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Economics and Finance
UK
2024

D-Index & Metrics

Economics and Finance

D-Index
63
Citations
27207
World Ranking
677
National Ranking
77

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

J. Doyne Farmer is affiliated with the University of Oxford in the United Kingdom and has a primary research focus within the field of Economics, Econometrics, and Finance. Their work spans several subfields including Economics and Econometrics, Finance, Modeling and Simulation, Strategy and Management, and General Health Professions.

Their recent publications cover a range of topics related to complex systems and economic models. Notable papers include:

  • Empirically grounded technology forecasts and the energy transition, 2022, published in Joule
  • Building an alliance to map global supply networks, 2023, published in Science
  • Forecasting the propagation of pandemic shocks with a dynamic input-output model, 2022, published in Journal of Economic Dynamics and Control
  • Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market, 2022, published in Industrial and Corporate Change
  • Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions, 2020, published in SSRN Electronic Journal

Frequent publication venues for Farmer include the SSRN Electronic Journal, arXiv (Cornell University), Joule, Journal of Economic Dynamics and Control, and Industrial and Corporate Change.

Farmer has contributed to book publications as well, including titles such as Handbook of Financial Stress Testing published by Cambridge University Press in 2022 and Making Sense of Chaos published by Yale University Press in 2024.

Their research topics cover diverse areas including:

  • Complex Systems and Time Series Analysis
  • COVID-19 epidemiological studies
  • Banking stability, regulation, efficiency
  • Global Financial Crisis and Policies
  • Supply Chain Resilience and Risk Management
  • COVID-19 Pandemic Impacts
  • Economic Growth and Productivity

J. Doyne Farmer collaborates frequently with a number of coauthors, including François Lafond, Alissa M. Kleinnijenhuis, Thom Wetzer, Anton Pichler, and Marco Pangallo, indicating a multidisciplinary and collaborative approach to their research.

Best Publications

  • Testing for nonlinearity in time series: the method of surrogate data

    James Theiler;Stephen Eubank;André Longtin;Bryan Galdrikian

  • Predicting chaotic time series

    J. Doyne Farmer;John J. Sidorowich

  • The economy needs agent-based modelling

    J. Doyne Farmer;Duncan Foley

  • Chaotic attractors of an infinite-dimensional dynamical system

    J. Doyne Farmer

  • The price dynamics of common trading strategies

    J.Doyne Farmer;Shareen Joshi

  • Complexity theory and financial regulation

    Stefano Battiston;J. Doyne Farmer;J. Doyne Farmer;Andreas Flache;Diego Garlaschelli

  • Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective

    R. Maria del Rio Chanona;Penny Mealy;Anton Pichler;Francois Lafond

  • The predictive power of zero intelligence in financial markets.

    J. Doyne Farmer;Paolo Patelli;Ilija I. Zovko

  • How markets slowly digest changes in supply and demand

    Jean-Philippe Bouchaud;J. Doyne Farmer;Fabrizio Lillo

  • Market Force, Ecology, and Evolution

    J. Doyne Farmer

  • The Long Memory of the Efficient Market

    Fabrizio Lillo;J. Doyne Farmer

  • Stability analysis of financial contagion due to overlapping portfolios

    Fabio Caccioli;Fabio Caccioli;Munik Shrestha;Munik Shrestha;Cristopher Moore;Cristopher Moore;J. Doyne Farmer;J. Doyne Farmer

  • Low-dimensional chaos in a hydrodynamic system

    A. Brandstäter;J. Swift;Harry L. Swinney;A. Wolf

  • Econophysics: Master curve for price-impact function.

    Fabrizio Lillo;J. Doyne Farmer;Rosario N. Mantegna

  • Statistical theory of the continuous double auction

    Eric Smith;J Doyne Farmer;László Gillemot;Supriya Krishnamurthy

  • An empirical behavioral model of liquidity and volatility

    Szabolcs Mike;J. Doyne Farmer

  • What really causes large price changes

    J. Doyne Farmer;László Gillemot;Fabrizio Lillo;Szabolcs Mike

  • Statistical basis for predicting technological progress.

    Béla Nagy;J. Doyne Farmer;Quan M. Bui;Quan M. Bui;Jessika E. Trancik;Jessika E. Trancik

  • Frontiers of finance: evolution and efficient markets.

    J. Doyne Farmer;Andrew W. Lo

  • Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective

    R. Maria del Rio-Chanona;Penny Mealy;Anton Pichler;François Lafond

  • Information Dimension and the Probabilistic Structure of Chaos

    J. Doyne Farmer

Frequent Co-Authors

Fabrizio Lillo
Fabrizio Lillo University of Bologna
John Geanakoplos
John Geanakoplos Yale University
Stefan Thurner
Stefan Thurner Medical University of Vienna
Daniel N. Rockmore
Daniel N. Rockmore Dartmouth College
Cameron Hepburn
Cameron Hepburn University of Oxford
Cristopher Moore
Cristopher Moore Santa Fe Institute
Martin Shubik
Martin Shubik Yale University
James P. Crutchfield
James P. Crutchfield University of California, Davis
Rosario N. Mantegna
Rosario N. Mantegna University of Palermo

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