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J. Doyne Farmer
Results: 10

#	Item
1	arXiv:0809.0822v1 [q-fin.TR] 4 SepHow markets slowly digest changes in supply and demand Jean-Philippe Bouchaud∗, J. Doyne Farmer†,?, Fabrizio Lillo‡,† Add to Reading List Source URL: arxiv.org Language: English - Date: 2008-12-02 06:59:48
2	Leverage Causes Fat Tails and Clustered Volatility Stefan Thurner J. Doyne Farmer John Geanakoplos Add to Reading List Source URL: www.santafe.edu - Date: 2013-03-11 16:23:09
3	Leverage Causes Fat Tails and Clustered Volatility By Stefan Thurner, J. Doyne Farmer and John Geanakoplos∗ August 3, 2009 We study a very simple model of leveraged asset purchases with margin Add to Reading List Source URL: www2.econ.iastate.edu - Date: 2012-03-06 01:55:55
4	J. Doyne Farmer SANTA FE INSTITUTE 1399 Hyde Park Road Santa Fe, NMPhone: ( Add to Reading List Source URL: www.santafe.edu Language: English - Date: 2009-10-28 16:44:04 Science Prediction Company Physica Systems science Academia J. Doyne Farmer Chaos theory Santa Fe Institute
5	3 DecemberRichard-Willstätter-Haus Faradayweg 10 Prof. J. Doyne Farmer Prof. Jürgen Kurths Add to Reading List Source URL: www.bcsccs.de Language: English - Date: 2012-02-02 08:04:36 Santa Fe Institute Thielplatz Berlin Richard Willstätter Humboldt University of Berlin Dahlem Science J. Doyne Farmer Academia
6	Toward Agent-Based Models for Investment J. Doyne Farmer McKinsey Professor Santa Fe Institute Santa Fe, New Mexico Add to Reading List Source URL: tuvalu.santafe.edu Language: English - Date: 2006-01-04 13:35:50 Financial markets Stock market Mathematical finance Behavioral finance Efficient-market hypothesis Technical analysis Algorithmic trading Futures contract Perfect competition Financial economics Economics Finance
7	Physics of Information F. Alexander Bais J. Doyne Farmer SFI WORKING PAPER: [removed] Add to Reading List Source URL: www.santafe.edu Language: English - Date: 2013-03-11 16:37:06 Philosophy of thermal and statistical physics State functions Statistical mechanics Entropy Second law of thermodynamics Laws of thermodynamics Non-equilibrium thermodynamics Temperature Microstate Physics Thermodynamics Thermodynamic entropy
8	Market impact and trading profile of large trading orders in stock markets Esteban Moro,1, 2 Javier Vicente,3 Luis G. Moyano,2 Austin Gerig,4, 3 J. Doyne Farmer,3, 5 Gabriella Vaglica,6 Fabrizio Lillo,3, 6, 7 and Rosario Add to Reading List Source URL: markov.uc3m.es Language: English - Date: 2013-02-04 04:07:44 Economics Stock market Order Market impact Bid–offer spread Volume-weighted average price Futures contract Short Market microstructure Financial markets Financial economics Investment
9	The market impact of large trading orders: Correlated order flow, asymmetric liquidity and efficient prices J. Doyne Farmer,1, 2, ∗ Austin Gerig,1, † Fabrizio Lillo,3, 1, ‡ and Henri Waelbroeck4, § 1 Santa Fe Ins Add to Reading List Source URL: www.haas.berkeley.edu Language: English - Date: 2008-02-26 18:35:29 Economics Stock market Mathematical finance Economic efficiency Efficient-market hypothesis Foreign exchange market Order Market impact Derivative Financial economics Finance Financial markets
10	May / June[removed]Update Add to Reading List Source URL: www.santafe.edu Language: English - Date: 2012-05-02 12:49:43 Cybernetics Systems theory Systems Complex systems theory Santa Fe Institute Krasnow Institute for Advanced Study Systems science Joseph F. Traub J. Doyne Farmer Science Academia Knowledge

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