J. Doyne Farmer

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James Doyne Farmer (2010)

James Doyne Farmer Jr. (born June 22, 1952 in Houston , Texas ) is an American physicist who deals with chaos theory and the physics of complex systems.

Life

Farmer grew up in Silver City, New Mexico, studied physics at the University of Idaho (1969/70), at Stanford University (Bachelor's degree in 1973) and the University of California, Santa Cruz , where he received his doctorate in 1981. In Santa Cruz he was part of a group of students who pioneered chaos theory with a few fellow students like Norman Packard . After graduating, he joined the group for nonlinear dynamics at Los Alamos National Laboratory in 1981 , from 1983 to 1986 as an Oppenheimer Fellow, then as a permanent member of the laboratory. From 1988 he headed his group for the theory of complex systems.

In 1991 he went into the private sector and founded the company “Prediction Company” with Norman Packard and Jim McGill in order to apply chaos theory in stock and derivatives trading, especially for automated trading processes. He was chief scientist there until 1999 and co-president from 1995 to 1999. The company was later sold to UBS .

He has been a professor at the Santa Fe Institute since 1999 and also at the Atalaya Institute in Santa Fe, which he co-founded. From 2007 to 2009 he was associate professor at the LUISS Guido Carli in Rome .

In the early 1980s he became known through work on the dimension of strange attractors from time series analyzes and similar work in chaos physics. Later he also dealt with applications in biology and biochemistry.

As a student in the late 1970s (1976-1981), he was involved with fellow students Norman Packard, Robert Shaw and others in the development of roulette systems based on the physical principles of the probable prediction of the movement of the roulette ball obtained by a small portable computer they also tried it out in Las Vegas. A book by Thomas Bass was published about this. At that time, however, technical problems prevented implementation on a larger scale according to his own admission.

literature

  • James Gleick : Chaos. Making a new science. Penguin Books, New York NY et al. a. 1987, ISBN 0-14-009250-1 .
  • Thomas A. Bass: The Newtonian Casino. Penguin, London 1991, ISBN 0-14-014593-1 (published in the USA as: The Eudaemonic Pie. Houghton Mifflin, Boston MA 1985, ISBN 0-395-35335-1 , the student group was called the Eudaemons ).
  • M. Mitchell Waldrop: Complexity. The emerging science at the edge of chaos and order. Simon and Schuster, New York NY a. a. 1992, ISBN 0-671-76789-5 ( A Touchstone Book ).
  • Thomas Bass: The Predictors. How a band of maverick physicists used chaos to trade their way to a fortune at Wall Street. Penguin, London 2001, ISBN 0-14-023275-3 .
  • J. Doyne Farmer: Physicists attempt to scale the ivory towers of finance . In: Computing in Science and Engineering - IEEE. Nov./Dec. 1999, ISSN  1521-9615 , pp. 26-39, arxiv : adap-org / 9912002 (reprinted in: International Journal of Theoretical and Applied Finance. 3, 2000, ISSN  0219-0249 , pp. 311-333).
  • F. Alexander Bais, J. Doyne Farmer: The Physics of Information . 2007, arxiv : 0708.2837

Web links

Individual evidence

  1. ^ Subject of a popular science book by Thomas Bass
  2. ↑ for example Packard, Crutchfield, Farmer, Shaw: Geometry from a time series . In: Physical Review Letters , Volume 45, 1980, p. 712.
personal data
SURNAME Farmer, J. Doyne
ALTERNATIVE NAMES Farmer, James Doyne Junior
BRIEF DESCRIPTION American physicist
DATE OF BIRTH June 22, 1952
PLACE OF BIRTH Houston , Texas