J. Doyne Farmer

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

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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