A systematic literature review is used to explore the relationship between complexity theory
and economics. Broad search terms identify an unmanageable large number of hits. A more …

The driving forces behind cryptoassets' price dynamics are often perceived as being
dominated by speculative factors and inherent bubble-bust episodes. Fundamental …

The widespread herding effect prevalent in China's stock market is caused by investors'
bounded rationality behavior. However, the underlying mechanisms are not fully …

Spin models of markets inspired by physics models of magnetism, as the Ising model, allow
for the study of the collective dynamics of interacting agents in a market. The number of …

This paper addresses the moment selection issue of the simulated method of moments, an
estimation technique commonly applied to intractable agent-based models. We develop a …

Few studies focus on how the ground transport system has increased COVID-19
transmission; the details of its spread remain unclear. The absence of station-level data …

We propose an agent-based model of financial markets with only one asset. Thirty-two
agents follow very simple rules inspired by Wolfram's Rule 110. They engage in buying …

This paper uses agent‐based modelling to study the frequent booms and busts in Chinese
agricultural markets. First, an artificial agricultural commodity market consisting of …

The aim of this thesis is to analyze the price dynamics implied by the Automated Market
Makers used by Decentralized Exchanges of DeFi and to verify the presence of some …

We study whether, and if yes then how, a varying auto-correlation structure in different parts
of distributions is reflected in the multifractal properties of a dynamic process. Utilizing the …