Time series analysis has proven to be a powerful method to characterize several
phenomena in biology, neuroscience and economics, and to understand some of their …

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

The increasing interest in complex networks research has been motivated by intrinsic
features of this area, such as the generality of the approach to represent and model virtually …

Recent empirical evidence has shown that in many real-world systems, successfully
represented as networks, interactions are not limited to dyads, but often involve three or …

The increasing availability of data demands for techniques to filter information in large
complex networks of interactions. A number of approaches have been proposed to extract …

The purpose of our study is to figure out the transitions of the cryptocurrency market due to
the outbreak of COVID-19 through network analysis, and we studied the complexity of the …

We review heterogeneous agent models of financial stability and their application in stress
tests. In contrast to the mainstream approach, which relies heavily on the rational …

Networks are essential for analyzing complex systems. However, their growing size
necessitates backbone extraction techniques aimed at reducing their size while retaining …

Financial markets have undergone a deep reorganization during the last 20 y. A mixture of
technological innovation and regulatory constraints has promoted the diffusion of market …

Portfolio selection is one of the most concerns of any investor and the goal is to distribute the
capital in different assets in such a way that it has the highest rate of return with considering …