Person:807006

Available identifiers

zbMath Open farmer.j-doyneWikidataQ1676309 ScholiaQ1676309MaRDI QIDQ807006

List of research outcomes

Publication	Date of Publication	Type
Reconstructing production networks using machine learning	2023-07-04	Paper
Forecasting the propagation of pandemic shocks with a dynamic input-output model	2022-12-12	Paper
Towards a taxonomy of learning dynamics in \(2\times 2\) games	2022-02-25	Paper
Estimating initial conditions for dynamical systems with incomplete information	2021-09-14	Paper
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation	2020-11-19	Paper
Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves	2019-03-27	Paper
An open mind: memories of Ken Arrow	2019-03-06	Paper
What really causes large price changes?	2019-01-15	Paper
On the origin of power-law tails in price fluctuations	2019-01-15	Paper
The power of patience: a behavioural regularity in limit-order placement	2019-01-14	Paper
To bail-out or to bail-in? Answers from an agent-based model	2018-11-15	Paper
The dynamics of the leverage cycle	2018-11-15	Paper
Overlapping portfolios, contagion, and financial stability	2018-11-15	Paper
Why is equity order flow so persistent?	2018-11-15	Paper
Parallelization of the FICO Xpress-Optimizer	2018-05-03	Paper
Parallelization of the FICO Xpress-Optimizer	2016-09-28	Paper
Complex dynamics in learning complicated games	2014-07-25	Paper
How efficiency shapes market impact	2014-01-23	Paper
Leverage causes fat tails and clustered volatility	2014-01-17	Paper
The unsmooth trajectory of Benoit Mandelbrot	2011-03-28	Paper
Testing for nonlinearity in time series: the method of surrogate data	2010-09-13	Paper
On determining the dimension of chaotic flows	2010-09-13	Paper
Chaotic attractors of an infinite-dimensional dynamical system	2010-09-13	Paper
The non-random walk of stock prices: the long-term correlation between signs and sizes	2010-06-25	Paper
Studies of the limit order book around large price changes	2010-06-23	Paper
The reality game	2009-07-28	Paper
https://portal.mardi4nfdi.de/entity/Q3534410	2008-11-03	Paper
There's more to volatility than volume	2007-05-09	Paper
Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?	2006-08-21	Paper
Comment on ‘Large stock price changes: volume or liquidity?’, by Weber and Rosenow	2006-06-16	Paper
The Long Memory of the Efficient Market	2006-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q4464583	2004-05-27	Paper
Chaos in learning a simple two-person game	2002-09-11	Paper
PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE	2001-11-26	Paper
A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET	2000-12-19	Paper
https://portal.mardi4nfdi.de/entity/Q3128837	1997-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q3128838	1997-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q3128839	1997-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q4035135	1993-05-18	Paper
Generalized Lyapunov exponents corresponding to higher derivatives	1993-01-18	Paper
An analytic approach to practical state space reconstruction	1992-12-14	Paper
Deterministic noise amplifiers	1992-06-28	Paper
State space reconstruction in the presence of noise	1992-06-27	Paper
Optimal shadowing and noise reduction	1991-01-01	Paper
Scaling of the Arnold tongues	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3221998	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3326478	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3697944	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5186444	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3930348	1980-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: J. Doyne Farmer