Complex systems are present in a wide range of areas, including engineering, biology, economics, management, politics, and sociology. The complex phenomena it explores range from single-celled life forms to the fluctuation of the stock market, from urban traffic management to the prediction of natural disasters, and even the rise and fall of society. At present, the study of complexity has been widely investigated by scientists from all over the world.

In recent years, with the continuous development of financial innovation, the volatility of the financial market is increasingly intensified, and the interaction between the markets is increasing day by day. Since Markowitz founded portfolio theory, the problem of risk management and investment decision-making has been paid more and more attention and in-depth studied by economists all over the world. Compared with the traditional normal distribution hypothesis, financial time series often present temporal, skewed, spike, thick tail, and asymmetric fractal characteristics, and have a nonlinear complex dependent structure. Therefore, accurately describing the risk of an asset portfolio is of great practical significance for investors and asset managers.

This Special Issue aims to collate cross-disciplinary original research and review articles with a main focus on the laws of natural, socio-economic, and financial complex systems. These will include not only new models, algorithms, and innovative applications, but also practical solutions that how to tailor generic approaches to natural and social systems.

Potential topics include but are not limited to the following:

• Multi-scale fractal theory
• Complex network analysis
• Financial support for emergency rescue
• Complexity of financial system
• Enterprise innovation and management
• Disaster complexity
• Evolution of ecosystem
• Management theory and method based on Complexity Science
• Data mining and evolutionary computing method
• Green finance and Digital finance