Jan 2007
Journal

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

Jan 2007
Journal

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

Jan 2007
Journal

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

Jan 2007
Journal

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

Jan 2007
Journal

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

Jan 2007
Journal

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

Jun 2006
Journal

Culture Crash
J. Doyne Farmer , Philip Ball

Jun 2006
Journal

Econophysicists Matter
J. Doyne Farmer

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

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

Jan 2005
Journal

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

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

Forward to Brownian Agents and Active Particles
J. Doyne Farmer

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

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

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

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

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

Publications