Special issue on economics and finance as complex dynamical systems: from empirical studies to models

The rapid advance in information technology, and the ever-growing flow of data and information, increases the connectivity and complexity of economic and financial systems. A local disruption can spread quickly and lead to unexpected global events; this poses a great challenge to risk management and financial regulation. To study such risk events, we need to model the correlation and dependency structure in the financial and economic systems and understand the resulting emergent systemic risks.

This special issue will focus on the interdisciplinary approach of complexity science, which, aided by new data analytics, offers an important perspective in the study of economic and financial systems. 

Topics covered:

• Agent-based modelling of economic and financial systems
• Empirical studies, risk measures and models of financial tail risks
• Risk propagation on supply-chain networks
• Systemic risk and resilience of financial markets
• Quantitative measures of sustainability
• Data analytics for risk measurement and management

Important deadlines:

• Submission deadline: 31 December 2022

Submission instructions:

Please read the Guide for Authors before submitting. All articles should be submitted online; please select Complex dynamical systems on submission.

Guest editors:

• Prof. Kan CHEN, Risk Management Institute, National University of Singapore, Singapore. Email: kan.chen@nus.edu.sg
• Dr. Ling FENG, Complex Systems Group, Institute of High-Performance Computing (A*STAR), Singapore. Email: fengl@ihpc.a-star.edu.sg