← All authors J. Doyne Farmer University of Oxford (per OpenAlex) · ORCID · OpenAlex
87 papers in scope · 87 published · 1 on the econ.EM arXiv · 13,950 citations · h-index 44 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Д. И. Кошелев А. А. Пономаренко Sergei Seleznev Sebastian M. Schmon Joel Dyer Patrick Cannon Jens Ludwig Sendhil Mullainathan Guillaume Pouliot Ashesh Rambachan Elena Manresa Tetsuya Kaji Joseph P. Romano David M. Ritzwoller Azeem M. Shaikh Edward W. Hill Nikoleta Anesti Alexander Eliseev Annie Liang Qiang Chen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 87)
Quantitative agent-based models: a promising alternative for macroeconomics
published 2025 · Oxford Review of Economic Policy · 3 citations
The need for better statistical testing in data-driven energy technology modeling
published 2024 · Joule · 15 citations
with Claudia Baumgartner, Rupert Way, Matthew C. Ives
Measuring productivity dispersion: a parametric approach using the Lévy alpha-stable distribution
published 2024 · Industrial and Corporate Change · 2 citations · first circulated 2019
with Jangho Yang, Torsten Heinrich, Julian Winkler, François Lafond, Pantelis Koutroumpis
Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate?
published 2024 · Mathematics · 6 citations
with John Geanakoplos, Matteo Richiardi, Miquel Montero, Josep Perelló, Jaume Masoliver
published 2024 · Journal of Economic Dynamics and Control · 28 citations · first circulated 2022
Economic modelling fit for the demands of energy decision makers
published 2024 · Nature Energy · 20 citations
with Pete Barbrook-Johnson, Jean-François Mercure, Simon Sharpe, Cristina Peñasco, Cameron Hepburn, Laura Díaz Anadón, Timothy M. Lenton
BlackBIRDS: Black-Box Inference foR DifferentiableSimulators
published 2023 · The Journal of Open Source Software · 2 citations
Reconstructing production networks using machine learning
published 2023 · Journal of Economic Dynamics and Control · 31 citations
with Luca Mungo, François Lafond, Pablo Astudillo-Estévez
Scenario-free analysis of financial stability with interacting contagion channels
published 2022 · Journal of Banking & Finance · 14 citations
with Garbrand Wiersema, Alissa M. Kleinnijenhuis, Thom Wetzer
Forecasting the propagation of pandemic shocks with a dynamic input-output model
published 2022 · Journal of Economic Dynamics and Control · 50 citations
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
published 2022 · Industrial and Corporate Change · 38 citations · first circulated 2016
with Adrián Carro, Marc Hinterschweiger, Arzu Uluc, Rafa Baptista, Katie Low, Daniel Tang
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment
published 2022 · The Journal of Economic History · 6 citations · first circulated 2020
with François Lafond, Diana Seave Greenwald
Estimating initial conditions for dynamical systems with incomplete information
published 2022 · Nonlinear Dynamics · 4 citations
with Blas Kolic, Juan Sabuco
Valuing the Future and Discounting in Random Environments: A Review
published 2022 · Entropy · 5 citations
with Jaume Masoliver, Miquel Montero, Josep Perelló, John Geanakoplos
Towards a taxonomy of learning dynamics in 2 × 2 games
published 2021 · Games and Economic Behavior · 4 citations · first circulated 2017
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain
published 2021 · Economic Systems Research · 4 citations
with Anton Pichler
Emergent inequality and business cycles in a simple behavioral macroeconomic model
published 2021 · Proceedings of the National Academy of Sciences · 14 citations
with Yuki M. Asano, Jakob J. Kolb, Jobst Heitzig
Occupational mobility and automation: a data-driven network model
published 2021 · Journal of The Royal Society Interface · 51 citations · first circulated 2019
with R. Maria del Rio-Chanona, Penny Mealy, Mariano Beguerisse-Díaz, François Lafond
How Market Ecology Explains Market Malfunction
published 2020 · Proceedings of the National Academy of Sciences · 2 citations
with Maarten P. Scholl, Anisoara Calinescu, M Scholl
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves
published 2019 · Journal of Economic Dynamics and Control · 13 citations · first circulated 2017
Interpreting economic complexity
published 2019 · Science Advances · 183 citations · first circulated 2017
A Simulation of the Insurance Industry: The Problem of Risk Model Homogeneity
published 2019 · Journal of Economic Interaction and Coordination · 3 citations
with Torsten Heinrich, Juan Sabuco
An open mind: memories of Ken Arrow
published 2018 · Quantitative Finance
The prevalence of chaotic dynamics in games with many players
published 2018 · Scientific Reports · 67 citations · first circulated 2016
with James Sanders, Tobias Galla
How well do experience curves predict technological progress? A method for making distributional forecasts
published 2017 · Technological Forecasting and Social Change · 78 citations
with François Lafond, Aimee Gotway Bailey, Jan David Bakker, Dylan Rebois, Rubina Zadourian, Patrick McSharry
Taming the Basel leverage cycle
published 2016 · Journal of Financial Stability · 3 citations · first circulated 2015
with Christoph Aymanns, Fabio Caccioli, Vincent Tan
Complexity theory and financial regulation
published 2016 · Science · 505 citations
How predictable is technological progress?
published 2016 · Research Policy · 243 citations · first circulated 2015
with François Lafond
A Third Wave in the Economics of Climate Change
published 2015 · Environmental and Resource Economics · 276 citations
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
published 2015 · Market Microstructure and Liquidity · 92 citations · first circulated 2014
Value of the future: Discounting in random environments
published 2015 · Physical Review E · 15 citations
with John Geanakoplos, Jaume Masoliver, Miquel Montero, Josep Perelló
Why is equity order flow so persistent?
published 2014 · Journal of Economic Dynamics and Control · 97 citations · first circulated 2011
Overlapping portfolios, contagion, and financial stability
published 2014 · Journal of Economic Dynamics and Control · 191 citations
with Fabio Caccioli, Nick Foti, Daniel N. Rockmore
The dynamics of the leverage cycle
published 2014 · Journal of Economic Dynamics and Control · 7 citations
with Christoph Aymanns
To bail-out or to bail-in? Answers from an agent-based model
published 2014 · Journal of Economic Dynamics and Control · 96 citations
with Peter Klimek, Sebastian Poledna, Stefan Thurner
Stability analysis of financial contagion due to overlapping portfolios
published 2014 · Journal of Banking & Finance · 392 citations · first circulated 2012
with Fabio Caccioli, Munik Shrestha, Cristopher Moore
Leverage-induced systemic risk under Basle II and other credit risk policies
published 2014 · Journal of Banking & Finance · 65 citations · first circulated 2013
with Sebastian Poledna, Stefan Thurner, John Geanakoplos
Hypotheses non fingo: Problems with the scientific method in economics
published 2013 · Journal of Economic Methodology · 25 citations
How efficiency shapes market impact
published 2013 · Quantitative Finance · 31 citations
An ecological perspective on the future of computer trading
published 2013 · Quantitative Finance · 85 citations
with Spyros Skouras
Statistical Basis for Predicting Technological Progress
published 2013 · PLoS ONE · 346 citations · first circulated 2012
with Béla Nagy, Quan M. Bui, Jessika E. Trancik
A complex systems approach to constructing better models for managing financial markets and the economy
published 2012 · The European Physical Journal Special Topics · 158 citations
How does the market react to your order flow?
published 2012 · Quantitative Finance · 12 citations · first circulated 2011
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION
published 2012 · Advances in Complex Systems · 46 citations · first circulated 2011
with Fabio Caccioli, Thomas Catanach
Leverage causes fat tails and clustered volatility
published 2012 · Quantitative Finance · 83 citations · first circulated 2010
with Stefan Thurner, John Geanakoplos
Superexponential long-term trends in information technology
published 2011 · Technological Forecasting and Social Change · 46 citations
with Béla Nagy, Jessika E. Trancik, John Paul Gonzales
Historical costs of coal-fired electricity and implications for the future
published 2011 · Energy Policy · 121 citations · first circulated 2009
with James McNerney, Jessika E. Trancik
The unsmooth trajectory of Benoit Mandelbrot
published 2011 · Quantitative Finance
Segmentation algorithm for non-stationary compound Poisson processes
published 2010 · The European Physical Journal B · 24 citations
Empirical study of the tails of mutual fund size
published 2010 · Physical Review E · 6 citations
with Yonathan Schwarzkopf
Market impact and trading profile of hidden orders in stock markets
published 2009 · Physical Review E · 218 citations
Studies of the limit order book around large price changes
published 2009 · The European Physical Journal B · 29 citations
with Bálint Tóth, János Kertész, Bence Tóth
The economy needs agent-based modelling
published 2009 · Nature · 1249 citations
The reality game
published 2009 · Journal of Economic Dynamics and Control · 14 citations
with Dmitriy Cherkashin, Seth Lloyd
The two cultures of Wall Street
published 2008 · Nature
The virtues and vices of equilibrium and the future of financial economics
published 2008 · Complexity · 17 citations
with John Geanakoplos
The non-random walk of stock prices: the long-term correlation between signs and sizes
published 2008 · The European Physical Journal B · 18 citations · first circulated 2007
An empirical behavioral model of liquidity and volatility
published 2007 · Journal of Economic Dynamics and Control · 27 citations
with Szabolcs Mike
Introduction to special issue on ‘Applications of Statistical Physics in Economics and Finance’
published 2007 · Journal of Economic Dynamics and Control · 30 citations
with Thomas Lux
Correlations and clustering in the trading of members of the London Stock Exchange
published 2007 · AIP conference proceedings · 13 citations
with Ilija I. Zovko, Sumiyoshi Abe, Hans J. Herrmann, P. Quarati, Andrea Rapisarda, Constantino Tsallis
There's more to volatility than volume
published 2006 · Quantitative Finance · 82 citations · first circulated 2005
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
published 2006 · Quantitative Finance · 96 citations
Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow
published 2006 · Quantitative Finance · 3 citations
Is Economics the Next Physical Science?
published 2005 · Physics Today · 109 citations
with Martín Shubik, Eric Smith, Eric N. Smith
Theory for long memory in supply and demand
published 2005 · Physical Review E · 135 citations · first circulated 2004
THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES
published 2005 · Fluctuation and Noise Letters · 35 citations
The predictive power of zero intelligence in financial markets
published 2005 · Proceedings of the National Academy of Sciences · 452 citations · first circulated 2004
with Paolo Patelli, Ilija I. Zovko
The Long Memory of the Efficient Market
published 2004 · Studies in Nonlinear Dynamics and Econometrics · 357 citations · first circulated 2003
What really causes large price changes?
published 2004 · Quantitative Finance · 286 citations · first circulated 2003
On the origin of power-law tails in price fluctuations
published 2004 · Quantitative Finance · 154 citations · first circulated 2003
Statistical theory of the continuous double auction
published 2003 · Quantitative Finance · 358 citations · first circulated 2002
with Eric Smith, László Gillemot, Supriya Krishnamurthy
Looking forward to the future
published 2003 · Quantitative Finance
An analysis of price impact function in order-driven markets
published 2003 · Physica A Statistical Mechanics and its Applications · 33 citations
with Giulia Iori, Marcus Daniels, László Gillemot, Supriya Krishnamurthy, Eric Smith
Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
published 2003 · Physical Review Letters · 167 citations
with Marcus Daniels, László Gillemot, Giulia Iori, Eric Smith
Master curve for price-impact function
published 2003 · Nature · 467 citations
Market force, ecology and evolution
published 2002 · Industrial and Corporate Change · 60 citations
The price dynamics of common trading strategies
published 2002 · 491 citations · first circulated 2000
with Shareen Joshi
The power of patience: a behavioural regularity in limit-order placement
published 2002 · Quantitative Finance · 127 citations
with Ilija I. Zovko
Toward Agent-Based Models for Investment
published 2001 · AIMR Conference Proceedings · 70 citations
A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET
published 2000 · International Journal of Theoretical and Applied Finance · 26 citations
Frontiers of finance: Evolution and efficient markets
published 1999 · Proceedings of the National Academy of Sciences · 311 citations
with Andrew W. Lo
Physicists attempt to scale the ivory towers of finance
published 1999 · Computing in Science & Engineering · 134 citations
Generalized Lyapunov exponents corresponding to higher derivatives
published 1992 · Physica D Nonlinear Phenomena · 21 citations
with U. Dressler
Testing for nonlinearity in time series: the method of surrogate data
published 1992 · Physica D Nonlinear Phenomena · 3781 citations · first circulated 1991
with James Theiler, Stephen Eubank, André Longtin, B. Galdrikian
State space reconstruction in the presence of noise
published 1991 · Physica D Nonlinear Phenomena · 570 citations
with Martin Casdagli, Stephen Eubank, John Gibson
Using Surrogate Data to Detect Nonlinearity in Time Series
published 1991 · Physica A Statistical Mechanics and its Applications · 156 citations
with James Theiler, B. Galdrikian, André Longtin, Stephen Eubank
no link
Information Dimension and the Probabilistic Structure of Chaos
published 1982 · Zeitschrift für Naturforschung A · 246 citations
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