Machine learning and data analysis

2025

• Maarten Scholl,M. Mahfouz, Anisoara Calinescu, J. Doyne Farmer. ‘Learning to Manage Investment Portfolios beyond Simple Utility Functions’. Proceedings of the 6th ACM International Conference on AI in Finance. Association for Computing Machinery, New York, NY, USA, 369–377. 2025.

• Daniel Jarne Ornia, Nicholas Bishop, Joel Dyer, Wei-Lee Chen, Anisoara Calinescu, J. Doyne Farmer, & Michael Wooldridge, 'Emergent Risk Awareness in Rational Agents under Resource Constraints (Version 4)', arXiv. https://doi.org/10.48550/ARXIV.2505.23436 (2025).

• Arnau Quera-Bofarull, Nicholas Bishop, Joel Dyer, Daniel Jarne Ornia, Anisoara Calinescu, J. Doyne Farmer, & Michael Wooldridge, 'Automatic Differentiation of Agent-Based Models (Version 1)', arXiv, https://doi.org/10.48550/ARXIV.2509.03303 (2025).

2023

• Luca Mungo, François Lafond, Pablo Astudillo-Estévez,  andJ. Doyne Farmer, “Reconstructing production networks using machine learning”, Journal of Economic Dynamics and Control (2023)

1992

• J. Theiler, B. Galdrikian, A. Longtin, S. Eubank and J. D. Farmer, “Detecting Nonlinear Structure in Time Series”, Physica D 58 (1992): 77-94.

• J. Gibson, J. D. Farmer, M. Casdagli and S. Eubank, “An Analytic Approach to Practical State Space Reconstruction,” Physica D 57(1-2) (1992): 1-30.

1991

• YM. Casdagli, S. Eubank, J. D. Farmer and J. Gibson, “State Space Reconstruction in the Presence of Noise”, Physica D 51(1-3) (1991): 52-98.

• J. D. Farmer and J. J. Sidorowich, “Optimal Shadowing and Noise Reduction”, Physica D 47(3) (1991): 373-392.

1990

• . Doyne Farmer, “A Rosetta Stone For Connectionism”, Physica D 42(1-3) (1990): 153-187.

• S. Eubank and J. D. Farmer, “An Introduction to Chaos and Prediction.” In 1989 Lectures in the Sciences of Complexity,ed. E. Jen, Santa Fe Institute Studies in the Sciences of Complexity, Lect. Vol. II. Redwood City, CA: Addison-Wesley, 1990. (Book Chapter)

1988

• D, MD: Farmer, J. D., and J. J. Sidorowich. “Exploiting Chaos to Predict the Future and Reduce Noise.” In Evolution, Learning and Cognition, ed. Y. C. Lee, 277-330. Singapore: World Scientific, 1988. (Book Chapter)

1987

• J. D. Farmer and J. J. Sidorowich, “Predicting Chaotic Time Series”, Physical Review Letters 59(8) (1987): 845-848.

1983

• A. Brandstater, J. Swift, H. L. Swinney, A. Wolf, J. D. Farmer, E. Jen and J. P. Crutchfield, “Low-Dimensional Chaos in a Hydodynamic System. ,Physical Review Letters 51(16) (1983): 1442-1445.

1982

• J. D. Farmer, J. Hart and P. Weidman, “A Phase Space Analysis of Baroclinic Flow”, Physics Letters A 91(1) (1982): 22-24.

1981

• H. Froehling, J. P. Crutchfield, J. D. Farmer, N. H. Packard and R. Shaw, “On Determining the Dimension of Chaotic Flows”, Physica D 3(3) (1981): 605-617.

1980

• N. H. Packard, J. P. Crutchfield, J. D. Farmer and R. S. Shaw, “Geometry from a Time Series”, Physical Review Letters 45(9) (1980): 712-716.