Search Results - "Farmer, J Doyne"

Stability analysis of financial contagion due to overlapping portfolios by Caccioli, Fabio, Shrestha, Munik, Moore, Cristopher, Farmer, J. Doyne

“…Common asset holdings are widely believed to have been the primary vector of contagion in the recent financial crisis. We develop a network approach to the…”
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Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective by del Rio-Chanona, R Maria, Mealy, Penny, Pichler, Anton, Lafond, François, Farmer, J Doyne

“…Abstract We provide quantitative predictions of first-order supply and demand shocks for the US economy associated with the COVID-19 pandemic at the level of…”
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Complex dynamics in learning complicated games by Galla, Tobias, Farmer, J. Doyne

“…Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditionally, game theory studies the…”
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How production networks amplify economic growth by McNerney, James, Savoie, Charles, Caravelli, Francesco, Carvalho, Vasco M, Farmer, J Doyne

“…Technological improvement is the most important cause of long-term economic growth. In standard growth models, technology is treated in the aggregate, but an…”
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To bail-out or to bail-in? Answers from an agent-based model by Klimek, Peter, Poledna, Sebastian, Doyne Farmer, J., Thurner, Stefan

“…Since the beginning of the 2008 financial crisis almost half a trillion euros have been spent to financially assist EU member states in taxpayer-funded…”
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The prevalence of chaotic dynamics in games with many players by Sanders, James B. T., Farmer, J. Doyne, Galla, Tobias

“…We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players…”
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Statistical basis for predicting technological progress by Nagy, Béla, Farmer, J Doyne, Bui, Quan M, Trancik, Jessika E

“…Forecasting technological progress is of great interest to engineers, policy makers, and private investors. Several models have been proposed for predicting…”
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Building an alliance to map global supply networks by Pichler, Anton, Diem, Christian, Brintrup, Alexandra, Lafond, François, Magerman, Glenn, Buiten, Gert, Choi, Thomas Y., Carvalho, Vasco M., Farmer, J. Doyne, Thurner, Stefan

“…New firm-level data can inform policy-making The global economy consists of more than 300 million firms, connected through an estimated 13 billion supply links…”
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Role of design complexity in technology improvement by McNerney, James, Farmer, J. Doyne, Redner, Sidney, Trancik, Jessika E

“…We study a simple model for the evolution of the cost (or more generally the performance) of a technology or production process. The technology can be…”
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Interpreting economic complexity by Mealy, Penny, Farmer, J Doyne, Teytelboym, Alexander

“…Two network measures known as the economic complexity index (ECI) and product complexity index (PCI) have provided important insights into patterns of economic…”
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Getting at Systemic Risk via an Agent-Based Model of the Housing Market by Geanakoplos, John, Axtell, Robert, Farmer, Doyne J., Howitt, Peter, Conlee, Benjamin, Goldstein, Jonathan, Hendrey, Matthew, Palmer, Nathan M., Yang, Chun-Yi

“…Systemic risk must include the housing market, though economists have not generally focused on it. We begin construction of an agent-based model of the housing…”
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Historical costs of coal-fired electricity and implications for the future by McNerney, James, Doyne Farmer, J., Trancik, Jessika E.

“…We study the cost of coal-fired electricity in the United States between 1882 and 2006 by decomposing it in terms of the price of coal, transportation cost,…”
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Valuing the Future and Discounting in Random Environments: A Review by Masoliver, Jaume, Montero, Miquel, Perelló, Josep, Farmer, J Doyne, Geanakoplos, John

“…We address the process of discounting in random environments, which allows valuation of the future in economic terms. We review several approaches to the…”
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The Predictive Power of Zero Intelligence in Financial Markets by Farmer, J. Doyne, Patelli, Paolo, Zovko, Ilija I., Arrow, Kenneth J.

“…Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where constraints imposed by market…”
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Best reply structure and equilibrium convergence in generic games by Pangallo, Marco, Heinrich, Torsten, Doyne Farmer, J

“…Game theory is widely used to model interacting biological and social systems. In some situations, players may converge to an equilibrium, e.g., a Nash…”
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A simulation of the insurance industry: the problem of risk model homogeneity by Heinrich, Torsten, Sabuco, Juan, Farmer, J. Doyne

“…We develop an agent-based simulation of the catastrophe insurance and reinsurance industry and use it to study the problem of risk model homogeneity. The model…”
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A complex systems approach to constructing better models for managing financial markets and the economy by Farmer, J. Doyne, Gallegati, M., Hommes, C., Kirman, A., Ormerod, P., Cincotti, S., Sanchez, A., Helbing, D.

“…We outline a vision for an ambitious program to understand the economy and financial markets as a complex evolving system of coupled networks of interacting…”
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How predictable is technological progress? by Farmer, J. Doyne, Lafond, François

“…•A generalized version of Moore's law for unit costs is modelled as a correlated geometric random walk with drift.•We study 53 technologies from different…”
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The economy needs agent-based modelling by Farmer, J. Doyne, Foley, Duncan

“…The leaders of the world are flying the economy by the seat of their pants, say J. Doyne Farmer and Duncan Foley. There is, however, a better way to help guide…”
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Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate? by Farmer, J. Doyne, Geanakoplos, John, Richiardi, Matteo G., Montero, Miquel, Perelló, Josep, Masoliver, Jaume

“…We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. From the…”
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