347 citations · 1.3k across the 32 of their papers we have counts for
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q-fin.MF2023★ 6 cited
Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer, John Geanakoplos, Matteo G. Richiardi +3
We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. With the view of complex systems…
cs.MA2023★ 1 cited
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II
Aymeric Vie, J. Doyne Farmer
Agent-based models (ABMs) are fit to model heterogeneous, interacting systems like financial markets. We present the latest advances in Evology: a heterogeneous, empirically calibr…