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![]() Date: 2012-05-02 12:49:43Cybernetics Systems theory Systems Complex systems theory Santa Fe Institute Krasnow Institute for Advanced Study Systems science Joseph F. Traub J. Doyne Farmer Science Academia Knowledge | Add to Reading List |
![]() | arXiv:0809.0822v1 [q-fin.TR] 4 SepHow markets slowly digest changes in supply and demand Jean-Philippe Bouchaud∗, J. Doyne Farmer†,?, Fabrizio Lillo‡,†DocID: 1lToI - View Document |
![]() | Leverage Causes Fat Tails and Clustered Volatility Stefan Thurner J. Doyne Farmer John GeanakoplosDocID: 1fapy - View Document |
![]() | Leverage Causes Fat Tails and Clustered Volatility By Stefan Thurner, J. Doyne Farmer and John Geanakoplos∗ August 3, 2009 We study a very simple model of leveraged asset purchases with marginDocID: 1eHyd - View Document |
![]() | J. Doyne Farmer SANTA FE INSTITUTE 1399 Hyde Park Road Santa Fe, NMPhone: (DocID: 1b1Uy - View Document |
![]() | 3 DecemberRichard-Willstätter-Haus Faradayweg 10 Prof. J. Doyne Farmer Prof. Jürgen KurthsDocID: 19gYl - View Document |