Complex financial and economic systems are interwoven with modern human societies. Such complex systems behave differently than complex natural and technological systems due to the inclusion of complex and unpredictable human behavior. With the development of information technology, increasing large data sets in complex financial and economics systems have been recorded and become available. This Special Issue aims at collecting theoretical, empirical, computational, and experimental contributions to understanding complex financial and economic systems, by characterizing the microscopic behavior of system elements and anatomizing the macroscopic features emerging from self-organization of interactions.

Topics of submission to this Special Issue should be related to econophysics, systemic risks, multifractal analysis, complex financial networks, complex economic networks, recurrence interval analysis, bubbles, and agent-based models. Decent reviews are also welcome.

Potential topics include but are not limited to the following:

• Econophysics
• Systemic risks
• Multifractal analysis
• Complex financial networks
• Complex economic networks
• Recurrence interval analysis
• Agent-based models