J. Doyne Farmer
#97,134
Most Influential Person Now
American physicist and entrepreneur
J. Doyne Farmer's AcademicInfluence.com Rankings
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Economics Physics
J. Doyne Farmer's Degrees
- PhD Physics University of California, Santa Cruz
- Bachelors Physics University of California, Santa Cruz
Why Is J. Doyne Farmer Influential?
(Suggest an Edit or Addition)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 Complex Systems Science at the Smith School of Enterprise and the Environment, Oxford University, where he is also director of the Complexity Economics programme 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 Works
- Geometry from a Time Series (1980) (3605)
- Testing for nonlinearity in time series: the method of surrogate data (1992) (3461)
- The immune system, adaptation, and machine learning (1986) (1430)
- The economy needs agent-based modelling (2009) (1125)
- Dimension of chaotic attractors (1982) (945)
- Chaotic attractors of an infinite-dimensional dynamical system (1982) (604)
- The price dynamics of common trading strategies (2000) (466)
- How Markets Slowly Digest Changes in Supply and Demand (2008) (460)
- The Predictive Power of Zero Intelligence in Financial Markets (2003) (440)
- Market Force, Ecology, and Evolution (1998) (433)
- Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective (2020) (408)
- Econophysics: Master curve for price-impact function (2003) (372)
- The Long Memory of the Efficient Market (2003) (370)
- Complexity theory and financial regulation (2016) (363)
- Statistical theory of the continuous double auction (2002) (360)
- Fluctuations and simple chaotic dynamics (1982) (354)
- Stability Analysis of Financial Contagion Due to Overlapping Portfolios (2012) (343)
- Exploiting Chaos to Predict the Future and Reduce Noise (1989) (335)
- State space reconstruction in the presence of noise" Physica D (1991) (330)
- Frontiers of finance: evolution and efficient markets. (1999) (287)
- Autocatalytic replication of polymers (1986) (269)
- Autocatalytic sets of proteins (1986) (258)
- Low-dimensional chaos in a hydrodynamic system (1983) (254)
- An Empirical Behavioral Model of Liquidity and Volatility (2007) (253)
- Leverage causes fat tails and clustered volatility (2009) (251)
- Statistical Basis for Predicting Technological Progress (2012) (228)
- Optimal shadowing and noise reduction (1991) (217)
- A Theory of State Space Reconstruction in the Presence of Noise (1991) (216)
- A Rosetta stone for connectionism (1990) (211)
- A Third Wave in the Economics of Climate Change (2015) (201)
- Using surrogate data to detect nonlinearity in time series (1991) (201)
- An analytic approach to practical state space reconstruction (1992) (195)
- Chaos in learning a simple two-person game (2002) (194)
- Getting at Systemic Risk Via an Agent-Based Model of the Housing Market (2012) (190)
- Physicists attempt to scale the ivory towers of finance (1999) (189)
- How Predictable is Technological Progress? (2015) (183)
- The Virtues and Vices of Equilibrium and the Future of Financial Economics (2008) (181)
- Quantitative model of price diffusion and market friction based on trading as a mechanistic random process. (2003) (170)
- Market impact and trading profile of hidden orders in stock markets. (2009) (168)
- Role of design complexity in technology improvement (2009) (160)
- ON DETERMINING THE DIMENSION OF CHAOTIC FLOWS (1981) (156)
- On the origin of power-law tails in price fluctuations (2003) (154)
- Information Dimension and the Probabilistic Structure of Chaos (1982) (150)
- Overlapping portfolios, contagion, and financial stability (2015) (142)
- Order within chaos (1984) (139)
- A complex systems approach to constructing better models for managing financial markets and the economy (2012) (139)
- Complex dynamics in learning complicated games (2011) (134)
- Heterogeneity, Correlations and Financial Contagion (2011) (130)
- Is Economics the Next Physical Science (2005) (114)
- A Theory for Long-Memory in Supply and Demand (2004) (114)
- The Power of Patience: A Behavioral Regularity in Limit Order Placement (2002) (110)
- Sensitive intervention points in the post-carbon transition (2019) (101)
- Historical Costs of Coal-Fired Electricity and Implications for the Future (2009) (99)
- How efficiency shapes market impact (2011) (89)
- There's more to volatility than volume (2005) (88)
- Nonlinear modeling of chaotic time series: Theory and applications (1990) (85)
- Interpreting economic complexity (2017) (83)
- Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (2006) (79)
- To bail-out or to bail-in? Answers from an agent-based model (2014) (77)
- Optimal design, robustness, and risk aversion. (2002) (73)
- Robust space-time intermittency and 1/ f noise (1986) (72)
- Modeling adaptive biological systems. (1989) (71)
- Adaptive Dynamic Networks as Models for the Immune System and Autocatalytic Sets (1987) (68)
- Hyperbolic Discounting is Rational: Valuing the Far Future with Uncertain Discount Rates (2009) (66)
- The Dynamics of the Leverage Cycle (2014) (66)
- Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate (2014) (66)
- Why Is Equity Order Flow so Persistent (2011) (63)
- Leverage-induced systemic risk under Basle II and other credit risk policies (2013) (61)
- Production Networks and Epidemic Spreading: How to Restart the UK Economy? (2020) (58)
- Spectral Broadening of Period-Doubling Bifurcation Sequences (1981) (54)
- Single Curve Collapse of the Price Impact Function for the New York Stock Exchange (2002) (50)
- Superexponential long-term trends in information technology (2011) (49)
- An ecological perspective on the future of computer trading (2013) (48)
- Towards modeling DNA sequences as automata (1984) (45)
- Economics needs to treat the economy as a complex system (2012) (41)
- Dimension, Fractal Measures, and Chaotic Dynamics (1982) (40)
- The prevalence of chaotic dynamics in games with many players (2016) (40)
- Macroprudential Policy in an Agent-Based Model of the UK Housing Market (2016) (40)
- How does the market react to your order flow? (2011) (39)
- The power of patience: a behavioural regularity in limit-order placement (2002) (37)
- Deterministic noise amplifiers (1992) (36)
- Taming the Basel Leverage Cycle (2015) (36)
- Power laws in economics and elsewhere (2008) (36)
- Scaling of the Arnold tongues (1989) (33)
- Models of Financial Stability and Their Application in Stress Tests (2018) (33)
- Review of the benefits of a continuous market vs. randomised stop auctions and of alternative Priority Rules (policy options 7 (2012) (32)
- How well do experience curves predict technological progress? A method for making distributional forecasts (2017) (32)
- Segmentation algorithm for non-stationary compound Poisson processes (2010) (32)
- How production networks amplify economic growth (2018) (32)
- Studies of the limit order book around large price changes (2009) (31)
- A PHASE SPACE ANALYSIS OF BAROCLINIC FLOW (1982) (30)
- A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET (2000) (29)
- Wright Meets Markowitz: How Standard Portfolio Theory Changes When Assets Are Technologies Following Experience Curves (2017) (28)
- Power-laws in recurrence networks from dynamical systems (2012) (25)
- The Reality Game (2009) (25)
- A Random Order Placement Model of Price Formation in the Continuous Double Auction (2005) (25)
- Introduction to special issue on `Applications of Statistical Physics in Economics and Finance' (2008) (24)
- A New Interpretation of the Economic Complexity Index (2018) (23)
- The non-random walk of stock prices: the long-term correlation between signs and sizes (2007) (22)
- Why is order flow so persistent? (2011) (22)
- Impact-adjusted valuation and the criticalty of leverage (2012) (22)
- Dynamics of technological development in the energy sector (2007) (21)
- How storing supply and demand affects price diffusion (2001) (20)
- Evolution, games, and learning: models for adaptation in machines and nature. An introduction to the proceedings of the CNLS conference, Los Alamos, May 1985 (1986) (19)
- Intelligent Data Analysis of Intelligent Systems (2010) (19)
- How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network (2013) (19)
- Empirical study of the tails of mutual fund size. (2010) (19)
- How market ecology explains market malfunction (2020) (19)
- An analysis of price impact function in order-driven markets (2003) (19)
- An Explanation of Universality in Growth Fluctuations (2010) (18)
- Discounting the Distant Future (2014) (18)
- Correlations and clustering in the trading of members of the London Stock Exchange (2007) (17)
- The Physics of Information (2007) (17)
- Mode locking, the Belousov-Zhabotinsky reaction, and one-dimensional mappings (1986) (17)
- A quantitative model of trading and price formation in financial markets (2001) (16)
- A universal strange attractor underlying the quasiperiodic transition to chaos (1986) (15)
- An empirical behavioral model of price formation (2005) (15)
- Hypotheses non fingo: Problems with the scientific method in economics (2013) (15)
- Generalized Lyapunov exponents corresponding to higher derivatives (1992) (15)
- Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions (2020) (15)
- Simultaneous supply and demand constraints in input–output networks: the case of Covid-19 in Germany, Italy, and Spain (2021) (15)
- Resilient and Inclusive Prosperity within Planetary Boundaries (2014) (14)
- Time Evolution of the Mutual Fund Size Distribution (2008) (14)
- Occupational mobility and automation: a data-driven network model (2021) (13)
- Cool is not enough (2005) (13)
- Value of the future: Discounting in random environments. (2015) (12)
- Scaling in Fat Fractals (1986) (12)
- The cause of universality in growth fluctuations (2010) (12)
- Towards a Taxonomy of Learning Dynamics in 2 × 2 Games (2017) (11)
- What Drives Mutual Fund Asset Concentration? (2008) (11)
- Forecasting technological innovation (2012) (10)
- In and out of Lockdown: Propagation of Supply and Demand Shocks in a Dynamic Input-Output Model (2021) (10)
- The Intrafirm Complexity of Systemically Important Financial Institutions (2015) (10)
- A proposal for impact-adjusted valuation: Critical leverage and execution risk (2012) (9)
- Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels (2019) (9)
- Demand Storage, Market Liquidity, and Price Volatility (2002) (7)
- Technological Interdependencies Predict Innovation Dynamics (2020) (7)
- Market impact and trading protocols of hidden orders in stock markets (2009) (7)
- Sensitive dependence to parameters, fat fractals, and universal strange attractors (1984) (7)
- Black-box Bayesian inference for economic agent-based models (2022) (6)
- What You Do at Work Matters: New Lenses on Labour (2018) (6)
- A simulation of the insurance industry: the problem of risk model homogeneity (2019) (6)
- Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model (2019) (6)
- Measuring Productivity Dispersion: A Parametric Approach Using the Lévy Alpha-Stable Distribution (2019) (6)
- A simple evolutionary game with feedback between perception and reality (2007) (5)
- Erratum: Low-dimensional chaos in a hydrodynamic system (Physical Review Letters (1983) 51, 19, (1814)) (1983) (5)
- Automation and occupational mobility: A data-driven network model (2019) (5)
- Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (2019) (5)
- Market force , ecology and evolution 1 (1998) (5)
- Discounting the distant future: What do historical bond prices imply about the long term discount rate? (2017) (5)
- Forecasting the propagation of pandemic shocks with a dynamic input-output model (2022) (4)
- Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment (2020) (4)
- Calibrating Agent-based Models to Microdata with Graph Neural Networks (2022) (4)
- Tick size and price diffusion (2010) (4)
- Less precision, more truth: uncertainty in climate economics and macroprudential policy (2020) (4)
- Emergent inequality and business cycles in a simple behavioral macroeconomic model (2021) (3)
- Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow (2006) (3)
- Can New Approaches to Nonlinear Modeling Improve Economic Forecasts (2018) (3)
- Noodle-Map Chaos: A Simple Example (1984) (3)
- THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES (2005) (3)
- The non-trivial random walk of stock prices (2007) (3)
- Browning [i.e. Brownian] agents and active particles : collective dynamics in the natural and social sciences (2007) (2)
- Determining the Differences that Matter: Development and Divergence in US States Over 1850-2010 (2018) (2)
- A complex systems approach to constructing better models for managing financial markets and the economy (2012) (2)
- Stress Testing the Financial Macrocosm (2021) (2)
- Systemic Implications of the Bail-In Design (2021) (2)
- Reconciling Market Efficiency with the Long-Memory of Supply and Demand (2006) (1)
- ABCE: A Python Library for Economic Agent-Based Modeling (2017) (1)
- Next Generation Economy , Energy and Climate Modeling (2013) (1)
- Valuing the Future, Discounting in Random Environments: A Review (2021) (1)
- Supporting Information – An Explanation of Universality in Growth Fluctuations (2011) (1)
- Estimating initial conditions for dynamical systems with incomplete information (2021) (1)
- More than Moore: Comparing Forecasts of Technological Progress (2009) (1)
- An Empirical Study of the Tails of Mutual Fund Size (2010) (1)
- The unequal effects of the health-economy tradeoff during the COVID-19 pandemic (preprint) (2022) (1)
- Economics: the next Physical Science? Economics: the next Physical Science? (1)
- Uncertain Growth and the Value of the Future (2013) (1)
- THE PHYSICS OF INFORMATION INFORMATION THEORY IN THE LIGHT OF THERMODYNAMICS, STATISTICAL MECHANICS AND NONLINEAR DYNAMICS DRAFT: JULY 20, 2005 (2005) (1)
- A Rosetta Stone for (1)
- State space forecasting and noise reduction (1990) (1)
- Looking forward to the future (2003) (0)
- A Third Wave in the Economics of Climate Change (2015) (0)
- ow so persistent (2011) (0)
- The prevalence of chaotic dynamics in games with many players (2018) (0)
- The two cultures of Wall Street (2008) (0)
- Rationally discounting an uncertain future (2009) (0)
- Price Impact Function of a Single Transaction (2004) (0)
- Is clustered volatility essential to understand heavy tails in financial markets (2007) (0)
- C ] 2 5 N ov 2 01 5 How predictable is technological progress ? ∗ (2018) (0)
- Online Appendix: Systemic Implications of the Bail-In Design (2021) (0)
- With an application to inventory time series of market members in a nancial market (2011) (0)
- The unsmooth trajectory of Benoit Mandelbrot (2011) (0)
- Why Is Equity Order Flow so Persistent? (2014) (0)
- Complex dynamics of complicated games (2011) (0)
- On the merits of mathematical models (2006) (0)
- An open mind: memories of Ken Arrow (2018) (0)
- An equation of state for the financial markets: connecting order flow to price formation. (2006) (0)
- The market impact of large trading orders : Correlated order flow , asymmetric liquidity and efficient prices (2008) (0)
- CAMBRIDGE WORKING PAPERS IN ECONOMICS JANEWAY INSTITUTE WORKING PAPERS How Production Networks Amplify Economic Growth (2021) (0)
- Systemic Implications of the Bail-in Design: A Precis of our Main Text (2021) (0)
- 1987 Conference on Dynamic Patterns in Complex Systems (1988) (0)
- A Appendix : Comparison with null models : topological properties 17 B Appendix : Comparison with null model : stress tests 18 1 (2013) (0)
- Science Journals — AAAS (2017) (0)
- AUTOCATALYTIC REPLICATION OF IjOLYMERS (2004) (0)
- Properly discounting the future: using predictions in an uncertain world (2014) (0)
- aming the Basel leverage cycle (2016) (0)
- A Rosetra Stone for Connectionism (2002) (0)
- Production Network and GDP Growth: A Decomposition Approach (2021) (0)
- The Influence of Signed Order Volume on Stock Prices (2007) (0)
- Chaos, Scientific American 54:12 (1986) 46-57 (2012) (0)
- Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds (2022) (0)
- A UNIVERSAL STRANGE ATI 'RACTOR UNDERLYING T H E QUAS IP ER IODIC TRANSITION TO CHAOS (2002) (0)
- Valuing the Future and Discounting in Random Environments: A Review (2022) (0)
- A generative model for feedback networks - A Natasa Kejzar presentation, Applied Statistics conference, 2005 (2005) (0)
- How to Improve the Financial Architecture and Its Resilience (2014) (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 (2005) (0)
- A pr 2 00 4 What really causes large price changes ? (2008) (0)
- Persistent Patterns in Trading Firms' Actions (2007) (0)
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