J. Doyne Farmer : Citation Profile

Are you J. Doyne Farmer?

Oxford University

31

H index

51

i10 index

3649

Citations

RESEARCH PRODUCTION:

63

Articles

125

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 145
   Journals where J. Doyne Farmer has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 80 (2.15 %)

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   Permalink: http://citec.repec.org/pfa201
   Updated: 2024-01-16    RAS profile: 2024-01-04    
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Relations with other researchers

Works with:

Lafond, François (14)

Pichler, Anton (6)

Winkler, Julian (3)

del Rio-Chanona, R. Maria (3)

Pangallo, Marco (3)

Uluc, Arzu (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 (137)

Napoletano, Mauro (124)

Zhou, Wei-Xing (94)

Westerhoff, Frank (70)

Fagiolo, Giorgio (50)

Mandel, Antoine (43)

Hommes, Cars (43)

Challet, Damien (36)

He, Xuezhong (Tony) (33)

Dosi, Giovanni (32)

Iori, Giulia (27)

Cites to:

Shin, Hyun Song (30)

Thurner, Stefan (27)

Roventini, Andrea (24)

Hallegatte, Stephane (24)

Acharya, Viral (23)

Mandel, Antoine (21)

Shleifer, Andrei (20)

Kapadia, Sujit (19)

Lafond, François (18)

Potters, Marc (17)

Lebaron, Blake (17)

Main data

Where J. Doyne Farmer has published?

Journals with more than one article published# docs
Quantitative Finance13
Journal of Economic Dynamics and Control10
Nature6
The European Physical Journal B: Condensed Matter and Complex Systems4
Journal of Banking & Finance3
Industrial and Corporate Change2
International Journal of Theoretical and Applied Finance (IJTAF)2
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org63
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

Recent works citing J. Doyne Farmer (2024 and 2023)

YearTitle of citing document
2023How can technology significantly contribute to climate change mitigation?. (2023). Cette, Gilbert ; Lecat, Remy ; Chouard, Valerie ; Alestra, Claire. In: AMSE Working Papers. RePEc:aim:wpaimx:2301.

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2023.

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2023.

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2023BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178.

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2023Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2023Technical Note: Parameterised-Response Zero-Intelligence (PRZI) Traders. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2103.11341.

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2023Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2023Deep Reinforcement Trading with Predictable Returns. (2021). Brini, Alessio ; Tantari, Daniele. In: Papers. RePEc:arx:papers:2104.14683.

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2023Trading with the Crowd. (2021). Voss, Moritz ; Neuman, Eyal. In: Papers. RePEc:arx:papers:2106.09267.

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2023Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting. (2021). Zhang, Chao ; Cucuringu, Mihai ; Cont, Rama. In: Papers. RePEc:arx:papers:2112.13213.

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2023Transient impact from the Nash equilibrium of a permanent market impact game. (2022). Lillo, Fabrizio ; Cordoni, Francesco. In: Papers. RePEc:arx:papers:2205.00494.

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2023Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

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2023A cross-border market model with limited transmission capacities. (2022). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939.

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2023Quantifying the Technological Foundations of Economic Complexity. (2023). Guerrero, Omar A ; Rajpal, Hardik. In: Papers. RePEc:arx:papers:2301.04579.

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2023Price impact in equity auctions: zero, then linear. (2023). Challet, Damien ; Toke, Ioane Muni ; Salek, Mohammed. In: Papers. RePEc:arx:papers:2301.05677.

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2023Estimating the loss of economic predictability from aggregating firm-level production networks. (2023). Thurner, Stefan ; Kert, J'Anos ; Reisch, Tobias ; Borsos, Andr'As ; Diem, Christian. In: Papers. RePEc:arx:papers:2302.11451.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2023Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393.

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2023A Bayesian derivation of the square root law of market impact. (2023). Marsili, Matteo ; Saddier, Louis. In: Papers. RePEc:arx:papers:2303.08867.

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2023Economics of In-Space Industry and Competitiveness of Lunar-Derived Rocket Propellant. (2023). Metzger, Philip. In: Papers. RePEc:arx:papers:2303.09011.

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2023Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies. (2023). Sanchez, Juli'An Fernando ; Ramirez, Hugo E. In: Papers. RePEc:arx:papers:2303.10043.

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2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Statistical properties of volume in the Bitcoin/USD market. (2023). Larralde, Hern'An ; Leyvraz, Francois ; Navarro, Roberto Mota. In: Papers. RePEc:arx:papers:2304.01907.

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2023Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. (2023). Berritta, Marco ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2304.14098.

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2023Political Strategies to Overcome Climate Policy Obstructionism. (2023). Rafaty, Ryan ; Srivastav, Sugandha. In: Papers. RePEc:arx:papers:2304.14960.

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2023GPT Agents in Game Theory Experiments. (2023). Guo, Fulin. In: Papers. RePEc:arx:papers:2305.05516.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium. (2023). Schoors, Koen ; Baetens, Jan M ; Alleman, Tijs W. In: Papers. RePEc:arx:papers:2305.16377.

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2023Large Banks and Systemic Risk: Insights from a Mean-Field Game Model. (2023). Benatia, David ; Firoozi, Dena ; Chang, Yuanyuan. In: Papers. RePEc:arx:papers:2305.17830.

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2023Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093.

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2023Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies. (2023). Kanazawa, Kiyoshi ; Sato, Yuki. In: Papers. RePEc:arx:papers:2306.13378.

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2023Application of spin glass ideas in social sciences, economics and finance. (2023). Nadal, Jean-Pierre ; Marsili, Matteo ; Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2306.16165.

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2023Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2023). Mazzarisi, Piero ; Lillo, Fabrizio ; Tsaknaki, Ioanna-Yvonni. In: Papers. RePEc:arx:papers:2307.02375.

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2023Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement. (2023). Ragel, Vincent ; Fabre, Timoth'Ee. In: Papers. RePEc:arx:papers:2307.04863.

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2023Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyds of London Case Study. (2023). Tua, Alan ; Feng, Zhe ; Kam, Keith ; Ahmed, Akhil ; Olmez, Sedar. In: Papers. RePEc:arx:papers:2307.05581.

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2023Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024.

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2023Economic complexity and the sustainability transition: A review of data, methods, and literature. (2023). Sbardella, Angelica ; Patelli, Aurelio ; Napolitano, Lorenzo ; Mazzilli, Dario ; Caldarola, Bernardo. In: Papers. RePEc:arx:papers:2308.07172.

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2023Recurrent Neural Networks with more flexible memory: better predictions than rough volatility. (2023). Ragel, Vincent ; Challet, Damien. In: Papers. RePEc:arx:papers:2308.08550.

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2023Detecting Financial Market Manipulation with Statistical Physics Tools. (2023). Ventre, Carmine ; Polukarova, Maria ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.08683.

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2023An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235.

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2023Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context. (2023). An, BO ; Wang, Xinrun ; Sun, Shuo ; Xia, Haochong. In: Papers. RePEc:arx:papers:2309.07708.

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2023Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model. (2023). Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2309.10220.

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2023Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2023Anomalous diffusion and price impact in the fluid-limit of an order book. (2023). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079.

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

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2023Agent-based Modelling of Credit Card Promotions. (2023). Khraishi, Raad ; Hamill, Conor B ; Cowan, Greig A ; Okhrati, Ramin ; Mercuri, Salvatore ; Lawrence, Jerrard ; Gherghel, Simona. In: Papers. RePEc:arx:papers:2311.01901.

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2023Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. (2023). Baggott, Rory ; Stillman, Namid R ; Vytelingum, Perukrishnen ; Chen, Tao ; Zhu, Dingqiu ; Zhang, Jianfei ; Lyon, Justin. In: Papers. RePEc:arx:papers:2311.11913.

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2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247.

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2023Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents. (2023). Dwarakanath, Kshama ; Dong, Jialin ; Vyetrenko, Svitlana. In: Papers. RePEc:arx:papers:2311.17252.

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2023The two square root laws of market impact and the role of sophisticated market participants. (2023). Rosenbaum, Mathieu ; Durin, Bruno ; Szymanski, Gr'Egoire. In: Papers. RePEc:arx:papers:2311.18283.

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2023Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256.

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2023Trading with the crowd. (2023). Voss, Moritz ; Neuman, Eyal. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:548-617.

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2023.

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2023Technological learning: Lessons learned on energy technologies. (2023). Auer, Hans ; Ajanovic, Amela ; Sayer, Marlene ; Haas, Reinhard. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e463.

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2023Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur. In: Bank of England working papers. RePEc:boe:boeewp:1000.

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2023.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies. (2023). Sanchez, J F ; Ramirez, H. In: Documentos de Trabajo. RePEc:col:000092:020669.

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2023Potential evolution of the renewable hydrogen sector using California as a reference market. (2023). Lane, Blake ; Shaffer, Brendan ; Dailey, Emily ; Reed, Jeffrey ; Samuelsen, Scott ; Fong, Amber ; Flores, Robert. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922016439.

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2023Economic and environmental impacts of EVs promotion under the 2060 carbon neutrality target—A CGE based study in Shaanxi Province of China. (2023). Zhao, Daiqing ; Ren, Songyan ; Wang, Peng ; Lin, Zewei. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017585.

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2023Hindcasting to inform the development of bottom-up electricity system models: The cases of endogenous demand and technology learning. (2023). Trutnevyte, Evelina ; Jaxa-Rozen, Marc ; Wen, Xin. In: Applied Energy. RePEc:eee:appene:v:340:y:2023:i:c:s0306261923003999.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2023Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925.

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2023Resilience of international trade to typhoon-related supply disruptions. (2023). Levermann, Anders ; Otto, Christian ; Willner, Sven N ; Kuhla, Kilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000696.

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2023Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173.

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2023Support for those not affected: How macroeconomic policies have shaped COVID’s impact on sectoral activity. (2023). Rop, Anton ; Pranikar, Janez ; Bole, Velimir. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:265-280.

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2023Rural banking spatial competition and stability. (2023). Amanda, Citra. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:492-504.

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2023Optimal carbon tax rates in a dynamic stochastic general equilibrium model with a supply chain. (2023). Zhao, Hong ; Chan, Ying Tung. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003467.

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2023Macroeconomic consequences of the COVID-19 pandemic. (2023). Wei, Dan ; John, Richard ; Rose, Adam ; Walmsley, Terrie ; Byrd, Katie ; Machado, Juan ; Hlavka, Jakub P. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003844.

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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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2023Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

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2023A framework for agent-based models of human needs and ecological limits. (2023). Foramitti, Joel. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pa:s0921800922003123.

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2023Managing the distributional effects of climate policies: A narrow path to a just transition. (2023). Vona, Francesco. In: Ecological Economics. RePEc:eee:ecolec:v:205:y:2023:i:c:s0921800922003500.

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2023Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891.

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2023Germany’s capacity to work from home. (2023). Schüller, Simone ; Falck, Oliver ; Schuller, Simone ; Alipour, Jean-Victor. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002343.

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2023Global sensitivity analysis in epidemiological modeling. (2023). Borgonovo, Emanuele ; Lu, Xuefei. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:9-24.

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2023Feed-in tariff policy for biomass power generation: Incorporating the feedstock acquisition process. (2023). Qian, Yanjun ; Lin, Jun. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1113-1132.

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2023Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16.

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2023Decentralized payment clearing using blockchain and optimal bidding. (2023). Feinstein, Zachary ; Bichuch, Maxim ; Amini, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:409-420.

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2023Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391.

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2023Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:773-792.

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2023Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109.

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2023Portfolio homogeneity and systemic risk of financial networks. (2023). Liu, Taoxiong ; Lien, Donald ; Huang, Yajing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:248-275.

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2023Local and global experience curves for lumpy and granular energy technologies. (2023). Kim, Yeong Jae ; Choi, Dong Hyun. In: Energy Policy. RePEc:eee:enepol:v:174:y:2023:i:c:s0301421523000113.

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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023Role of technology learning in the decarbonization of the iron and steel sector: An energy system approach using a global-scale optimization model. (2023). Savoldi, Laura ; Lerede, Daniele ; Keppo, Ilkka ; Moglianesi, Andrea. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007338.

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2023A multi-period model for optimizing negative emission technology portfolios with economic and carbon value discount rates. (2023). Tan, Raymond R ; Migo-Sumagang, Maria Victoria ; Aviso, Kathleen B. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223008393.

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2023Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557.

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2023A new look at financial markets efficiency from linear response theory. (2023). de Las, Javier F ; Sanchez-Granero, Miguel A ; Clara-Rahola, Joaquim ; Puertas, Antonio M ; Trinidad-Segovia, Juan E. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006316.

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2023Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396.

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2023Bank resolution mechanisms revisited: Towards a new era of restructuring. (2023). Tsomocos, Dimitrios P ; Kryg, Natalia ; Hryckiewicz, Aneta. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s157230892300058x.

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2023Firm-level risk of climate change: Evidence from climate disasters. (2023). Gao, Lucia S ; Ai, LI. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001077.

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2023The state of Africas air transport market amid COVID-19, and forecasts for recovery. (2023). Tolcha, Tassew Dufera. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:108:y:2023:i:c:s0969699723000236.

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2023COVID-19 and bank branch lending: The moderating effect of digitalization. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Guerra, Solange Maria ; Stancato, Sergio Rubens. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000936.

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J. Doyne Farmer has edited the books:

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2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market In: American Economic Review.
[Full Text][Citation analysis]		article114
2012Getting at Systemic Risk via an Agent-Based Model of the Housing Market.(2012) In: Cowles Foundation Discussion Papers.
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In: .
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2016The prevalence of chaotic dynamics in games with many players.(2016) In: Papers.
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2018Best reply structure and equilibrium convergence in generic games.(2018) In: Papers.
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In: .
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In: .
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2017Models of Financial Stability and their Application in Stress Tests.(2017) In: Working Papers on Finance.
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2023Scenario-free analysis of financial stability with interacting contagion channels.(2023) In: Journal of Banking & Finance.
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2019Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model.(2019) In: Papers.
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In: .
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2019A simulation of the insurance industry: The problem of risk model homogeneity.(2019) In: Papers.
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2019A simulation of the insurance industry: The problem of risk model homogeneity.(2019) In: MPRA Paper.
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2022A simulation of the insurance industry: the problem of risk model homogeneity.(2022) In: Journal of Economic Interaction and Coordination.
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2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution.(2019) In: MPRA Paper.
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In: .
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2022Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment.(2022) In: The Journal of Economic History.
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2020Can stimulating demand drive costs down? World War II as a natural experiment.(2020) In: MPRA Paper.
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2020Technological interdependencies predict innovation dynamics.(2020) In: Papers.
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2020Production networks and epidemic spreading: How to restart the UK economy?.(2020) In: Papers.
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2020Foundations of system-wide financial stress testing with heterogeneous institutions.(2020) In: Bank of England working papers.
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2021In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model.(2021) In: Papers.
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In: .
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2021Systemic implications of the bail-in design.(2021) In: LSE Research Online Documents on Economics.
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In: .
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2023Reconstructing production networks using machine learning.(2023) In: Journal of Economic Dynamics and Control.
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2022Black-box Bayesian inference for economic agent-based models.(2022) In: Papers.
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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2022) In: Working Papers.
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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2022) In: Bank of England working papers.
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2023Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market.(2023) In: Industrial and Corporate Change.
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2007An empirical behavioral model of liquidity and volatility In: Papers.
[Full Text][Citation analysis]		paper110
2008An empirical behavioral model of liquidity and volatility.(2008) In: Journal of Economic Dynamics and Control.
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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.
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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]		paper16
2008The Virtues and Vices of Equilibrium and the Future of Financial Economics.(2008) In: Levine's Working Paper Archive.
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2008The Virtues and Vices of Equilibrium and the Future of Financial Economics.(2008) In: Cowles Foundation Discussion Papers.
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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]		paper88
2009Studies of the limit order book around large price changes In: Papers.
[Full Text][Citation analysis]		paper10
2009Studies of the limit order book around large price changes.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009The Reality Game In: Papers.
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2009The reality game.(2009) In: Journal of Economic Dynamics and Control.
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2009Market impact and trading profile of large trading orders in stock markets In: Papers.
[Full Text][Citation analysis]		paper55
2010Leverage Causes Fat Tails and Clustered Volatility In: Papers.
[Full Text][Citation analysis]		paper78
2010Leverage Causes Fat Tails and Clustered Volatility.(2010) In: Cowles Foundation Discussion Papers.
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2011Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers.
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2012Leverage causes fat tails and clustered volatility.(2012) In: Quantitative Finance.
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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.
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2010An empirical study of the tails of mutual fund size In: Papers.
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2010Tick size and price diffusion In: Papers.
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2013How efficiency shapes market impact In: Papers.
[Full Text][Citation analysis]		paper47
2013How efficiency shapes market impact.(2013) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 47		article
2012How does the market react to your order flow? In: Papers.
[Full Text][Citation analysis]		paper15
2012How does the market react to your order flow?.(2012) In: Quantitative Finance.
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2014Why is order flow so persistent? In: Papers.
[Full Text][Citation analysis]		paper4
2011Heterogeneity, correlations and financial contagion In: Papers.
[Full Text][Citation analysis]		paper54
2012HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION.(2012) In: Advances in Complex Systems (ACS).
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2012A proposal for impact-adjusted valuation: Critical leverage and execution risk In: Papers.
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2012Statistical Basis for Predicting Technological Progress In: Papers.
[Full Text][Citation analysis]		paper67
2013Statistical Basis for Predicting Technological Progress.(2013) In: PLOS ONE.
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This paper has nother version. Agregated cites: 67		article
2012Stability analysis of financial contagion due to overlapping portfolios In: Papers.
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2014Stability analysis of financial contagion due to overlapping portfolios.(2014) In: Journal of Banking & Finance.
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2014Leverage-induced systemic risk under Basle II and other credit risk policies In: Papers.
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2014Leverage-induced systemic risk under Basle II and other credit risk policies.(2014) In: Journal of Banking & Finance.
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2013How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network In: Papers.
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2013Uncertain growth and the value of the future In: Papers.
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2014To bail-out or to bail-in? Answers from an agent-based model In: Papers.
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2015To bail-out or to bail-in? Answers from an agent-based model.(2015) In: Journal of Economic Dynamics and Control.
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2014The dynamics of the leverage cycle In: Papers.
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2015The dynamics of the leverage cycle.(2015) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 34		article
2014Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate In: Papers.
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2015How predictable is technological progress? In: Papers.
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2016How predictable is technological progress?.(2016) In: Research Policy.
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2015The Intrafirm Complexity of Systemically Important Financial Institutions In: Papers.
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2021The intrafirm complexity of systemically important financial institutions.(2021) In: Journal of Financial Stability.
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2015Taming the Basel Leverage Cycle In: Papers.
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2016Taming the Basel leverage cycle.(2016) In: Journal of Financial Stability.
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2015Taming the Basel leverage cycle.(2015) In: LSE Research Online Documents on Economics.
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2015Taming the Basel leverage cycle.(2015) In: LSE Research Online Documents on Economics.
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2016Taming the Basel leverage cycle.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 18		paper
2021Towards a taxonomy of learning dynamics in 2 x 2 games In: Papers.
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2022Towards a taxonomy of learning dynamics in 2 × 2 games.(2022) In: Games and Economic Behavior.
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This paper has nother version. Agregated cites: 5		article
2017How well do experience curves predict technological progress? A method for making distributional forecasts In: Papers.
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2018How well do experience curves predict technological progress? A method for making distributional forecasts.(2018) In: Technological Forecasting and Social Change.
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2018Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves In: Papers.
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2019Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves.(2019) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 10		article
2018Interpreting Economic Complexity In: Papers.
[Full Text][Citation analysis]		paper4
2021How production networks amplify economic growth In: Papers.
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2021How production networks amplify economic growth.(2021) In: Cambridge Working Papers in Economics.
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2021How production networks amplify economic growth.(2021) In: Proceedings of the National Academy of Sciences.
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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.
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2022Measuring productivity dispersion: a parametric approach using the L\{e}vy alpha-stable distribution In: Papers.
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2019Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 10		paper
2020Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective In: Papers.
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2020Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective.(2020) In: Oxford Review of Economic Policy.
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2021How Market Ecology Explains Market Malfunction In: Papers.
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2021How market ecology explains market malfunction.(2021) In: Proceedings of the National Academy of Sciences.
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2021Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain In: Papers.
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2022Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain.(2022) In: Economic Systems Research.
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2022The unequal effects of the health-economy tradeoff during the COVID-19 pandemic In: Papers.
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2023Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II In: Papers.
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2000The price dynamics of common trading strategies In: Papers.
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2002The price dynamics of common trading strategies.(2002) In: Journal of Economic Behavior & Organization.
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2000The Price Dynamics of Common Trading Strategies.(2000) In: Working Papers.
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This paper has nother version. Agregated cites: 286		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]		paper141
2003Statistical theory of the continuous double auction.(2003) In: Quantitative Finance.
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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]		paper47
2004The long memory of the efficient market In: Papers.
[Full Text][Citation analysis]		paper146
2004The Long Memory of the Efficient Market.(2004) In: Studies in Nonlinear Dynamics & Econometrics.
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2004What really causes large price changes? In: Papers.
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2004What really causes large price changes?.(2004) In: Quantitative Finance.
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2005A theory for long-memory in supply and demand In: Papers.
[Full Text][Citation analysis]		paper40
2005An empirical behavioral model of price formation In: Papers.
[Full Text][Citation analysis]		paper6
2005Theres more to volatility than volume In: Papers.
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2006Theres more to volatility than volume.(2006) In: Quantitative Finance.
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2006Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? In: Papers.
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2006Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?.(2006) In: Quantitative Finance.
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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.
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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]		article3
2016Macroprudential policy in an agent-based model of the UK housing market In: Bank of England working papers.
[Full Text][Citation analysis]		paper33
2017Discounting the distant future: What do historical bond prices imply about the long term discount rate? In: LABORatorio R. Revelli Working Papers Series.
[Full Text][Citation analysis]		paper1
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.
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2005Economics: the next physical science? In: Cowles Foundation Discussion Papers.
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2014Discounting the Distant Future In: Cowles Foundation Discussion Papers.
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2018Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 In: Working Paper Series.
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2022Forecasting the propagation of pandemic shocks with a dynamic input-output model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2008Introduction to special issue on `Applications of Statistical Physics in Economics and Finance In: Journal of Economic Dynamics and Control.
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2015Why is equity order flow so persistent? In: Journal of Economic Dynamics and Control.
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2015Overlapping portfolios, contagion, and financial stability In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article86
2011Historical costs of coal-fired electricity and implications for the future In: Energy Policy.
[Full Text][Citation analysis]		article29
2003An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications.
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2020Less precision, more truth: uncertainty in climate economics and macroprudential policy In: Chapters.
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2014Properly discounting the future: using predictions in an uncertain world In: Chapters.
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2015A Third Wave in the Economics of Climate Change In: Environmental & Resource Economics.
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2021Emergent inequality and business cycles in a simple behavioral macroeconomic model In: Proceedings of the National Academy of Sciences.
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2003Master curve for price-impact function In: Nature.
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2005Cool is not enough In: Nature.
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2008The two cultures of Wall Street In: Nature.
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2009The economy needs agent-based modelling In: Nature.
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2010A US nuclear future? In: Nature.
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2018Acceleration of electrons in the plasma wakefield of a proton bunch In: Nature.
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2002Market force, ecology and evolution In: Industrial and Corporate Change.
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1999Market Force, Ecology, and Evolution.(1999) In: Computing in Economics and Finance 1999.
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1998Market Force, Ecology, and Evolution.(1998) In: Research in Economics.
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2001Market making, price formation, and technical trading In: Computing in Economics and Finance 2001.
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2013Hypotheses non fingo: Problems with the scientific method in economics In: Journal of Economic Methodology.
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2011The unsmooth trajectory of Benoit Mandelbrot In: Quantitative Finance.
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2013An ecological perspective on the future of computer trading In: Quantitative Finance.
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2019An open mind: memories of Ken Arrow In: Quantitative Finance.
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2002The power of patience: a behavioural regularity in limit-order placement In: Quantitative Finance.
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2003Looking forward to the future In: Quantitative Finance.
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2006Comment on Large stock price changes: volume or liquidity?, by Weber and Rosenow In: Quantitative Finance.
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2001Chaos in Learning a Simple Two Person Game In: Working Papers.
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2002Demand Storage, Market Liquidity, and Price Volatility In: Working Papers.
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2002Optimal Design, Robustness, and Risk Aversion In: Working Papers.
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1999Frontiers of Finance: Evolution and Efficient Markets In: Working Papers.
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1999Physicists Attempt to Scale the Ivory Towers of Finance In: Working Papers.
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2000PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE.(2000) In: International Journal of Theoretical and Applied Finance (IJTAF).
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2000A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET In: International Journal of Theoretical and Applied Finance (IJTAF).
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