Computational intelligence in finance has been a very popular topic for both academia and
financial industry in the last few decades. Numerous studies have been published resulting …

Artificial intelligence (AI) is proving to be an efficient alternative approach to classical
modeling techniques. AI refers to the branch of computer science that develops machines …

Agent-based modeling (ABM) is a novel computational methodology for representing the
behavior of individuals in order to study social phenomena. Its use is rapidly growing in …

In this paper we draw upon the close relationship between statistical physics and
mathematical finance to develop a suite of models for financial bubbles and crashes. The …

This paper addresses the background and current state of the field of agent-based
modelling and simulation (ABMS). It revisits the issue of ABMS represents as a new …

Financial services generate a huge volume of data that is extremely complex and varied.
These datasets are often stored in silos within organisations for various reasons, including …

Fish travel in schools, birds migrate in flocks, honeybees swarm, and ants build trails. How
and why do these collective behaviors occur? Exploring how coordinated group patterns …

What exactly is complexity? Different people have different definitions and none is absolute.
But common to all studies on complexity are systems with multiple elements adapting or …

This survey discusses behavioral and experimental macroeconomics, emphasizing a
complex systems perspective. The economy consists of boundedly rational heterogeneous …

Recognising that the economy is a complex system with boundedly rational interacting
agents, the book presents a theory of behavioral rationality and heterogeneous expectations …