J. Doyne Farmer
J. Doyne Farmer
Professor of Mathematics and Director of Complexity Economics, Oxford University
Verified email at maths.ox.ac.uk
TitleCited byYear
Geometry from a time series
NH Packard, JP Crutchfield, JD Farmer, RS Shaw
Physical review letters 45 (9), 712, 1980
49341980
Testing for nonlinearity in time series: the method of surrogate data
J Theiler, S Eubank, A Longtin, B Galdrikian, JD Farmer
Physica D: Nonlinear Phenomena 58 (1-4), 77-94, 1992
38851992
Predicting chaotic time series
JD Farmer, JJ Sidorowich
Physical review letters 59 (8), 845, 1987
25441987
The immune system, adaptation, and machine learning
JD Farmer, NH Packard, AS Perelson
Physica D: Nonlinear Phenomena 22 (1-3), 187-204, 1986
18921986
The dimension of chaotic attractors
JD Farmer, E Ott, JA Yorke
Physica D: Nonlinear Phenomena 7 (1-3), 153-180, 1983
15661983
Chaotic attractors of an infinite-dimensional dynamical system
JD Farmer
Physica D: Nonlinear Phenomena 4 (3), 366-393, 1982
12711982
The economy needs agent-based modelling
JD Farmer, D Foley
Nature 460 (7256), 685, 2009
10352009
Brownian agents and active particles: collective dynamics in the natural and social sciences
F Schweitzer
Springer, 2007
6782007
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
6591991
Fluctuations and simple chaotic dynamics
JP Crutchfield, JD Farmer, BA Huberman
Physics Reports 92 (2), 45-82, 1982
5581982
The price dynamics of common trading strategies
JD Farmer, S Joshi
Journal of Economic Behavior & Organization 49 (2), 149-171, 2002
4842002
Exploiting chaos to predict the future and reduce noise
JD Farmer, JJ Sidorowichl
Evolution, learning and cognition, 277-330, 1988
458*1988
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
4522005
Market force, ecology and evolution
JD Farmer
Industrial and Corporate Change 11 (5), 895-953, 2002
4272002
Econophysics: Master curve for price-impact function
F Lillo, JD Farmer, RN Mantegna
Nature 421 (6919), 129, 2003
424*2003
Chaos
J Crutchfield, JD Farmer, N Packard, RS Shaw
Scientific American 255 (6), 46-57, 1986
407*1986
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
4012009
The long memory of the efficient market
F Lillo, JD Farmer
Studies in nonlinear dynamics & econometrics 8 (3), 2004
3862004
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
3831983
Statistical theory of the continuous double auction
E Smith, JD Farmer, L Gillemot, S Krishnamurthy
Quantitative finance 3 (6), 481-514, 2003
3512003
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Articles 1–20