Thurner

Aug 2009
Journal

Hyperbolic Discounting is Rational: Valuing the Far Future with Uncertain Discount Rates
J. Doyne Farmer , John Geanakoplos

Aug 2009
Journal

The Economy Needs Agent-Based Modelling
J. Doyne Farmer , Duncan Foley

Feb 2009
Journal

The Reality Game
J. Doyne Farmer , Dmitriy Cherkashin , Seth Lloyd

Jan 2009
Journal

Studies of the Limit Order Book around Large Price Changes
J. Doyne Farmer , B. Tóth , Janos Kertesz

May 2008
Journal

Power Laws in Economics and Elsewhere.
J. Doyne Farmer , John Geanakoplos

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

The Two Cultures of Wall Street
J. Doyne Farmer

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

Jan 2008

The Virtues and Vices of Equilibrium and the Future of Financial Economics
J. Doyne Farmer

Sept 2007
Journal

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

Publications