Robin L, Lumsdaine, Daniel N. Rockmore, Nick Foti, Greg Leibon, J. Doyne Farmer, “The Intrafirm Complexity of Systemically Important Financial Institutions”, (2015).
Dirk Helbing, Eve Mitleton-Kelly, Jean-Philippe Bouchaud, Fabio Caccioli, J. Doyne Farmer, Steve Keen, Katharina Pistor, Dennis J. Snower, Richard Olsen, Angelo Ranaldo, Norbert Haring, Edward Fullbrook, “How to Improve the Financial Architecture and its Resilience”, (2014).
J. Doyne Farmer, “Economics Needs to Treat the Economy as a Complex System” (2013).
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis and Thom Wetzer. “Models of Financial Stability and Their Application in Stress Tests”, to appear in Handbook of Computational Economics Volume 4 (2018).
Christoph Aymanns, Fabio Caccioli, J. Doyne Farmer and Vincent Tan, “Taming the Basel Leverage Cycle”, to appear in Journal of Financial Stability (2016). ** Systemic Risk Centre
Fabio Caccioli, J. Doyne Farmer, Nick Foti and Dan Rockmore, “Overlapping Portfolios, Contagion and Financial Stability” Journal of Economic Dynamics and Control 51, 50-63 (2015).
Peter Klimek, Sebastian Poledna, J. Doyne Farmer and Stefan Thurner, “To Bail-out or Bail-in? Answers from an Agent-based Model”, Journal of Economic Dynamics and Control 50, 144-154 (2015).
Christoph Aymanns and J. Doyne Farmer, “Dynamics of the Leverage Cycle”, Journal of Economic Dynamics and Control 50, 155-179 (2015)
Fabio Caccioli, Munik Shreshtha, Cris Moore and J. Doyne Farmer, “Stability Analysis of Financial Contagion Due to Overlapping Portfolios", Journal of Banking and Finance 46, 233-245 (2014).
Sebastian Poledna, Stefan Thurner, J. Doyne Farmer and John Geanakoplos, “Leverage-induced Systemic Risk under Basle II and other Credit Risk Policies”, Journal of Banking & Finance 42 (2014) 199–212.
Stefan Thurner, J. Doyne Farmer and John Geanakoplos, “Leverage Causes Fat Tails And Clustered Volatility”, Quantitative Finance 12 (5) (2012): 695-707.
Fabio Caccioli, Jean-Philippe Bouchaud and J. Doyne Farmer, “Impact-Adjusted Valuation And The Criticality Of Leverage.", Risk, 74-77, Dec. (2012).
Fabio Caccioli, Thomas A. Catanach and J. Doyne Farmer, "Heterogeneity, Correlations And Financial Contagion”, Advances in Complex Systems 15(2) 1250058 (2012).
John Geanakoplos, Robert Axtell, J. Doyne Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan Palmer and Chun-Yi Yang, "Getting At Systemic Risk Via An Agent-Based Model Of The Housing Market", American Economic Review 102 (3) 53-58 (2012).
J. Doyne Farmer, Mauro Gallegati, Cars Hommes, Alan Kirman, Paul Ormerod, Silvano Cincotti, Anxo Sanchez and Dirk Helbing. "A Complex Systems Approach To Constructing Better Models For Managing Financial Markets And The Economy", European Physics Journal214 (1) 295-324 (2012).
COMMENTARY AND REVIEWS
Stefano Battiston, J. Doyne Farmer, Andreas Flache, Diego Garlaschelli, Andy Haldane, Hans Heesterbeck, Cars Hommes, Carlo Jaeger, Robert May and Marten Scheffer, “Complexity Theory to Support Public Policy and Financial Regulation: Economic Policy Needs Network Analysis and Behavioral Modeling”, Science (2016).
Robert Axtell and J. Doyne Farmer, “Old Economic Models Couldn’t Predict the Recession: Time for New Ones." Christian Science Monitor, Dec. 10, 2015.
J. Doyne Farmer and Duncan Foley, “The Economy Needs Agent-based Modeling”, Nature 460 (2009): 685-686.
J. Doyne Farmer, “Avoiding Getting Lost in the Wilderness of Bounded Rationality: The Path from Zero Intelligence to No Arbitrage.” Quant. Fin. 3(4) (2003): C64-C65.