The Progress of Complexity Science in Finance Research
Mission of this research is to better capture the complexity of large-scale financial sys-tems and overcome the insufficiency of equilibrium based neoclassical finance and behavioral fi-nance in revealing the mechanism of financial crisis and the emergence of order.This study star-ted from the dilemma of existing theories and the motivation of introducting complexity science.Then advances of multi-agent simulation and complex network analysis are summarized and dis-cussed as two fundimental instruments of complexity science.Research trends of complexity sci-ence in financial research,are proposed as the result of the discussions.This study provides methodology reference and analytical tools for the theoretical research and practical applications of complex financial systems in the new era.
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