J. Doyne Farmer
J. Doyne Farmer
Professor of Mathematics and Director of Complexity Economics, Oxford University
Geverifieerd e-mailadres voor maths.ox.ac.uk
Geciteerd door
Geciteerd door
Geometry from a time series
NH Packard, JP Crutchfield, JD Farmer, RS Shaw
Physical review letters 45 (9), 712, 1980
Testing for nonlinearity in time series: the method of surrogate data
J Theiler, B Galdrikian, A Longtin, S Eubank, JD Farmer
Los Alamos National Lab., NM (United States), 1991
Predicting chaotic time series
JD Farmer, JJ Sidorowich
Physical review letters 59 (8), 845, 1987
The immune system, adaptation, and machine learning
JD Farmer, NH Packard, AS Perelson
Physica D: Nonlinear Phenomena 22 (1-3), 187-204, 1986
The dimension of chaotic attractors
JD Farmer, E Ott, JA Yorke
Physica D: Nonlinear Phenomena 7 (1-3), 153-180, 1983
Chaotic attractors of an infinite-dimensional dynamical system
JD Farmer
Physica D: Nonlinear Phenomena 4 (3), 366-393, 1982
The economy needs agent-based modelling
JD Farmer, D Foley
Nature 460 (7256), 685-686, 2009
Brownian agents and active particles: collective dynamics in the natural and social sciences
F Schweitzer
Springer Science & Business Media, 2003
State space reconstruction in the presence of noise
M Casdagli, S Eubank, JD Farmer, J Gibson
Physica D: Nonlinear Phenomena 51 (1-3), 52-98, 1991
Artificial life II
CG Langton, C Taylor, D Farmer, S Rasmussen
Addison-Wesley Longman Publishing Co., Inc., 1991
Fluctuations and simple chaotic dynamics
JP Crutchfield, JD Farmer, BA Huberman
Physics Reports 92 (2), 45-82, 1982
The price dynamics of common trading strategies
JD Farmer, S Joshi
Journal of Economic Behavior & Organization 49 (2), 149-171, 2002
The predictive power of zero intelligence in financial markets
JD Farmer, P Patelli, II Zovko
Proceedings of the National Academy of Sciences 102 (6), 2254-2259, 2005
Exploiting chaos to predict the future and reduce noise
JD Farmer, JJ Sidorowichl
Evolution, learning and cognition, 277-330, 1988
Market force, ecology and evolution
JD Farmer
Industrial and Corporate Change 11 (5), 895-953, 2002
Master curve for price-impact function
F Lillo, JD Farmer, RN Mantegna
Nature 421 (6919), 129-130, 2003
How markets slowly digest changes in supply and demand
JP Bouchaud, JD Farmer, F Lillo
Handbook of financial markets: dynamics and evolution, 57-160, 2009
The long memory of the efficient market
F Lillo, JD Farmer
Studies in nonlinear dynamics & econometrics 8 (3), 2004
Low-dimensional chaos in a hydrodynamic system
A Brandstšter, J Swift, HL Swinney, A Wolf, JD Farmer, E Jen, ...
Physical Review Letters 51 (16), 1442, 1983
Statistical theory of the continuous double auction
E Smith, JD Farmer, L Gillemot, S Krishnamurthy
Quantitative finance 3 (6), 481-514, 2003
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