J. Doyne Farmer : Citation Profile

Oxford University

33

H index

58

i10 index

4164

Citations

RESEARCH PRODUCTION:

67

Articles

126

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 160
   Journals where J. Doyne Farmer has often published
   Relations with other researchers
   Recent citing documents: 353.    Total self citations: 84 (1.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa201
   Updated: 2025-12-20    RAS profile: 2024-06-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Lafond, François (17)

Pichler, Anton (15)

Pangallo, Marco (5)

Uluc, Arzu (4)

Hinterschweiger, Marc (4)

del Rio-Chanona, R. Maria (3)

Richiardi, Matteo (2)

Carvalho, Vasco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Doyne Farmer.

Is cited by:

Roventini, Andrea (151)

Napoletano, Mauro (127)

Zhou, Wei-Xing (95)

Westerhoff, Frank (77)

Fagiolo, Giorgio (54)

Hommes, Cars (48)

Mandel, Antoine (43)

Challet, Damien (39)

Dosi, Giovanni (34)

He, Xuezhong (Tony) (33)

Thurner, Stefan (31)

Cites to:

Shin, Hyun Song (30)

Thurner, Stefan (27)

Roventini, Andrea (26)

Hallegatte, Stephane (24)

Acharya, Viral (23)

Mandel, Antoine (21)

Shleifer, Andrei (21)

Lafond, François (20)

Kapadia, Sujit (19)

Stiglitz, Joseph (17)

Potters, Marc (17)

Main data

Where J. Doyne Farmer has published?

Journals with more than one article published# docs
Quantitative Finance13
Journal of Economic Dynamics and Control11
Nature6
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Banking & Finance3
Proceedings of the National Academy of Sciences3
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Financial Stability2
Industrial and Corporate Change2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org64
INET Oxford Working Papers / Institute for New Economic Thinking at the Oxford Martin School, University of Oxford27
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University7
MPRA Paper / University Library of Munich, Germany4
Bank of England working papers / Bank of England3

Recent works citing J. Doyne Farmer (2025 and 2024)

YearTitle of citing document
2024Learning by Necessity: Government Demand, Capacity Constraints, and Productivity Growth. (2024). Ilzetzki, Ethan. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:8:p:2436-71.

Full description at Econpapers || Download paper

2024Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Winkler, Julian ; Goldin, Ian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268.

Full description at Econpapers || Download paper

2024Taking the green pill: Macro-financial transition risks and policy challenges in the MATRIX model. (2024). Ciola, Emanuele ; Vergalli, Sergio ; Bazzana, Davide ; Rizzati, Massimiliano ; Turco, Enrico. In: FEEM Working Papers. RePEc:ags:feemwp:348229.

Full description at Econpapers || Download paper

2025Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2023-05.

Full description at Econpapers || Download paper

2024Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model. (2024). muellbauer, john ; Lafond, François ; Moran, Jos ; Wiese, Samuel ; Calinescu, Anisoara ; Farmer, Doyne J ; Pangallo, Marco ; Kaszowska-Mojsa, Jagoda ; Dyer, Joel. In: INET Oxford Working Papers. RePEc:amz:wpaper:2024-06.

Full description at Econpapers || Download paper

2025Forecasting technological progress. (2025). Lafond, François. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-10.

Full description at Econpapers || Download paper

2025Will national renewable costs continue declining?. (2025). Farmer, Doyne J ; Baumgrtner, Lennart. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-12.

Full description at Econpapers || Download paper

2025Firm-level production networks: what do we (really) know?. (2025). Lafond, François ; Hoefer, Mads ; Borsos, Andrs ; Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-14.

Full description at Econpapers || Download paper

2025Who rides the renewable cost curve? Country evidence on prices, learning, and policy. (2025). Tankwa, Brendon ; Barbrook-Johnson, Pete. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-17.

Full description at Econpapers || Download paper

2025From Glosten-Milgrom to the whole limit order book and applications to financial regulation. (2025). Huang, Weibing ; Saliba, Pamela ; Rosenbaum, Mathieu. In: Papers. RePEc:arx:papers:1902.10743.

Full description at Econpapers || Download paper

2024Upstreamness and downstreamness in input-output analysis from local and aggregate information. (2024). Bartolucci, Silvia ; Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:2009.06350.

Full description at Econpapers || Download paper

2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2024). Barrios, Erniel ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

Full description at Econpapers || Download paper

2024A cross-border market model with limited transmission capacities. (2024). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

Full description at Econpapers || Download paper

2024Formation of Optimal Interbank Networks under Liquidity Shocks. (2024). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

Full description at Econpapers || Download paper

2024Many learning agents interacting with an agent-based market model. (2024). Gebbie, Tim ; Dicks, Matthew ; Paskaramoothy, Andrew. In: Papers. RePEc:arx:papers:2303.07393.

Full description at Econpapers || Download paper

2024A Bayesian theory of market impact. (2024). Marsili, Matteo ; Saddier, Louis. In: Papers. RePEc:arx:papers:2303.08867.

Full description at Econpapers || Download paper

2024Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium. (2024). Schoors, Koen ; Alleman, Tijs W ; Baetens, Jan M. In: Papers. RePEc:arx:papers:2305.16377.

Full description at Econpapers || Download paper

2025Large Banks and Systemic Risk: Insights from a Mean-Field Game Model. (2025). Benatia, David ; Chang, Yuanyuan ; Firoozi, Dena. In: Papers. RePEc:arx:papers:2305.17830.

Full description at Econpapers || Download paper

2024Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2024). Mazzarisi, Piero ; Tsaknaki, Ioanna-Yvonni ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2307.02375.

Full description at Econpapers || Download paper

2024Interpretable ML for High-Frequency Execution. (2024). Ragel, Vincent ; Fabre, Timoth'Ee. In: Papers. RePEc:arx:papers:2307.04863.

Full description at Econpapers || Download paper

2024Economic complexity and the sustainability transition: A review of data, methods, and literature. (2024). Caldarola, Bernardo ; Napolitano, Lorenzo ; Mazzilli, Dario ; Patelli, Aurelio ; Sbardella, Angelica. In: Papers. RePEc:arx:papers:2308.07172.

Full description at Econpapers || Download paper

2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2024). Cao, YI ; Polukarov, Maria ; Li, Haochen ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2308.14235.

Full description at Econpapers || Download paper

2024Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context. (2024). Wang, Xinrun ; Sun, Shuo ; Xia, Haochong. In: Papers. RePEc:arx:papers:2309.07708.

Full description at Econpapers || Download paper

2025Measuring risk contagion in financial networks with CoVaR. (2024). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

Full description at Econpapers || Download paper

2024Anomalous diffusion and price impact in the fluid-limit of an order book. (2024). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079.

Full description at Econpapers || Download paper

2025Unwinding Stochastic Order Flow: When to Warehouse Trades. (2023). Nutz, Marcel ; Zhao, Long ; Webster, Kevin. In: Papers. RePEc:arx:papers:2310.14144.

Full description at Econpapers || Download paper

2024Scalable Agent-Based Modeling for Complex Financial Market Simulations. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2312.14903.

Full description at Econpapers || Download paper

2024Price predictability at ultra-high frequency: Entropy-based randomness test. (2024). Marmi, Stefano ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2312.16637.

Full description at Econpapers || Download paper

2024Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI. In: Papers. RePEc:arx:papers:2401.05823.

Full description at Econpapers || Download paper

2024Assessing the impact of forced and voluntary behavioral changes on economic-epidemiological co-dynamics: A comparative case study between Belgium and Sweden during the 2020 COVID-19 pandemic. (2024). Alleman, Tijs W ; Baetens, Jan M. In: Papers. RePEc:arx:papers:2401.08442.

Full description at Econpapers || Download paper

2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

Full description at Econpapers || Download paper

2024Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning. (2024). Ganesh, Sumitra ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2402.00787.

Full description at Econpapers || Download paper

2024LLM-driven Imitation of Subrational Behavior : Illusion or Reality?. (2024). Balch, Tucker ; Vyetrenko, Svitlana ; Liu, Penghang ; Dwarakanath, Kshama ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2402.08755.

Full description at Econpapers || Download paper

2025ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents. (2024). Balch, Tucker ; Vyetrenko, Svitlana ; Tavallali, Peyman ; Dwarakanath, Kshama. In: Papers. RePEc:arx:papers:2402.09563.

Full description at Econpapers || Download paper

2024Limit Order Book Simulations: A Review. (2024). Firoozye, Nikan ; Treleaven, Philip ; Jain, Konark ; Kochems, Jonathan. In: Papers. RePEc:arx:papers:2402.17359.

Full description at Econpapers || Download paper

2024A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis. (2024). Madhushani, Udari ; Ganesh, Sumitra ; Henry-Nickie, Makada ; Ardon, Leo ; Vann, Jared ; Garg, Deepeka ; Evans, Benjamin Patrick ; Narayanan, Annapoorani Lakshmi. In: Papers. RePEc:arx:papers:2402.17932.

Full description at Econpapers || Download paper

2024Deep Limit Order Book Forecasting. (2024). Bartolucci, Silvia ; Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267.

Full description at Econpapers || Download paper

2024On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Rocha, Luis ; de Backer, Stijn ; Ryckebusch, Jan. In: Papers. RePEc:arx:papers:2403.19502.

Full description at Econpapers || Download paper

2024Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior. (2024). Yao, Zhiyuan ; Li, Zheng ; Thomas, Matthew ; Florescu, Ionut. In: Papers. RePEc:arx:papers:2403.19781.

Full description at Econpapers || Download paper

2024Simulating the Economic Impact of Rationality through Reinforcement Learning and Agent-Based Modelling. (2024). Glielmo, Aldo ; Delli Gatti, Domenico ; Padoan, Tommaso ; Brusatin, Simone ; Coletta, Andrea. In: Papers. RePEc:arx:papers:2405.02161.

Full description at Econpapers || Download paper

2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Wilkinson, James T ; Kelter, Jacob. In: Papers. RePEc:arx:papers:2405.02480.

Full description at Econpapers || Download paper

2024Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849.

Full description at Econpapers || Download paper

2024Microstructure Modes -- Disentangling the Joint Dynamics of Prices & Order Flow. (2024). Elomari-Kessab, Salma ; Bonart, Julius ; Bouchaud, Jean-Philippe ; Maitrier, Guillaume. In: Papers. RePEc:arx:papers:2405.10654.

Full description at Econpapers || Download paper

2024HLOB -- Information Persistence and Structure in Limit Order Books. (2024). Bartolucci, Silvia ; Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2405.18938.

Full description at Econpapers || Download paper

2024An Algebraic Framework for the Modeling of Limit Order Books. (2024). Bleher, Michael. In: Papers. RePEc:arx:papers:2406.04969.

Full description at Econpapers || Download paper

2024A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. (2024). Nie, Yuqi ; Kong, Yaxuan ; Dong, Xiaowen ; Poor, Vincent H ; Zohren, Stefan ; Wen, Qingsong ; Mulvey, John M. In: Papers. RePEc:arx:papers:2406.11903.

Full description at Econpapers || Download paper

2024Occupation Life Cycle. (2024). Ji, Yufei ; Yao, Xichen ; Chen, Lan ; Zhu, Hengshu. In: Papers. RePEc:arx:papers:2406.15373.

Full description at Econpapers || Download paper

2024The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284.

Full description at Econpapers || Download paper

2025Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data. (2025). Yang, Peng ; Ren, Junji ; Wang, Chenkai. In: Papers. RePEc:arx:papers:2407.16566.

Full description at Econpapers || Download paper

2025Consistent time travel for realistic interactions with historical data: reinforcement learning for market making. (2025). Challet, Damien ; Ragel, Vincent. In: Papers. RePEc:arx:papers:2408.02322.

Full description at Econpapers || Download paper

2024Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy. (2024). Vyetrenko, Svitlana ; Dwarakanath, Kshama ; Dong, Jialin. In: Papers. RePEc:arx:papers:2408.10391.

Full description at Econpapers || Download paper

2024Swim till You Sink: Computing the Limit of a Game. (2024). Hakim, Rashida ; Milionis, Jason ; Piliouras, Georgios ; Papadimitriou, Christos. In: Papers. RePEc:arx:papers:2408.11146.

Full description at Econpapers || Download paper

2024Empirical Equilibria in Agent-based Economic systems with Learning agents. (2024). Balch, Tucker ; Vyetrenko, Svitlana ; Dwarakanath, Kshama. In: Papers. RePEc:arx:papers:2408.12038.

Full description at Econpapers || Download paper

2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

Full description at Econpapers || Download paper

2025MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model. (2025). Liu, Yang ; Fang, Shikai ; Wang, Lewen ; Bian, Jiang ; Xu, Chang. In: Papers. RePEc:arx:papers:2409.07486.

Full description at Econpapers || Download paper

2024Economic impacts of a drastic gas supply shock and short-term mitigation strategies. (2024). Reisch, Tobias ; Thurner, Stefan ; Stangl, Johannes ; Hurt, Jan ; Pichler, Anton. In: Papers. RePEc:arx:papers:2409.07981.

Full description at Econpapers || Download paper

2024A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model. (2024). Mizuta, Takanobu ; Minami, Kentaro ; Hirano, Masanori ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:2409.12516.

Full description at Econpapers || Download paper

2024Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model. (2024). muellbauer, john ; Lafond, François ; Pangallo, Marco ; Moran, Jose ; Dyer, Joel ; Kaszowska-Mojsa, Jagoda ; Wiese, Samuel ; Farmer, Doyne J ; Calinescu, Anisoara. In: Papers. RePEc:arx:papers:2409.18760.

Full description at Econpapers || Download paper

2024Competitive equilibria in trading. (2024). Chriss, Neil A. In: Papers. RePEc:arx:papers:2410.13583.

Full description at Econpapers || Download paper

2024Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets. (2024). Baggott, Rory ; Stillman, Namid R. In: Papers. RePEc:arx:papers:2410.14587.

Full description at Econpapers || Download paper

2024Robust Time Series Causal Discovery for Agent-Based Model Validation. (2024). Luk, Wayne ; Guo, CE ; Yu, Gene. In: Papers. RePEc:arx:papers:2410.19412.

Full description at Econpapers || Download paper

2024On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model. (2024). Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura. In: Papers. RePEc:arx:papers:2410.21198.

Full description at Econpapers || Download paper

2024Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks. (2024). Visentin, Gabriele ; D'Errico, Marco ; Citterio, Matteo. In: Papers. RePEc:arx:papers:2410.23275.

Full description at Econpapers || Download paper

2024Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products. (2024). Evans, Benjamin Patrick ; Ardon, Leo ; Narayanan, Annapoorani Lakshmi ; Garg, Deepeka ; Henry-Nickie, Makada ; Ganesh, Sumitra. In: Papers. RePEc:arx:papers:2411.00563.

Full description at Econpapers || Download paper

2024Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents. (2024). Pastushkov, Aleksei. In: Papers. RePEc:arx:papers:2411.05032.

Full description at Econpapers || Download paper

2025Optimal Execution with Reinforcement Learning. (2024). Vittori, Edoardo ; Hafsi, Yadh. In: Papers. RePEc:arx:papers:2411.06389.

Full description at Econpapers || Download paper

2025InvestESG: A multi-agent reinforcement learning benchmark for studying climate investment as a social dilemma. (2025). Jaques, Natasha ; Leibo, Joel Z ; Yuan, Jiayi ; Hou, Xiaoxuan. In: Papers. RePEc:arx:papers:2411.09856.

Full description at Econpapers || Download paper

2024A theory of passive market impact. (2024). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Chahdi, Youssef Ouazzani. In: Papers. RePEc:arx:papers:2412.07461.

Full description at Econpapers || Download paper

2024Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2412.11259.

Full description at Econpapers || Download paper

2024Data-Driven Economic Agent-Based Models. (2024). del Rio-Chanona, Maria R ; Pangallo, Marco. In: Papers. RePEc:arx:papers:2412.16591.

Full description at Econpapers || Download paper

2025Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation. (2025). Bodor, Hamza ; Carlier, Laurent. In: Papers. RePEc:arx:papers:2501.08822.

Full description at Econpapers || Download paper

2025ADAGE: A generic two-layer framework for adaptive agent based modelling. (2025). Evans, Benjamin Patrick ; Ganesh, Sumitra ; Zeng, Sihan ; Ardon, Leo. In: Papers. RePEc:arx:papers:2501.09429.

Full description at Econpapers || Download paper

2025Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades. (2025). Safari, Sara A ; Schmidhuber, Christof. In: Papers. RePEc:arx:papers:2501.16772.

Full description at Econpapers || Download paper

2025Why is the estimation of metaorder impact with public market data so challenging?. (2025). Lillo, Fabrizio ; Rodikov, German ; Campigli, Francesco ; Bormetti, Giacomo ; Naviglio, Manuel. In: Papers. RePEc:arx:papers:2501.17096.

Full description at Econpapers || Download paper

2025Progress in Artificial Intelligence and its Determinants. (2025). Douglas, Michael R ; Verstyuk, Sergiy. In: Papers. RePEc:arx:papers:2501.17894.

Full description at Econpapers || Download paper

2025Financial instability transition under heterogeneous investments and portfolio diversification. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina ; Vivo, Pierpaolo ; Budnick, Barak ; Forer, Preben. In: Papers. RePEc:arx:papers:2501.19260.

Full description at Econpapers || Download paper

2025Dynamic Structures of Knowledge Production: Citation Rates in Hydrogen Technologies. (2025). McGregor, Heather ; Christopoulos, Dimitirs ; Dekker, David. In: Papers. RePEc:arx:papers:2502.00797.

Full description at Econpapers || Download paper

2025BeforeIT.jl: High-Performance Agent-Based Macroeconomics Made Easy. (2025). Glielmo, Aldo ; Devetak, Mitja ; Poledna, Sebastian ; Meligrana, Adriano. In: Papers. RePEc:arx:papers:2502.13267.

Full description at Econpapers || Download paper

2025The double square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data. (2025). Bouchaud, Jean-Philippe ; Kanazawa, Kiyoshi ; Loeper, Gr'Egoire ; Maitrier, Guillaume. In: Papers. RePEc:arx:papers:2502.16246.

Full description at Econpapers || Download paper

2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

Full description at Econpapers || Download paper

2025A New Traders Game? -- Response Functions in a Historical Perspective. (2025). Schuhmann, Cedric ; Heckens, Anton J ; Kohler, Benjamin ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2503.01629.

Full description at Econpapers || Download paper

2025To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management. (2025). Gu, Olivier ; Bergault, Philippe ; Bodor, Hamza. In: Papers. RePEc:arx:papers:2503.02496.

Full description at Econpapers || Download paper

2025Modeling metaorder impact with a Non-Markovian Zero Intelligence model. (2025). Ravagnani, Adele ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2503.05254.

Full description at Econpapers || Download paper

2025Heterogeneity of household stock portfolios in a national market. (2025). Mantegna, Rosario N ; Piilo, Jyrki ; Musciotto, Federico ; Milazzo, Matteo. In: Papers. RePEc:arx:papers:2503.17778.

Full description at Econpapers || Download paper

2025Clearing Sections of Lattice Liability Networks. (2025). Riess, Hans ; Lopez, Miguel ; Gould, Julian ; Ghrist, Robert. In: Papers. RePEc:arx:papers:2503.17836.

Full description at Econpapers || Download paper

2025Generating realistic metaorders from public data. (2025). Bouchaud, Jean-Philippe ; Loeper, Gr'Egoire ; Maitrier, Guillaume. In: Papers. RePEc:arx:papers:2503.18199.

Full description at Econpapers || Download paper

2025Advanced Digital Simulation for Financial Market Dynamics: A Case of Commodity Futures. (2025). Jiang, Changjun ; Zeng, Shirong ; Wang, Chuwen. In: Papers. RePEc:arx:papers:2503.20787.

Full description at Econpapers || Download paper

2025Slowing Climate Change and Ocean Acidification by Converting Atmospheric Carbon Dioxide to Graphite (CD2G). (2025). Harrison, Kevin Geyer. In: Papers. RePEc:arx:papers:2504.01033.

Full description at Econpapers || Download paper

2025A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction. (2025). Pigato, Paolo ; Pra, Paolo Dai. In: Papers. RePEc:arx:papers:2504.03445.

Full description at Econpapers || Download paper

2025Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement. (2025). Zhang, Zhanhao ; Sun, Qiang ; Shi, Xiaofei ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2504.04300.

Full description at Econpapers || Download paper

2025The Formation of Production Networks: How Supply Chains Arise from Simple Learning with Minimal Information. (2025). Guerrero, Omar A ; Axtell, Robert ; Carrella, Ernesto ; Vu, Tuong Manh. In: Papers. RePEc:arx:papers:2504.16010.

Full description at Econpapers || Download paper

2025Product-level value chains from firm data: mapping trophic levels into economic growth. (2025). Fessina, Massimiliano ; Tacchella, Andrea ; Zaccaria, Andrea. In: Papers. RePEc:arx:papers:2505.01133.

Full description at Econpapers || Download paper

2025Ethnic Conflicts, Civil War and Economic Growth: Region-Level Evidence from former Yugoslavia. (2025). Spruk, Rok ; Nikolic, Stefan ; Keseljevic, Aleksandar. In: Papers. RePEc:arx:papers:2505.02431.

Full description at Econpapers || Download paper

2025Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures. (2025). Zhang, Kouxiao ; Hu, Chen. In: Papers. RePEc:arx:papers:2505.17388.

Full description at Econpapers || Download paper

2025TaxAgent: How Large Language Model Designs Fiscal Policy. (2025). Fang, Xiaodan ; Wang, Jizhou ; Huang, Yongfeng. In: Papers. RePEc:arx:papers:2506.02838.

Full description at Econpapers || Download paper

2025The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework. (2025). Bouchaud, Jean-Philippe ; Maitrier, Guillaume. In: Papers. RePEc:arx:papers:2506.07711.

Full description at Econpapers || Download paper

2025Rethinking Competition as a Non-Beneficial Mechanism in Economic Systems. (2025). Marquez, Gonzalo ; Tedesco, Marcelo S. In: Papers. RePEc:arx:papers:2506.11405.

Full description at Econpapers || Download paper

2025Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data. (2025). Pathan, Arif. In: Papers. RePEc:arx:papers:2506.17244.

Full description at Econpapers || Download paper

2025The Theory of Economic Complexity. (2025). Stojkoski, Viktor ; Hidalgo, C'Esar A. In: Papers. RePEc:arx:papers:2506.18829.

Full description at Econpapers || Download paper

2025Efficiency through Evolution, A Darwinian Approach to Agent-Based Economic Forecast Modeling. (2025). Jaraiz, Martin. In: Papers. RePEc:arx:papers:2507.04074.

Full description at Econpapers || Download paper

2025The Post Science Paradigm of Scientific Discovery in the Era of Artificial Intelligence: Modelling the Collapse of Ideation Costs, Epistemic Inversion, and the End of Knowledge Scarcity. (2025). Callaghan, Christian William. In: Papers. RePEc:arx:papers:2507.07019.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

J. Doyne Farmer has edited the books:

YearTitleTypeCited

Works by J. Doyne Farmer:

YearTitleTypeCited
2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market In: American Economic Review.
[Full Text][Citation analysis]		article127
2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2017The prevalence of chaotic dynamics in games with many players In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper1
2016The prevalence of chaotic dynamics in games with many players.(2016) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017A taxonomy of learning dynamics in 2 × 2 games In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper1
2018Best reply structure and equilibrium convergence in generic games In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper9
2018Best reply structure and equilibrium convergence in generic games.(2018) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018A New Interpretation of the Economic Complexity Index In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper4
2018Models of Financial Stability and Their Application in Stress Tests In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper6
2017Models of Financial Stability and their Application in Stress Tests.(2017) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper0
2020Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper4
2023Scenario-free analysis of financial stability with interacting contagion channels.(2023) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2019Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper2
2019Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model.(2019) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019A simulation of the insurance industry: The problem of risk model homogeneity In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper3
2019A simulation of the insurance industry: The problem of risk model homogeneity.(2019) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2019A simulation of the insurance industry: The problem of risk model homogeneity.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022A simulation of the insurance industry: the problem of risk model homogeneity.(2022) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper11
2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2020Can stimulating demand drive costs down? World War II as a natural experiment In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper12
2022Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment.(2022) In: The Journal of Economic History.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2020Can stimulating demand drive costs down? World War II as a natural experiment.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Technological interdependencies predict innovation dynamics In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper12
2020Technological interdependencies predict innovation dynamics.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Production networks and epidemic spreading: How to restart the UK economy? In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper37
2020Production networks and epidemic spreading: How to restart the UK economy?.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2020Foundations of system-wide financial stress testing with heterogeneous institutions In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper17
2020Foundations of system-wide financial stress testing with heterogeneous institutions.(2020) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2021Empirically grounded technology forecasts and the energy transition In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper8
2021Modeling simultaneous supply and demand shocks in input-output networks In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper2
2021In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper6
2021In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model.(2021) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Estimating initial conditions for dynamical systems with incomplete information In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper0
2021Systemic implications of the bail-in design In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper3
2021Systemic implications of the bail-in design.(2021) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023Reconstructing production networks using machine learning In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper4
2023Reconstructing production networks using machine learning.(2023) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2022Black-box Bayesian inference for economic agent-based models In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper3
2022Black-box Bayesian inference for economic agent-based models.(2022) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper14
2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2022) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2023Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2023) In: Industrial and Corporate Change.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2022Agent-Based Modeling in Economics and Finance: Past, Present, and Future In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper46
2022Calibrating Agent-based Models to Microdata with Graph Neural Networks In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper2
2023Liquidity Spirals In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper0
2023Modelling labour market transitions: the case of productivity shifts in Brazil In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper0
2023Employment dynamics in a rapid decarbonization of the power sector In: INET Oxford Working Papers.
[Full Text][Citation analysis]		paper0
2007An empirical behavioral model of liquidity and volatility In: Papers.
[Full Text][Citation analysis]		paper112
2008An empirical behavioral model of liquidity and volatility.(2008) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		article
2007Correlations and clustering in the trading of members of the London Stock Exchange In: Papers.
[Full Text][Citation analysis]		paper8
2008The non-random walk of stock prices: The long-term correlation between signs and sizes In: Papers.
[Full Text][Citation analysis]		paper10
2008The non-random walk of stock prices: the long-term correlation between signs and sizes.(2008) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2008The virtues and vices of equilibrium and the future of financial economics In: Papers.
[Full Text][Citation analysis]		paper17
2008The Virtues and Vices of Equilibrium and the Future of Financial Economics.(2008) In: Levine's Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2008The Virtues and Vices of Equilibrium and the Future of Financial Economics.(2008) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2010What drives mutual fund asset concentration? In: Papers.
[Full Text][Citation analysis]		paper1
2008How markets slowly digest changes in supply and demand In: Papers.
[Full Text][Citation analysis]		paper89
2009Studies of the limit order book around large price changes In: Papers.
[Full Text][Citation analysis]		paper12
2009Studies of the limit order book around large price changes.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2009The Reality Game In: Papers.
[Full Text][Citation analysis]		paper2
2009The reality game.(2009) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2009Market impact and trading profile of large trading orders in stock markets In: Papers.
[Full Text][Citation analysis]		paper61
2010Leverage Causes Fat Tails and Clustered Volatility In: Papers.
[Full Text][Citation analysis]		paper86
2010Leverage Causes Fat Tails and Clustered Volatility.(2010) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2011Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2012Leverage causes fat tails and clustered volatility.(2012) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		article
2011Segmentation algorithm for non-stationary compound Poisson processes In: Papers.
[Full Text][Citation analysis]		paper12
2010Segmentation algorithm for non-stationary compound Poisson processes.(2010) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2010An empirical study of the tails of mutual fund size In: Papers.
[Full Text][Citation analysis]		paper2
2010Tick size and price diffusion In: Papers.
[Full Text][Citation analysis]		paper3
2013How efficiency shapes market impact In: Papers.
[Full Text][Citation analysis]		paper55
2013How efficiency shapes market impact.(2013) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2012How does the market react to your order flow? In: Papers.
[Full Text][Citation analysis]		paper16
2012How does the market react to your order flow?.(2012) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2014Why is order flow so persistent? In: Papers.
[Full Text][Citation analysis]		paper4
2011Heterogeneity, correlations and financial contagion In: Papers.
[Full Text][Citation analysis]		paper56
2012HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION.(2012) In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2012A proposal for impact-adjusted valuation: Critical leverage and execution risk In: Papers.
[Full Text][Citation analysis]		paper4
2012Statistical Basis for Predicting Technological Progress In: Papers.
[Full Text][Citation analysis]		paper73
2013Statistical Basis for Predicting Technological Progress.(2013) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		article
2012Stability analysis of financial contagion due to overlapping portfolios In: Papers.
[Full Text][Citation analysis]		paper229
2014Stability analysis of financial contagion due to overlapping portfolios.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 229		article
2014Leverage-induced systemic risk under Basle II and other credit risk policies In: Papers.
[Full Text][Citation analysis]		paper52
2014Leverage-induced systemic risk under Basle II and other credit risk policies.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2013How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network In: Papers.
[Full Text][Citation analysis]		paper9
2013Uncertain growth and the value of the future In: Papers.
[Full Text][Citation analysis]		paper2
2014To bail-out or to bail-in? Answers from an agent-based model In: Papers.
[Full Text][Citation analysis]		paper61
2015To bail-out or to bail-in? Answers from an agent-based model.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		article
2014The dynamics of the leverage cycle In: Papers.
[Full Text][Citation analysis]		paper38
2015The dynamics of the leverage cycle.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2014Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate In: Papers.
[Full Text][Citation analysis]		paper5
2015How predictable is technological progress? In: Papers.
[Full Text][Citation analysis]		paper82
2016How predictable is technological progress?.(2016) In: Research Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		article
2015The Intrafirm Complexity of Systemically Important Financial Institutions In: Papers.
[Full Text][Citation analysis]		paper5
2021The intrafirm complexity of systemically important financial institutions.(2021) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2015Taming the Basel Leverage Cycle In: Papers.
[Full Text][Citation analysis]		paper18
2016Taming the Basel leverage cycle.(2016) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2015Taming the Basel leverage cycle.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2015Taming the Basel leverage cycle.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2016Taming the Basel leverage cycle.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Towards a taxonomy of learning dynamics in 2 x 2 games In: Papers.
[Full Text][Citation analysis]		paper7
2022Towards a taxonomy of learning dynamics in 2 × 2 games.(2022) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017How well do experience curves predict technological progress? A method for making distributional forecasts In: Papers.
[Full Text][Citation analysis]		paper17
2018How well do experience curves predict technological progress? A method for making distributional forecasts.(2018) In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2018Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves In: Papers.
[Full Text][Citation analysis]		paper15
2019Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves.(2019) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2018Interpreting Economic Complexity In: Papers.
[Full Text][Citation analysis]		paper4
2021How production networks amplify economic growth In: Papers.
[Full Text][Citation analysis]		paper7
2021How production networks amplify economic growth.(2021) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021How production networks amplify economic growth.(2021) In: Janeway Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021How production networks amplify economic growth.(2021) In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2020Automation and occupational mobility: A data-driven network model In: Papers.
[Full Text][Citation analysis]		paper0
2020Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation In: Papers.
[Full Text][Citation analysis]		paper2
2022Measuring productivity dispersion: a parametric approach using the L\{e}vy alpha-stable distribution In: Papers.
[Full Text][Citation analysis]		paper12
2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective In: Papers.
[Full Text][Citation analysis]		paper219
2020Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective.(2020) In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		article
2021How Market Ecology Explains Market Malfunction In: Papers.
[Full Text][Citation analysis]		paper9
2021How market ecology explains market malfunction.(2021) In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2021Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain In: Papers.
[Full Text][Citation analysis]		paper14
2022Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain.(2022) In: Economic Systems Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2022The unequal effects of the health-economy tradeoff during the COVID-19 pandemic In: Papers.
[Full Text][Citation analysis]		paper3
2024The unequal effects of the health–economy trade-off during the COVID-19 pandemic.(2024) In: Nature Human Behaviour.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II In: Papers.
[Full Text][Citation analysis]		paper0
2023Discounting the distant future: What do historical bond prices imply about the long term discount rate? In: Papers.
[Full Text][Citation analysis]		paper2
2017Discounting the distant future: What do historical bond prices imply about the long term discount rate?.(2017) In: LABORatorio R. Revelli Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate?.(2024) In: Mathematics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2000The price dynamics of common trading strategies In: Papers.
[Full Text][Citation analysis]		paper299
2002The price dynamics of common trading strategies.(2002) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 299		article
2000The Price Dynamics of Common Trading Strategies.(2000) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 299		paper
2002A quantitative model of trading and price formation in financial markets In: Papers.
[Full Text][Citation analysis]		paper0
2002Single Curve Collapse of the Price Impact Function for the New York Stock Exchange In: Papers.
[Full Text][Citation analysis]		paper10
2002Statistical theory of the continuous double auction In: Papers.
[Full Text][Citation analysis]		paper154
2003Statistical theory of the continuous double auction.(2003) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 154		article
2004The Predictive Power of Zero Intelligence in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper109
2004On the origin of power law tails in price fluctuations In: Papers.
[Full Text][Citation analysis]		paper50
2004The long memory of the efficient market In: Papers.
[Full Text][Citation analysis]		paper158
2004The Long Memory of the Efficient Market.(2004) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		article
2004What really causes large price changes? In: Papers.
[Full Text][Citation analysis]		paper133
2004What really causes large price changes?.(2004) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		article
2005A theory for long-memory in supply and demand In: Papers.
[Full Text][Citation analysis]		paper48
2005An empirical behavioral model of price formation In: Papers.
[Full Text][Citation analysis]		paper6
2005Theres more to volatility than volume In: Papers.
[Full Text][Citation analysis]		paper25
2006Theres more to volatility than volume.(2006) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2006Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? In: Papers.
[Full Text][Citation analysis]		paper32
2006Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?.(2006) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2006Mechanical vs. informational components of price impact In: Papers.
[Full Text][Citation analysis]		paper2
2007Mechanical vs. informational components of price impact.(2007) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2001Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2014Resilient and Inclusive Prosperity within Planetary Boundaries In: China & World Economy.
[Full Text][Citation analysis]		article4
2016Macroprudential policy in an agent-based model of the UK housing market In: Bank of England working papers.
[Full Text][Citation analysis]		paper40
2009Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper21
2009Hyperbolic Discounting Is Rational: Valuing the Far Future with Uncertain Discount Rates.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2005Economics: the next physical science? In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper17
2014Discounting the Distant Future In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
2018Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Forecasting the propagation of pandemic shocks with a dynamic input-output model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article23
2024Black-box Bayesian inference for agent-based models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2008Introduction to special issue on `Applications of Statistical Physics in Economics and Finance In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article9
2015Why is equity order flow so persistent? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article51
2015Overlapping portfolios, contagion, and financial stability In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article103
2011Historical costs of coal-fired electricity and implications for the future In: Energy Policy.
[Full Text][Citation analysis]		article32
2003An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article11
2020Less precision, more truth: uncertainty in climate economics and macroprudential policy In: Chapters.
[Full Text][Citation analysis]		chapter1
2014Properly discounting the future: using predictions in an uncertain world In: Chapters.
[Full Text][Citation analysis]		chapter0
2015A Third Wave in the Economics of Climate Change In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article111
2021Emergent inequality and business cycles in a simple behavioral macroeconomic model In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]		article4
2024Economic modelling fit for the demands of energy decision makers In: Nature Energy.
[Full Text][Citation analysis]		article3
2003Master curve for price-impact function In: Nature.
[Full Text][Citation analysis]		article159
2005Cool is not enough In: Nature.
[Full Text][Citation analysis]		article0
2008The two cultures of Wall Street In: Nature.
[Full Text][Citation analysis]		article0
2009The economy needs agent-based modelling In: Nature.
[Full Text][Citation analysis]		article404
2010A US nuclear future? In: Nature.
[Full Text][Citation analysis]		article0
2018Acceleration of electrons in the plasma wakefield of a proton bunch In: Nature.
[Full Text][Citation analysis]		article0
2002Market force, ecology and evolution In: Industrial and Corporate Change.
[Citation analysis]		article175
1999Market Force, Ecology, and Evolution.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has nother version. Agregated cites: 175		paper
1998Market Force, Ecology, and Evolution.(1998) In: Research in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 175		paper
2001Market making, price formation, and technical trading In: Computing in Economics and Finance 2001.
[Citation analysis]		paper0
2013Hypotheses non fingo: Problems with the scientific method in economics In: Journal of Economic Methodology.
[Full Text][Citation analysis]		article4
2011The unsmooth trajectory of Benoit Mandelbrot In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2013An ecological perspective on the future of computer trading In: Quantitative Finance.
[Full Text][Citation analysis]		article22
2019An open mind: memories of Ken Arrow In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2002The power of patience: a behavioural regularity in limit-order placement In: Quantitative Finance.
[Full Text][Citation analysis]		article49
2003Looking forward to the future In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2006Comment on Large stock price changes: volume or liquidity?, by Weber and Rosenow In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2001Chaos in Learning a Simple Two Person Game In: Working Papers.
[Citation analysis]		paper13
2002Demand Storage, Market Liquidity, and Price Volatility In: Working Papers.
[Citation analysis]		paper0
2002Optimal Design, Robustness, and Risk Aversion In: Working Papers.
[Citation analysis]		paper3
1999Frontiers of Finance: Evolution and Efficient Markets In: Working Papers.
[Citation analysis]		paper45
1999Physicists Attempt to Scale the Ivory Towers of Finance In: Working Papers.
[Citation analysis]		paper45
2000PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE.(2000) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2000A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team