Lumsdaine, R.L, D.N. Rockmore, N. Foti, G. Leibon, J.D. Farmer, “The Intrafirm Complexity of Systemically Important Financial Institutions”, (2015).
FS, C: Helbing, D., E. Mitleton-Kelly, J-P Bouchaud, F. Caccioli, J.D. Farmer, S. Keen, K. Pistor, D.J. Snower, R. Olsen, A. Ranaldo, N. Haring, E. Fullbrook, “How to Improve the Financial Architecture and its Resilience”, (2014).
FS, C, ES: Farmer, J. Doyne, “Economics Needs to Treat the Economy as a Complex System” (2013).
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis, Thom Wetzer. “Models of Financial Stability and Their Application in Stress Tests”, to appear in Handbook of Computational Economics Volume 4 (2018).
FS, D: Aymanns, Christoph, Fabio Caccioli, J.D. Farmer and Vincent Tan, “Taming the Basel Leverage Cycle”, to appear in Journal of Financial Stability (2016). ** Systemic Risk Centre
FS, C: Caccioli, Fabio, J. D. Farmer, Nick Foti, and Dan Rockmore. “Overlapping Portfolios, Contagion and Financial Stability” Journal of Economic Dynamics and Control 51, 50-63 (2015).
FS, ES: Klimek, Peter, Sebastian Poledna, J.D. Farmer and S. Thurner, “To Bail-out or Bail-in? Answers from an Agent-based Model”, Journal of Economic Dynamics and Control 50, 144-154 (2015).
FS, D: Aymanns, Christoph and J. Doyne Farmer, “Dynamics of the Leverage Cycle”, Journal of Economic Dynamics and Control 50, 155-179 (2015)
FS, C: Caccioli, Fabio, Munik Shreshtha, Cris Moore and J. D. Farmer, “Stability Analysis of Financial Contagion Due to Overlapping Portfolios", Journal of Banking and Finance 46, 233-245 (2014).
FS, C: Poledna, Sebastian, 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.
FS, C: Thurner, Stefan, J. Doyne Farmer, and John Geanakoplos. “Leverage Causes Fat Tails And Clustered Volatility.” Quantitative Finance 12 (5) (2012): 695-707.
FS: Caccioli, F., J-P Bouchaud and J.D. Farmer, “Impact-Adjusted Valuation And The Criticality Of Leverage.", Risk, 74-77, Dec. (2012).
FS, C: Caccioli, Fabio, A. Catanach Thomas, and J. Doyne Farmer. "Heterogeneity, Correlations And Financial Contagion." Advances in Complex Systems 15(2) 1250058 (2012).
FS: Geanakoplos, John, Robert Axtell, J. 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).
FS, C: Farmer, J. Doyne, 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
C, FS, ES: Battiston, S., J.D. Farmer, Andreas Flache, Diego Garlaschelli, Andy Haldane, Hans Heesterbeck, Cars Hommes, Carlo Jaeger, Robert May, Marten Scheffer, “Complexity Theory to Support Public Policy and Financial Regulation: Economic Policy Needs Network Analysis and Behavioral Modeling”, to appear in Science (2016).
C, FS, ES: Axtell, R. and J.D. Farmer, “Old Economic Models Couldn’t Predict the Recession: Time for New Ones." Christian Science Monitor, Dec. 10, 2015.
C, FS, ES: Farmer, J.D. and D. Foley, “The Economy Needs Agent-based Modeling”, Nature 460 (2009): 685-686.
ES, FS, MS: Farmer, J. D. “Avoiding Getting Lost in the Wilderness of Bounded Rationality: The Path from Zero Intelligence to No Arbitrage.” Quant. Fin. 3(4) (2003): C64-C65.