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A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends

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  • Juan E. Trinidad Segovia
  • Fabrizio Di Sciorio
  • Raffaele Mattera
  • Maria Spano
  • Wei Xing Zhou

Abstract

Agent-based models are computational approaches used to reproduce the interactions between economic agents. These models are widely applied in many contexts to get deeper understanding about agents’ behaviors within complex systems. In this paper, we provide a bibliometric analysis about agent-based models in finance and, considering bibliographic coupling, we identify the presence of two distinct clusters of research communities, i.e., financial economics and econophysics. Cluster-specific thematic analyses are conducted to understand if the two communities are characterized by different emerging and motor topics. By highlighting several differences in the clusters, we also show the two research communities specialized in different specific topics.

Suggested Citation

  • Juan E. Trinidad Segovia & Fabrizio Di Sciorio & Raffaele Mattera & Maria Spano & Wei Xing Zhou, 2022. "A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends," Complexity, Hindawi, vol. 2022, pages 1-11, September.
    • Handle: RePEc:hin:complx:4741566
    DOI: 10.1155/2022/4741566
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    Cited by:

    1. Ștefan Ionescu & Camelia Delcea & Ionuț Nica & Gabriel Dumitrescu & Claudiu-Emanuel Simion & Liviu-Adrian Cotfas, 2025. "Exploring Complexity: A Bibliometric Analysis of Agent-Based Modeling in Finance and Banking," IJFS, MDPI, vol. 13(2), pages 1-37, April.
    2. Emiliano Alvarez & Volker Grimm, 2024. "The added value of using the ODD Protocol for agent-based modeling in Economics: go for it!," Working Papers 307, Red Nacional de Investigadores en Economía (RedNIE).
    3. Pastushkov, A., 2025. "Evolutionary and agent-based computational finance: The new paradigms for asset pricing," Journal of the New Economic Association, New Economic Association, vol. 66(1), pages 196-222.

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