J. Doyne Farmer | Academic Influence

Why Is J. Doyne Farmer Influential?

According to Wikipedia, J. Doyne Farmer is an American complex systems scientist and entrepreneur with interests in chaos theory, complexity and econophysics. He is Baillie Gifford Professor of Mathematics at Oxford University, where he is also Director of the Complexity Economics at the Institute for New Economic Thinking at the Oxford Martin School. Additionally he is an external professor at the Santa Fe Institute. His current research is on complexity economics, focusing on systemic risk in financial markets and technological progress. During his career he has made important contributions to complex systems, chaos, artificial life, theoretical biology, time series forecasting and econophysics. He co-founded Prediction Company, one of the first companies to do fully automated quantitative trading. While a graduate student he led a group that called itself Eudaemonic Enterprises and built the first wearable digital computer, which was used to beat the game of roulette.

J. Doyne Farmer's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Papers

Geometry from a Time Series (3444)
Testing for nonlinearity in time series: the method of surrogate data (3344)
The immune system, adaptation, and machine learning (1359)
The economy needs agent-based modelling (1012)
Dimension of chaotic attractors (894)
Chaotic attractors of an infinite-dimensional dynamical system (595)
How Markets Slowly Digest Changes in Supply and Demand (465)
The price dynamics of common trading strategies (463)
Market Force, Ecology, and Evolution (430)
The predictive power of zero intelligence in financial markets. (427)
State space reconstruction in the presence of noise" Physica D (390)
Econophysics: Master curve for price-impact function (383)
The Long Memory of the Efficient Market (375)
Statistical theory of the continuous double auction (363)
Fluctuations and simple chaotic dynamics (341)
Complexity theory and financial regulation (327)
Exploiting Chaos to Predict the Future and Reduce Noise (327)
Frontiers of finance: evolution and efficient markets. (285)
Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective (278)
Autocatalytic replication of polymers (265)
Low-dimensional chaos in a hydrodynamic system (248)
An Empirical Behavioral Model of Liquidity and Volatility (240)
Leverage Causes Fat Tails and Clustered Volatility (239)
Optimal shadowing and noise reduction (212)
A Rosetta stone for connectionism (206)
Stability Analysis of Financial Contagion Due to Overlapping Portfolios (203)
Statistical Basis for Predicting Technological Progress (202)
Using surrogate data to detect nonlinearity in time series (193)
Getting at Systemic Risk via an Agent-Based Model of the Housing Market (186)
Chaos in learning a simple two-person game (180)
An analytic approach to practical state space reconstruction (180)
Market impact and trading profile of hidden orders in stock markets. (178)
Autocatalytic sets of proteins (177)
Physicists attempt to scale the ivory towers of finance (177)
Quantitative model of price diffusion and market friction based on trading as a mechanistic random process. (169)
A Third Wave in the Economics of Climate Change (164)
How predictable is technological progress (158)
On the origin of power-law tails in price fluctuations (155)
ON DETERMINING THE DIMENSION OF CHAOTIC FLOWS (151)
Role of design complexity in technology improvement (147)
Stability analysis of financial contagion due to overlapping portfolios (138)
Information Dimension and the Probabilistic Structure of Chaos (136)
Overlapping portfolios, contagion, and financial stability (133)
The Power of Patience: A Behavioral Regularity in Limit Order Placement (132)
A complex systems approach to constructing better models for managing financial markets and the economy (131)
A Theory of State Space Reconstruction in the Presence of Noise (128)
Complex dynamics in learning complicated games (114)
Is Economics the Next Physical Science (111)
The Virtues and Vices of Equilibrium and the Future of Financial Economics (109)
Heterogeneity, Correlations and Financial Contagion (104)
POWER SPECTRA AND MIXING PROPERTIES OF STRANGE ATTRACTORS (97)
The evolutionary ecology of technological innovations (94)
Order within chaos (91)
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (87)
The virtues and vices of equilibrium and the future of financial economics (87)
There's More to Volatility than Volume (84)
Nonlinear modeling of chaotic time series: Theory and applications (83)
How Efficiency Shapes Market Impact (79)
Historical Costs of Coal-Fired Electricity and Implications for the Future (79)
Modeling adaptive biological systems. (74)
Theory for long memory in supply and demand (73)
To bail-out or to bail-in? Answers from an agent-based model (71)
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate (71)
Sensitive intervention points in the post-carbon transition (70)
Robust space-time intermittency and 1/ f noise (70)
Optimal design, robustness, and risk aversion. (70)
Cellular automata : proceedings of an interdisciplinary workshop, Los Alamos, New Mexico 87545, USA, March 7-11, 1983 (67)
Adaptive Dynamic Networks as Models for the Immune System and Autocatalytic Sets (66)
The Dynamics of the Leverage Cycle (65)
Why Is Equity Order Flow so Persistent (64)
Hyperbolic Discounting is Rational: Valuing the Far Future with Uncertain Discount Rates (63)
Macroprudential Policy in an Agent-Based Model of the UK Housing Market (62)
Leverage-induced systemic risk under Basle II and other credit risk policies (58)
Generative model for feedback networks. (58)
Interpreting economic complexity (53)
Spectral Broadening of Period-Doubling Bifurcation Sequences (53)
A Theory for Long-Memory in Supply and Demand (50)
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange (48)
An ecological perspective on the future of computer trading (47)
Superexponential long-term trends in information technology (47)
Towards modeling DNA sequences as automata (45)
Production Networks and Epidemic Spreading: How to Restart the UK Economy? (40)
Dimension, Fractal Measures, and Chaotic Dynamics (39)
How Does the Market React to Your Order Flow? (39)
Deterministic noise amplifiers (36)
Taming the Basel leverage cycle (36)
Segmentation algorithm for non-stationary compound Poisson processes (35)
Review of the benefits of a continuous market vs. randomised stop auctions and of alternative Priority Rules (policy options 7 (33)
Economics needs to treat the economy as a complex system (32)
Power laws in economics and elsewhere (32)
Scaling of the Arnold tongues (31)
Studies of the limit order book around large price changes (31)
A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET (29)
Historical Costs of Coal-Fired Electricity and Implications for the Future (29)
A PHASE SPACE ANALYSIS OF BAROCLINIC FLOW (29)
The Reality Game (28)
The prevalence of chaotic dynamics in games with many players (28)
THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES (28)
Models of Financial Stability and Their Application in Stress Tests (27)
Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' (26)
Power-laws in recurrence networks from dynamical systems (24)
A Random Order Placement Model of Price Formation in the Continuous Double Auction (23)
How well do experience curves predict technological progress? A method for making distributional forecasts (23)
Intelligent Data Analysis of Intelligent Systems (23)
An analysis of price impact function in order-driven markets (23)
Why is order flow so persistent? (23)
Impact-adjusted valuation and the criticalty of leverage (22)
A New Interpretation of the Economic Complexity Index (22)
How storing supply and demand affects price diffusion (21)
The Physics of Information (21)
How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network (21)
Evolution, games, and learning: models for adaptation in machines and nature. An introduction to the proceedings of the CNLS conference, Los Alamos, May 1985 (21)
The non-random walk of stock prices: the long-term correlation between signs and sizes (20)
A quantitative model of trading and price formation in financial markets (19)
Mechanical vs. informational components of price impact (18)
HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION (18)
Wright Meets Markowitz: How Standard Portfolio Theory Changes When Assets Are Technologies Following Experience Curves (18)
Best reply structure and equilibrium convergence in generic games (18)
Dynamics of technological development in the energy sector (17)
Empirical study of the tails of mutual fund size. (17)
Generalized Lyapunov exponents corresponding to higher derivatives (17)
Correlations and clustering in the trading of members of the London Stock Exchange (17)
An Explanation of Universality in Growth Fluctuations (17)
An empirical behavioral model of price formation (16)
Mode locking, the Belousov-Zhabotinsky reaction, and one-dimensional mappings (16)
The power of patience: a behavioural regularity in limit-order placement (16)
Leverage causes fat tails and clustered volatility (16)
Discounting the Distant Future (16)
A universal strange attractor underlying the quasiperiodic transition to chaos (15)
The Intrafirm Complexity of Systemically Important Financial Institutions (15)
Hypotheses non fingo: Problems with the scientific method in economics (15)
Time Evolution of the Mutual Fund Size Distribution (15)
How production networks amplify economic growth (14)
How efficiency shapes market impact (13)
Resilient and Inclusive Prosperity within Planetary Boundaries (13)
Cool is not enough (13)
The cause of universality in growth fluctuations (11)
Scaling in Fat Fractals (11)
Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions (11)
Value of the future: Discounting in random environments. (11)
A proposal for impact-adjusted valuation: Critical leverage and execution risk (10)
Evolution, games, and learning : models for adaptation in machines and nature : proceedings of the Fifth Annual International Conference of the Center for Nonlinear Studies, Los Alamos, NM 87545, USA, May 20-24, 1985 (10)
There's more to volatility than volume (9)
Evolution and E cient Markets (9)
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE (8)
Forecasting technological innovation (8)
What drives mutual fund asset concentration? (7)
Sensitive dependence to parameters, fat fractals, and universal strange attractors (7)
Towards a Taxonomy of Learning Dynamics in 2 × 2 Games (7)
Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model (7)
The Predictive Power of Zero Intelligence in Financial Markets (7)
Market impact and trading protocols of hidden orders in stock markets (7)
Demand Storage, Market Liquidity, and Price Volatility (6)
What Drives Mutual Fund Asset Concentration? (6)
Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels (6)
How Market Ecology Explains Market Malfunction (6)
In and out of Lockdown: Propagation of Supply and Demand Shocks in a Dynamic Input-Output Model (5)
Introduction to Dynamical Systems (5)
Measuring Productivity Dispersion: A Parametric Approach Using the Lévy Alpha-Stable Distribution (5)
Erratum: Low-dimensional chaos in a hydrodynamic system (Physical Review Letters (1983) 51, 19, (1814)) (5)
Market force , ecology and evolution 1 (5)
Tick size and price diffusion (5)
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves (5)
A simple evolutionary game with feedback between perception and reality (5)
Technological Interdependencies Predict Innovation Dynamics (5)
What You Do at Work Matters: New Lenses on Labour (4)
Automation and occupational mobility: A data-driven network model (4)
A New Approach to Understanding the Market Impact of Large Trading Orders (4)
The Non-Random Walk of Stock Prices: The Long-Term Correlation between Signs and Sizes (4)
Noodle-Map Chaos: A Simple Example (3)
Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow (3)
Discounting the distant future: What do historical bond prices imply about the long term discount rate? (3)
Economics: the next Physical Science? Economics: the next Physical Science? (3)
Market making, price formation, and technical trading (3)
The non-trivial random walk of stock prices (3)
Using behavioral statistical physics to understand supply and demand (3)
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (3)
Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment (3)
Less precision, more truth: uncertainty in climate economics and macroprudential policy (2)
Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain (2)
The intrafirm complexity of systemically important financial institutions (2)
Occupational mobility and automation: a data-driven network model (2)
More than Moore: Comparing Forecasts of Technological Progress (2)
Financial complexity: Accounting for fraud--Response. (2)
Can New Approaches to Nonlinear Modeling Improve Economic Forecasts (2)
Browning [i.e. Brownian] agents and active particles : collective dynamics in the natural and social sciences (2)
How Predictable is Technological Progress? (2)
Uncertain Growth and the Value of the Future (1)
Determining the Differences that Matter: Development and Divergence in US States Over 1850-2010 (1)
ABCE: A Python Library for Economic Agent-Based Modeling (1)
Supporting Information – An Explanation of Universality in Growth Fluctuations (1)
Reconciling Market Efficiency with the Long-Memory of Supply and Demand (1)
An Empirical Study of the Tails of Mutual Fund Size (1)
State space forecasting and noise reduction (1)
Black-box Bayesian inference for economic agent-based models (1)
How market ecology explains market malfunction (1)
Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow (1)
Emergent inequality and business cycles in a simple behavioral macroeconomic model (1)
A Simulation of the Insurance Industry: The Problem of Risk Model Homogeneity (1)
THE PHYSICS OF INFORMATION INFORMATION THEORY IN THE LIGHT OF THERMODYNAMICS, STATISTICAL MECHANICS AND NONLINEAR DYNAMICS DRAFT: JULY 20, 2005 (1)
How does the market react to your order flow? (1)
Next Generation Economy , Energy and Climate Modeling (1)
Network model for feedback circuits (1)
Systemic Implications of the Bail-In Design (1)
Production networks and epidemic spreading: How to restart the UK economy? (1)
THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES (0)
An equation of state for the financial markets: connecting order flow to price formation. (0)
Persistent Patterns in Trading Firms' Actions (0)
Price Impact Function of a Single Transaction (0)
Properly discounting the future: using predictions in an uncertain world (0)
ow so persistent (0)
Getting at Systemic Risk Via an Agent-Based Model of the Housing Market (0)
Why Is Equity Order Flow so Persistent? (0)
Taming the Basel Leverage Cycle (0)
On the merits of mathematical models (0)
How to Improve the Financial Architecture and Its Resilience (0)
A Appendix : Comparison with null models : topological properties 17 B Appendix : Comparison with null model : stress tests 18 1 (0)
The Influence of Signed Order Volume on Stock Prices (0)
An emerging body of work by physicists addressing questions of economic organization and function suggests new approaches to economics and a broadening of the scope of physics (0)
The market impact of large trading orders : Correlated order flow , asymmetric liquidity and efficient prices (0)
Universality of Tail Exponents of Price Changes (0)
CAMBRIDGE WORKING PAPERS IN ECONOMICS JANEWAY INSTITUTE WORKING PAPERS How Production Networks Amplify Economic Growth (0)
With an application to inventory time series of market members in a nancial market (0)
A pr 2 00 4 What really causes large price changes ? (0)
Online Appendix: Systemic Implications of the Bail-In Design (0)
The Role of Design Complexity in Technology Improvement (0)
The Dynamics of the Leverage Cycle (0)
Rationally discounting an uncertain future (0)
C ] 2 5 N ov 2 01 5 How predictable is technological progress ? ∗ (0)
Is clustered volatility essential to understand heavy tails in financial markets (0)
Stress Testing the Financial Macrocosm (0)
Complex dynamics of complicated games (0)
Valuing the Future, Discounting in Random Environments: A Review (0)
A simulation of the insurance industry: the problem of risk model homogeneity (0)
Chaos, Scientific American 54:12 (1986) 46-57 (0)
An open mind: memories of Ken Arrow (0)
The two cultures of Wall Street (0)
A Rosetta Stone for (0)
Looking forward to the future (0)
Estimating initial conditions for dynamical systems with incomplete information (0)
A Rosetra Stone for Connectionism (0)
The unsmooth trajectory of Benoit Mandelbrot (0)
Systemic Implications of the Bail-in Design: A Precis of our Main Text (0)
aming the Basel leverage cycle (0)
Production Network and GDP Growth: A Decomposition Approach (0)
Modelling Limit Order Execution Times from Market Data (0)
A Theory for the Market Impact of Large Trading Orders (0)
A generative model for feedback networks - A Natasa Kejzar presentation, Applied Statistics conference, 2005 (0)
Towards a taxonomy of learning dynamics in 2 × 2 games⋆ (0)
What's evolving in artificial life (0)
TACKLING TRAFFIC CONGESTION, OCTOBER 20-22, UCLA CONFERENCE CENTER, LAKE ARROWHEAD, CALIFORNIA. SUMMARY OF PROCEEDINGS (0)
Simple Agent Based Models of Price Dynamics (0)
1987 Conference on Dynamic Patterns in Complex Systems (0)
A UNIVERSAL STRANGE ATI 'RACTOR UNDERLYING T H E QUAS IP ER IODIC TRANSITION TO CHAOS (0)
POWER SPECTRALANALYSISOF A DYNAMICAL SYSTEM (0)
What determines mutual fund size (0)
Feedback Circuits in Evolving Networks : Micro-Macro Linkages for Biases in Attachment , Routing and Distance Decay (0)
AUTOCATALYTIC REPLICATION OF IjOLYMERS (0)

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