J. Doyne Farmer
- Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves
2017/05/09 by Rupert Way, Way, Rupert, François Lafond +7 · 1 voice · 1 citation
#econ.GN
- How markets slowly digest changes in supply and demand
2008/09/04 by Jean‐Philippe Bouchaud, J. Doyne Farmer, Bouchaud, Jean-Philippe +3 · 6 citations
Economics, Econometrics and Finance · #Economic Theory and Policy
- A simulation of the insurance industry: The problem of risk model\n homogeneity
2019/07/12 by Torsten Heinrich, Heinrich, Torsten, Juan Sabuco +3 · 1 voice
Economics, Econometrics and Finance · Social Sciences · #Banking stability, regulation, efficiency #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #econ.GN #q-fin.RM
- The long memory of the efficient market
2003/11/04 by Fabrizio Lillo, J. Doyne Farmer, Lillo, Fabrizio +1 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Other Condensed Matter (cond-mat.other) #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods
- Complex dynamics in learning complicated games
2011/09/20 by Tobias Galla, Galla, Tobias, J. Doyne Farmer +1 · 4 citations
Economics, Econometrics and Finance · Social Sciences · Biochemistry, Genetics and Molecular Biology · #Complex Systems and Time Series Analysis #Evolutionary Game Theory and Cooperation #Evolution and Genetic Dynamics
- Agent-Based Modeling in Economics and Finance: Past, Present, and Future
2025/03/01 by Robert L. Axtell, J. Doyne Farmer · 17 citations
Economics, Econometrics and Finance · Social Sciences · #Complex Systems and Time Series Analysis #Economic theories and models #Evolutionary Game Theory and Cooperation
- Interpreting Economic Complexity
2017/11/22 by Penny Mealy, J. Doyne Farmer, Mealy, Penny +3 · 4 citations
Economics, Econometrics and Finance · #Economic and Technological Innovation #Regional resilience and development
- What really causes large price changes?
2003/12/30 by J. Doyne Farmer, László Gillemot, Farmer, J. Doyne +7 · 2 citations
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Complex Systems and Time Series Analysis #Market Dynamics and Volatility
- Economics: The next physical science?
2005/06/09 by J. Doyne Farmer, Eric Smith, Eric N. Smith +5 · 2 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #physics.soc-ph
- Quantitative agent-based models: a promising alternative for macroeconomics
2025/01/01 by J Doyne Farmer, J. Doyne Farmer · 2 voices · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #Market Dynamics and Volatility
- Calibrating Agent-based Models to Microdata with Graph Neural Networks
2022/06/15 by Joel Dyer, Patrick Cannon, Dyer, Joel +5 · 1 citation
Computer Science · Engineering · Physics and Astronomy · #Time Series Analysis and Forecasting #Traffic Prediction and Management Techniques #Complex Network Analysis Techniques