32
H index
53
i10 index
3819
Citations
Oxford University | 32 H index 53 i10 index 3819 Citations RESEARCH PRODUCTION: 67 Articles 126 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 26 years (1998 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfa201 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with J. Doyne Farmer. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Why Is Productivity Slowing Down?. (2024). Lafond, François ; Koutroumpis, Pantelis ; Goldin, Ian ; Winkler, Julian. In: Journal of Economic Literature. RePEc:aea:jeclit:v:62:y:2024:i:1:p:196-268. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | BANK DIVERSITY AND FINANCIAL CONTAGION. (2023). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:178. Full description at Econpapers || Download paper | |
2023 | Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954. Full description at Econpapers || Download paper | |
2024 | Inversion-free Leontief inverse: statistical regularities in input-output analysis from partial information. (2020). Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:2009.06350. Full description at Econpapers || Download paper | |
2023 | Technical Note: Parameterised-Response Zero-Intelligence (PRZI) Traders. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2103.11341. Full description at Econpapers || Download paper | |
2024 | Nonparametric Test for Volatility in Clustered Multiple Time Series. (2021). Barrios, Erniel B ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412. Full description at Econpapers || Download paper | |
2023 | Deep Reinforcement Trading with Predictable Returns. (2021). Brini, Alessio ; Tantari, Daniele. In: Papers. RePEc:arx:papers:2104.14683. Full description at Econpapers || Download paper | |
2023 | Trading with the Crowd. (2021). Voss, Moritz ; Neuman, Eyal. In: Papers. RePEc:arx:papers:2106.09267. Full description at Econpapers || Download paper | |
2023 | Price 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. Full description at Econpapers || Download paper | |
2023 | Transient impact from the Nash equilibrium of a permanent market impact game. (2022). Lillo, Fabrizio ; Cordoni, Francesco. In: Papers. RePEc:arx:papers:2205.00494. Full description at Econpapers || Download paper | |
2023 | Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781. Full description at Econpapers || Download paper | |
2023 | A cross-border market model with limited transmission capacities. (2022). Milbradt, Cassandra. In: Papers. RePEc:arx:papers:2207.01939. Full description at Econpapers || Download paper | |
2024 | Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
2023 | Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687. Full description at Econpapers || Download paper | |
2023 | Quantifying the Technological Foundations of Economic Complexity. (2023). Guerrero, Omar A ; Rajpal, Hardik. In: Papers. RePEc:arx:papers:2301.04579. Full description at Econpapers || Download paper | |
2023 | Price impact in equity auctions: zero, then linear. (2023). Challet, Damien ; Toke, Ioane Muni ; Salek, Mohammed. In: Papers. RePEc:arx:papers:2301.05677. Full description at Econpapers || Download paper | |
2023 | Estimating 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. Full description at Econpapers || Download paper | |
2023 | Combining 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. Full description at Econpapers || Download paper | |
2023 | Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080. Full description at Econpapers || Download paper | |
2024 | Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393. Full description at Econpapers || Download paper | |
2024 | A Bayesian derivation of the square root law of market impact. (2023). Marsili, Matteo ; Saddier, Louis. In: Papers. RePEc:arx:papers:2303.08867. Full description at Econpapers || Download paper | |
2023 | Economics of In-Space Industry and Competitiveness of Lunar-Derived Rocket Propellant. (2023). Metzger, Philip. In: Papers. RePEc:arx:papers:2303.09011. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081. Full description at Econpapers || Download paper | |
2023 | Statistical properties of volume in the Bitcoin/USD market. (2023). Larralde, Hern'An ; Leyvraz, Francois ; Navarro, Roberto Mota. In: Papers. RePEc:arx:papers:2304.01907. Full description at Econpapers || Download paper | |
2023 | Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory. (2023). Berritta, Marco ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2304.14098. Full description at Econpapers || Download paper | |
2023 | Political Strategies to Overcome Climate Policy Obstructionism. (2023). Rafaty, Ryan ; Srivastav, Sugandha. In: Papers. RePEc:arx:papers:2304.14960. Full description at Econpapers || Download paper | |
2023 | GPT Agents in Game Theory Experiments. (2023). Guo, Fulin. In: Papers. RePEc:arx:papers:2305.05516. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2024 | Validating 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. Full description at Econpapers || Download paper | |
2023 | Large 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. Full description at Econpapers || Download paper | |
2023 | Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093. Full description at Econpapers || Download paper | |
2023 | Exact 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. Full description at Econpapers || Download paper | |
2023 | Application 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. Full description at Econpapers || Download paper | |
2024 | Online 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. Full description at Econpapers || Download paper | |
2024 | Tackling 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. Full description at Econpapers || Download paper | |
2023 | Exploring 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. Full description at Econpapers || Download paper | |
2023 | Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024. Full description at Econpapers || Download paper | |
2024 | Economic 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. Full description at Econpapers || Download paper | |
2023 | Recurrent Neural Networks with more flexible memory: better predictions than rough volatility. (2023). Ragel, Vincent ; Challet, Damien. In: Papers. RePEc:arx:papers:2308.08550. Full description at Econpapers || Download paper | |
2023 | Detecting Financial Market Manipulation with Statistical Physics Tools. (2023). Ventre, Carmine ; Polukarova, Maria ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.08683. Full description at Econpapers || Download paper | |
2024 | An 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. Full description at Econpapers || Download paper | |
2024 | Market-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. Full description at Econpapers || Download paper | |
2023 | Comparing 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. Full description at Econpapers || Download paper | |
2024 | Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511. Full description at Econpapers || Download paper | |
2024 | Anomalous diffusion and price impact in the fluid-limit of an order book. (2023). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079. Full description at Econpapers || Download paper | |
2023 | Unwinding Stochastic Order Flow: When to Warehouse Trades. (2023). Zhao, Long ; Webster, Kevin ; Nutz, Marcel. In: Papers. RePEc:arx:papers:2310.14144. Full description at Econpapers || Download paper | |
2023 | Agent-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. Full description at Econpapers || Download paper | |
2023 | Deep 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. Full description at Econpapers || Download paper | |
2023 | A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247. Full description at Econpapers || Download paper | |
2023 | Analyzing 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | Limit Order Book Simulations: A Review. (2024). Treleaven, Philip ; Kochems, Jonathan ; Firoozye, Nick ; Jain, Konark. In: Papers. RePEc:arx:papers:2402.17359. Full description at Econpapers || Download paper | |
2024 | A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis. (2024). Ganesh, Sumitra ; Henry-Nickie, Makada ; Madhushani, Udari ; Vann, Jared ; Narayanan, Annapoorani Lakshmi ; Ardon, Leo ; Evans, Benjamin Patrick ; Garg, Deepeka. In: Papers. RePEc:arx:papers:2402.17932. Full description at Econpapers || Download paper | |
2024 | Deep Limit Order Book Forecasting. (2024). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267. Full description at Econpapers || Download paper | |
2024 | On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2403.19502. Full description at Econpapers || Download paper | |
2024 | Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior. (2024). Florescu, Ionut ; Thomas, Matthew ; Li, Zheng ; Yao, Zhiyuan. In: Papers. RePEc:arx:papers:2403.19781. Full description at Econpapers || Download paper | |
2024 | Simulating the economic impact of rationality through reinforcement learning and agent-based modelling. (2024). Delli Gatti, Domenico ; Glielmo, Aldo ; Coletta, Andrea ; Padoan, Tommaso ; Brusatin, Simone. In: Papers. RePEc:arx:papers:2405.02161. Full description at Econpapers || Download paper | |
2024 | A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480. Full description at Econpapers || Download paper | |
2024 | Modelling 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 | |
2024 | Microstructure Modes -- Disentangling the Joint Dynamics of Prices & Order Flow. (2024). Bouchaud, Jean-Philippe ; Bonart, Julius ; Maitrier, Guillaume ; Elomari-Kessab, Salma. In: Papers. RePEc:arx:papers:2405.10654. Full description at Econpapers || Download paper | |
2024 | Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6. Full description at Econpapers || Download paper | |
2023 | Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655. Full description at Econpapers || Download paper | |
2023 | Understanding 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. Full description at Econpapers || Download paper | |
2023 | COVID?19 disparities by gender and income: Evidence from the Philippines. (2022). Zveglich, Joseph E ; van der Meulen, Yana ; Raitzer, David A ; Nowacka, Keiko ; Lavado, Rouselle F. In: International Labour Review. RePEc:bla:intlab:v:161:y:2022:i:1:p:107-123. Full description at Econpapers || Download paper | |
2023 | Interbank 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. Full description at Econpapers || Download paper | |
2023 | Reverse 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. Full description at Econpapers || Download paper | |
2023 | Trading with the crowd. (2023). Voss, Moritz ; Neuman, Eyal. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:548-617. Full description at Econpapers || Download paper | |
2023 | Distancing Bonus Or Downscaling Loss? The Changing Livelihood of Us Online Workers in Times of COVIDâ€19. (2020). Dunn, Michael ; Stephany, Fabian ; Lehdonvirta, Vili ; Sawyer, Steven. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:111:y:2020:i:3:p:561-573. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2012 | Getting at Systemic Risk via an Agent-Based Model of the Housing Market In: American Economic Review. [Full Text][Citation analysis] | article | 119 |
2012 | Getting 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: 119 | paper | |
In: . [Full Text][Citation analysis] | paper | 1 | |
2016 | The 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 | |
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2018 | Best reply structure and equilibrium convergence in generic games.(2018) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
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2017 | Models 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: 2 | paper | |
In: . [Full Text][Citation analysis] | paper | 0 | |
In: . [Full Text][Citation analysis] | paper | 1 | |
2023 | Scenario-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: 1 | article | |
In: . [Full Text][Citation analysis] | paper | 2 | |
2019 | Emergent 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 | |
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2019 | A 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: 0 | paper | |
2019 | A 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: 0 | paper | |
2022 | A 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: 0 | article | |
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2019 | Measuring 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: 9 | paper | |
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2022 | Can 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: 7 | article | |
2020 | Can 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: 7 | paper | |
In: . [Full Text][Citation analysis] | paper | 8 | |
2020 | Technological interdependencies predict innovation dynamics.(2020) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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2020 | Production networks and epidemic spreading: How to restart the UK economy?.(2020) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
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2020 | Foundations 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: 14 | paper | |
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2021 | In 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: 3 | paper | |
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2021 | Systemic 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: 2 | paper | |
In: . [Full Text][Citation analysis] | paper | 3 | |
2023 | Reconstructing production networks using machine learning.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
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2022 | Black-box Bayesian inference for economic agent-based models.(2022) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
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2022 | Heterogeneous 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: 8 | paper | |
2022 | Heterogeneous 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: 8 | paper | |
2023 | Heterogeneous 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: 8 | article | |
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2007 | An empirical behavioral model of liquidity and volatility In: Papers. [Full Text][Citation analysis] | paper | 110 |
2008 | An 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: 110 | article | |
2007 | Correlations and clustering in the trading of members of the London Stock Exchange In: Papers. [Full Text][Citation analysis] | paper | 8 |
2008 | The non-random walk of stock prices: The long-term correlation between signs and sizes In: Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | The 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 | |
2008 | The virtues and vices of equilibrium and the future of financial economics In: Papers. [Full Text][Citation analysis] | paper | 17 |
2008 | The 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 | |
2008 | The 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 | |
2010 | What drives mutual fund asset concentration? In: Papers. [Full Text][Citation analysis] | paper | 1 |
2008 | How markets slowly digest changes in supply and demand In: Papers. [Full Text][Citation analysis] | paper | 89 |
2009 | Studies of the limit order book around large price changes In: Papers. [Full Text][Citation analysis] | paper | 11 |
2009 | Studies 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: 11 | article | |
2009 | The Reality Game In: Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | The reality game.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2009 | Market impact and trading profile of large trading orders in stock markets In: Papers. [Full Text][Citation analysis] | paper | 56 |
2010 | Leverage Causes Fat Tails and Clustered Volatility In: Papers. [Full Text][Citation analysis] | paper | 82 |
2010 | Leverage Causes Fat Tails and Clustered Volatility.(2010) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2011 | Leverage Causes Fat Tails and Clustered Volatility.(2011) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | paper | |
2012 | Leverage causes fat tails and clustered volatility.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
2011 | Segmentation algorithm for non-stationary compound Poisson processes In: Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | Segmentation 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 | |
2010 | An empirical study of the tails of mutual fund size In: Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Tick size and price diffusion In: Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | How efficiency shapes market impact In: Papers. [Full Text][Citation analysis] | paper | 49 |
2013 | How efficiency shapes market impact.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2012 | How does the market react to your order flow? In: Papers. [Full Text][Citation analysis] | paper | 15 |
2012 | How does the market react to your order flow?.(2012) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2014 | Why is order flow so persistent? In: Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | Heterogeneity, correlations and financial contagion In: Papers. [Full Text][Citation analysis] | paper | 56 |
2012 | HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION.(2012) In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2012 | A proposal for impact-adjusted valuation: Critical leverage and execution risk In: Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Statistical Basis for Predicting Technological Progress In: Papers. [Full Text][Citation analysis] | paper | 69 |
2013 | Statistical Basis for Predicting Technological Progress.(2013) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
2012 | Stability analysis of financial contagion due to overlapping portfolios In: Papers. [Full Text][Citation analysis] | paper | 212 |
2014 | Stability 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: 212 | article | |
2014 | Leverage-induced systemic risk under Basle II and other credit risk policies In: Papers. [Full Text][Citation analysis] | paper | 49 |
2014 | Leverage-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: 49 | article | |
2013 | How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network In: Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Uncertain growth and the value of the future In: Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | To bail-out or to bail-in? Answers from an agent-based model In: Papers. [Full Text][Citation analysis] | paper | 56 |
2015 | To 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: 56 | article | |
2014 | The dynamics of the leverage cycle In: Papers. [Full Text][Citation analysis] | paper | 35 |
2015 | The dynamics of the leverage cycle.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2014 | Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rate In: Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | How predictable is technological progress? In: Papers. [Full Text][Citation analysis] | paper | 66 |
2016 | How predictable is technological progress?.(2016) In: Research Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2015 | The Intrafirm Complexity of Systemically Important Financial Institutions In: Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | The 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 | |
2015 | Taming the Basel Leverage Cycle In: Papers. [Full Text][Citation analysis] | paper | 18 |
2016 | Taming the Basel leverage cycle.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2015 | Taming 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 | |
2015 | Taming 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 | |
2016 | Taming 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 | |
2021 | Towards a taxonomy of learning dynamics in 2 x 2 games In: Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | Towards 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: 5 | article | |
2017 | How well do experience curves predict technological progress? A method for making distributional forecasts In: Papers. [Full Text][Citation analysis] | paper | 13 |
2018 | How 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: 13 | article | |
2018 | Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves In: Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Wright 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: 11 | article | |
2018 | Interpreting Economic Complexity In: Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | How production networks amplify economic growth In: Papers. [Full Text][Citation analysis] | paper | 4 |
2021 | How production networks amplify economic growth.(2021) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
2021 | How 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: 4 | article | |
2020 | Automation and occupational mobility: A data-driven network model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Measuring productivity dispersion: a parametric approach using the L\{e}vy alpha-stable distribution In: Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Measuring 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 | |
2020 | Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective In: Papers. [Full Text][Citation analysis] | paper | 201 |
2020 | Supply 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: 201 | article | |
2021 | How Market Ecology Explains Market Malfunction In: Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | How 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: 7 | article | |
2021 | Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain In: Papers. [Full Text][Citation analysis] | paper | 10 |
2022 | Simultaneous 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: 10 | article | |
2022 | The unequal effects of the health-economy tradeoff during the COVID-19 pandemic In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | The 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: 0 | article | |
2023 | Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Discounting the distant future: What do historical bond prices imply about the long term discount rate? In: Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Discounting 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 | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | ||
2000 | The price dynamics of common trading strategies In: Papers. [Full Text][Citation analysis] | paper | 291 |
2002 | The price dynamics of common trading strategies.(2002) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 291 | article | |
2000 | The Price Dynamics of Common Trading Strategies.(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 291 | paper | |
2002 | A quantitative model of trading and price formation in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Single Curve Collapse of the Price Impact Function for the New York Stock Exchange In: Papers. [Full Text][Citation analysis] | paper | 10 |
2002 | Statistical theory of the continuous double auction In: Papers. [Full Text][Citation analysis] | paper | 144 |
2003 | Statistical theory of the continuous double auction.(2003) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
2004 | The Predictive Power of Zero Intelligence in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 109 |
2004 | On the origin of power law tails in price fluctuations In: Papers. [Full Text][Citation analysis] | paper | 49 |
2004 | The long memory of the efficient market In: Papers. [Full Text][Citation analysis] | paper | 149 |
2004 | The Long Memory of the Efficient Market.(2004) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | article | |
2004 | What really causes large price changes? In: Papers. [Full Text][Citation analysis] | paper | 128 |
2004 | What really causes large price changes?.(2004) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 128 | article | |
2005 | A theory for long-memory in supply and demand In: Papers. [Full Text][Citation analysis] | paper | 42 |
2005 | An empirical behavioral model of price formation In: Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Theres more to volatility than volume In: Papers. [Full Text][Citation analysis] | paper | 25 |
2006 | Theres more to volatility than volume.(2006) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2006 | Market 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] | paper | 30 |
2006 | Market 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: 30 | article | |
2006 | Mechanical vs. informational components of price impact In: Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Mechanical 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 | |
2001 | Evaluation of Traffic Injury Prevention Programs Using Counting Process Approaches In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
2014 | Resilient and Inclusive Prosperity within Planetary Boundaries In: China & World Economy. [Full Text][Citation analysis] | article | 4 |
2016 | Macroprudential policy in an agent-based model of the UK housing market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 36 |
2009 | Hyperbolic discounting is rational: Valuing the far future with uncertain discount rates In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 21 |
2009 | Hyperbolic 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 | |
2005 | Economics: the next physical science? In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2014 | Discounting the Distant Future In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Determining the Differences that Matter: Development and Divergence in US States over 1850-2010 In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2022 | Forecasting the propagation of pandemic shocks with a dynamic input-output model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
2024 | Black-box Bayesian inference for agent-based models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2008 | Introduction to special issue on `Applications of Statistical Physics in Economics and Finance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
2015 | Why is equity order flow so persistent? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 43 |
2015 | Overlapping portfolios, contagion, and financial stability In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 97 |
2011 | Historical costs of coal-fired electricity and implications for the future In: Energy Policy. [Full Text][Citation analysis] | article | 29 |
2003 | An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2020 | Less precision, more truth: uncertainty in climate economics and macroprudential policy In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Properly discounting the future: using predictions in an uncertain world In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | A Third Wave in the Economics of Climate Change In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 100 |
2021 | Emergent inequality and business cycles in a simple behavioral macroeconomic model In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] | article | 3 |
2024 | Economic modelling fit for the demands of energy decision makers In: Nature Energy. [Full Text][Citation analysis] | article | 0 |
2003 | Master curve for price-impact function In: Nature. [Full Text][Citation analysis] | article | 149 |
2005 | Cool is not enough In: Nature. [Full Text][Citation analysis] | article | 0 |
2008 | The two cultures of Wall Street In: Nature. [Full Text][Citation analysis] | article | 0 |
2009 | The economy needs agent-based modelling In: Nature. [Full Text][Citation analysis] | article | 369 |
2010 | A US nuclear future? In: Nature. [Full Text][Citation analysis] | article | 0 |
2018 | Acceleration of electrons in the plasma wakefield of a proton bunch In: Nature. [Full Text][Citation analysis] | article | 0 |
2002 | Market force, ecology and evolution In: Industrial and Corporate Change. [Citation analysis] | article | 167 |
1999 | Market Force, Ecology, and Evolution.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
1998 | Market Force, Ecology, and Evolution.(1998) In: Research in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | paper | |
2001 | Market making, price formation, and technical trading In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2013 | Hypotheses non fingo: Problems with the scientific method in economics In: Journal of Economic Methodology. [Full Text][Citation analysis] | article | 4 |
2011 | The unsmooth trajectory of Benoit Mandelbrot In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2013 | An ecological perspective on the future of computer trading In: Quantitative Finance. [Full Text][Citation analysis] | article | 15 |
2019 | An open mind: memories of Ken Arrow In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2002 | The power of patience: a behavioural regularity in limit-order placement In: Quantitative Finance. [Full Text][Citation analysis] | article | 49 |
2003 | Looking forward to the future In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2006 | Comment on Large stock price changes: volume or liquidity?, by Weber and Rosenow In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
2001 | Chaos in Learning a Simple Two Person Game In: Working Papers. [Citation analysis] | paper | 13 |
2002 | Demand Storage, Market Liquidity, and Price Volatility In: Working Papers. [Citation analysis] | paper | 0 |
2002 | Optimal Design, Robustness, and Risk Aversion In: Working Papers. [Citation analysis] | paper | 2 |
1999 | Frontiers of Finance: Evolution and Efficient Markets In: Working Papers. [Citation analysis] | paper | 44 |
1999 | Physicists Attempt to Scale the Ivory Towers of Finance In: Working Papers. [Citation analysis] | paper | 43 |
2000 | PHYSICISTS 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: 43 | article | |
2000 | A 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] | article | 3 |
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