Jun 2006
Journal

Econophysicists Matter
J. Doyne Farmer

Jun 2006
Journal

Culture Crash
J. Doyne Farmer , Philip Ball

Nov 2005
Presentation

The Evolution of Adventure in Literature and Life
J. Doyne Farmer

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

May 2005
Journal

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

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

Jan 2005

Cool is Not Enough: There’s More to Life than the Second Law of Thermodynamics
J. Doyne Farmer

Aug 2004
Journal

What Really Causes Large Price Changes?
J. Doyne Farmer , Fabrizio Lillo , Szabolcs Mike , Laszlo Gillemot , Anindya Sen

Jan 2004
Journal

The Long Memory of the Efficient Market
J. Doyne Farmer , Fabrizio Lillo

Sept 2003
Journal

On the Origin of Power Law Tails in Price Fluctuations
J. Doyne Farmer , Fabrizio Lillo

Jul 2003
Journal

Statistical Theory of the Continuous Double Auction
J. Doyne Farmer , Laszlo Gillemot , Eric Smith , Supriya Krishnamurthy

Jan 2003
Journal

An Analysis of Price Impact Function in Order-Driven Markets
J. Doyne Farmer , Laszlo Gillemot , Giulia Iori , Eric Smith , Supriya Krishnamurthy , M.G. Daniels

Jan 2003

Forward to Brownian Agents and Active Particles
J. Doyne Farmer

Sept 2002
Journal

The Power of Patience: A Behavioral Regularity in Limit Order Placement
J. Doyne Farmer , Ilija I. Zovko

Jul 2002
Journal

Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
J. Doyne Farmer , Fabrizio Lillo , Rosario N. Mantegna

Jul 2002
Journal

Optimal Design, Robustness, and Risk Aversion.
J. Doyne Farmer , M. E. J. Newman , Michelle Girvan

Feb 2002
Journal

Chaos in Learning a Simple Two Person Game
J. Doyne Farmer , Yuzuru Sato , Eizo Akiyama

Jan 2002
Journal

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

Jan 2002
Journal

How storing supply and demand affects price diffusion
J. Doyne Farmer , Marcus G. Daniels , Giulia Iori , Eric Smith

Jan 2002
Journal

Market Force, Ecology and Evolution
J. Doyne Farmer

Oct 2001
Journal

The Price Dynamics of Common Trading Strategies
J. Doyne Farmer , Shareen Joshi

Jan 2001
Paper

Toward Agent-Based Models for Investment
J. Doyne Farmer

Nov 1999
Journal

Physicists Attempt to Scale the Ivory Towers of Finance
in Computing in Science & Engineering
J. Doyne Farmer

Sept 1999
Paper

Frontiers of Finance: Evolution and Efficient Markets
J. Doyne Farmer , Andrew W. Lo

Mar 1996
Report

Slippage 1996
J. Doyne Farmer

Sept 1992
Journal

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

Feb 1992
Journal

An Analytic Approach to Practical State Space Reconstruction
in Physica D
J. Doyne Farmer , John F. Gibson , Martin Casdagli , Stephen Eubank

Feb 1992
Journal

Generalized Lyapunov Exponents Corresponding to Higher Order Derivatives
in Physica D
J. Doyne Farmer , Ute Dressler

Oct 1991
Journal

Deterministic Noise Amplifiers
in Physica D
J. Doyne Farmer , Robert J. Deissler

Publications