Prof J. Doyne Farmer
Baillie Gifford Professor of Complex Systems Science
Profile
Doyne Farmer is Director of the Complexity Economics programme at the Institute for New Economic Thinking at the Oxford Martin School, Baillie Gifford Professor of Complex Systems Science at the Smith School of Enterprise and the Environment, University of Oxford, and an External Professor at the Santa Fe Institute.
His current research is in economics, including agent-based modeling, financial instability and technological progress. He was a founder of Prediction Company, a quantitative automated trading firm that was sold to UBS in 2006. His past research includes complex systems, dynamical systems theory, time series analysis and theoretical biology.
During the 1980s he was an Oppenheimer Fellow and the founder of the Complex Systems Group at Los Alamos National Laboratory. While a graduate student in the 1970s he built the first wearable digital computer, which was successfully used to predict the game of roulette.
Visit Doyne’s personal website
Doyne’s PA: Dorothy Nicholas
Publications
Pangallo M, Heinrich T and Farmer D, ‘Best Reply Structure and Equilibrium Convergence in Generic Games’ (2019) 5 Science Advances eaat1328
Beinhocker E, Farmer J and Hepburn C, ‘The Tipping Point: How the G20 Can Lead the Transition to a Prosperous Clean Energy Economy’ [2018] G20 Insights
Farmer J and Lafond F, ‘How Predictable Is Technological Progress?’
Farmer J, Geanakoplos J, Masoliver J, and others, ‘Discounting the Distant Future’ [2014] Cowles Foundation Discussion Paper
Masoliver J, Montero M, Perelló J, and others, ‘Uncertain Growth and the Value of the Future’ [2013] Cowles Foundation Discussion Paper
Bailey A, Bui Q, Farmer J, and others, ‘Forecasting Technological Innovation’ [2012] ARCS Workshops, ARCS 2012
Schwarzkopf Y, Axtell R and Farmer J, ‘Supporting Information – An Explanation of Universality in Growth Fluctuations’
Tóth B, Lillo F and Farmer J, ‘Segmentation Algorithm for Non-Stationary Compound Poisson Processes’ (2010) 78 The European Physical Journal B 235
Schwarzkopf Y, Axtell R and Farmer J, ‘An Explanation of Universality in Growth Fluctuations’
Cherkashin D, Farmer J and Lloyd S, ‘The Reality Game’ 1091
Bouchaud J-P, Farmer J and Lillo F, ‘How Markets Slowly Digest Changes in Supply and Demand’ [2008] Handbook of Financial Markets: Dynamics and Evolution 75
Mike S and Farmer J, ‘An Empirical Behavioral Model of Liquidity and Volatility’ 200
Gillemot L, Farmer J and Lillo F, ‘There’s More to Volatility Than Volume’ (2006) 6 Quantitative Finance 371
Farmer J, Gerig A, Lillo F, and others, ‘Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary?’ (2006) 6 Quantitative Finance 107
Farmer J, Gillemot L, Lillo F, and others, ‘What Really Causes Large Price Changes?’ (2004) 4 Quantitative Finance 383
Lillo F, Farmer J and Mantegna R, ‘Price Impact Function of a Single Transaction’ [2003] LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS 153
Farmer J, ‘Looking Forward to the Future’ (2003) 3 Quantitative Finance 30
Smith E, Farmer J, Gillemot L, and others, ‘Statistical Theory of the Continuous Double Auction’ (2003) 3 Quantitative Finance 481
Farmer J, ‘Market Force, Ecology and Evolution’ (2002) 11 Industrial and Corporate Change 895
Dyer J, Cannon P, Farmer J, and others, ‘Black-Box Bayesian Inference for Agent-Based Models’ Journal of Economic Dynamics and Control
Axtell R and Farmer J, ‘Agent Based Modeling in Economics and Finance: Past, Present, and Future’ Journal of Economic Literature
Kleinnijenhuis A, Goodhart C and Farmer J, ‘Systemic Implications of the Bail-In Design’ (2021)
Farmer J, Kleinnijenhuis A, Nahai-Williamson P, and others, ‘Foundations of System-Wide Financial Stress Testing With Heterogeneous Institutions’ (2020)
Pichler A, Lafond F and Farmer J, ‘Technological Interdependencies Predict Innovation Dynamics’ (2020)
Asano Y, Kolb J, Heitzig J, and others, ‘Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model’ (2019)
Mealy P, Farmer J and Hausmann R, ‘Determining the Differences That Matter: Development and Divergence in US States Over 1850-2010’ (2018)
Mealy P, del Rio-Chanona R and Farmer J, ‘What You Do at Work Matters: New Lenses on Labour’ (2018)
Yang J, Heinrich T, Winkler J, and others, ‘Measuring Productivity Dispersion: A Parametric Approach Using the’
Yang J, Torres Gonzalez L, Aiyer A, and others, ‘Production Network and GDP Growth: A Decomposition Approach’
Kleinnijenhuis A, Goodhart C and Farmer J, ‘Online Appendix: Systemic Implications of the Bail-In Design’
Farmer J and Bartlett-Bragg A, ‘Blogs @ Anywhere: High Fidelity Online Communication’, ASCILITE 2005 - The Australasian Society for Computers in Learning in Tertiary Education (2005)
Holt D, Borland R, Farmer J, and others, ‘Casing Out Teaching and Learning Online: Enhancing Fidelity into the Mainstream’, ASCILITE 2005 - The Australasian Society for Computers in Learning in Tertiary Education (2005)
Baptista R, Farmer J, Hinterschweiger M, and others, ‘Macroprudential Policy in an Agent-Based Model of the UK Housing Market’ (2016)
Farmer J and Geanakoplos J, ‘Hyperbolic Discounting Is Rational: Valuing the Far Future With Uncertain Discount Rates’
Farmer J and Geanakoplos J, ‘The Virtues and Vices of Equilibrium and the Future of Financial Economics’
Daniels M, Farmer J, Iori G, and others, ‘Demand Storage, Market Liquidity, and Price Volatility’
