Publications

2003

Daniels M, Farmer J, Gillemot L, and others, ‘Quantitative Model of Price Diffusion and Market Friction Based on Trading As a Mechanistic Random Process.’ (2003) 90 Physical review letters 108102

Tol R, Fankhauser S, Kuik O, and others, ‘1. Recent Economic Insights into the Impacts of Climate Change’, CLIMATE CHANGE IN THE MEDITERRANEAN (2003)

Tol R, Fankhauser S, Kuik O, and others, ‘Recent Economic Insights into the Impacts of Climate Change’, Climate Change in the Mediterranean: Socio-economic Perspectives of Impacts, Vulnerability and Adaptation (2003)

Lillo F, Farmer J and Mantegna R, ‘Price Impact Function of a Single Transaction’ [2003] LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS 153

Smith E, Farmer J, Gillemot L, and others, ‘Statistical Theory of the Continuous Double Auction’ (2003) 3 Quantitative Finance 481

Fankhauser S and Lavric L, ‘The Investment Climate for Climate Investment: Joint Implementation in Transition Countries’ (2003) 3 Climate Policy 417

Lillo F, Farmer J and Mantegna R, ‘Econophysics: Master Curve for Price-Impact Function.’ (2003) 421 Nature 129

2002

Farmer J, ‘Market Force, Ecology and Evolution’ (2002) 11 Industrial and Corporate Change 895

Farmer J and Joshi S, ‘The Price Dynamics of Common Trading Strategies’ (2002) 49 Journal of Economic Behavior & Organization 149

Newman M, Girvan M and Farmer J, ‘Optimal Design, Robustness, and Risk Aversion.’ (2002) 89 Physical review letters 028301

Zovko I and Farmer J, ‘The Power of Patience: A Behavioral Regularity in Limit Order Placement’

Seddon N, Butchart S and Odling-Smee L, ‘Duetting in the Subdesert Mesite Monias Benschi: Evidence for Acoustic Mate Defence?’ (2002) 52 Behavioral Ecology and Sociobiology 7

Sato Y, Akiyama E and Farmer J, ‘Chaos in Learning a Simple Two-Person Game.’ (2002) 4748

Ellis C and Castle J, ‘Building a Real-Time Database for GDP(E)’ (2002) 42 Quarterly Bulletin- Bank of England

Reece S, Simmons C, Fitzhenry R, and others, ‘Mutagenesis of Conserved Tryptophan Residues Within the Receptor-Binding Domain of Intimin: Influence on Binding Activity and Virulence’ (2002) 148 Microbiology 657

Reece S, ‘Erratum: Nonlinear Kalman Filtering With Semi-Parametric Biscay Distributions (IEEE Transactions on Signal Processing (Nov. 2001) 49 (2445-2453))’ (2002) 50 IEEE Transactions on Signal Processing 990

Reece S, ‘Nonlinear Kalman Filtering With Semi-Parametric Biscay Distributions (vol 49, Pg 2445, 2001)’ (2002) 50 IEEE TRANSACTIONS ON SIGNAL PROCESSING 990

2001

Reece S, ‘Nonlinear Kalman Filtering With Semi-Parametric Biscay Distributions’ (2001) 49 IEEE TRANSACTIONS ON SIGNAL PROCESSING 2445

Reece S, ‘Self-Adaptive Multi-Sensor Systems’, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (2001)

2000

FARMER J, ‘PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE’ (2000) 3 International Journal of Theoretical and Applied Finance 311

Swaminathan S and Fankhauser S, ‘Measuring the Incremental Costs of Global Environment Protection: The Case of Grid-Connected Wind Turbines in Morocco’ (2000) 5 Mitigation and Adaptation Strategies for Global Change 171

1999

Köhler H and Fankhauser S, ‘Die Transformation Mittel- Und Osteuropas: Die Mitwirkung Deutschlands’ (1999) 54 Internationale Politik 28

Butchart S, Seddon N and Ekstrom J, ‘Polyandry and Competition for Territories in bronze‐winged Jacanas’ (1999) 68 Journal of Animal Ecology 928

Farmer J and Lo A, ‘Frontiers of Finance: Evolution and Efficient Markets.’ (1999) 96 Proceedings of the National Academy of Sciences of the United States of America 9991

Fankhauser S, Smith J and Tol R, ‘Weathering Climate Change: Some Simple Rules to Guide Adaptation Decisions’ (1999) 30 Ecological Economics 67