Complex Evolutionary Systems in Behavioral Finance

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Macroprudential Policy - A Literature Review (2012, unknown): “This research focuses explicitly on the degree of complexity, interconnection, non-linearity, diversity and uncertainty (Hommes 2006, 2008, 2009; Hommes and Wagener, 2009; LeBaron and Tesfatsion, 2008).”
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders (2010, background): “For recent surveys of this burgeoning field of research, see Chiarella et al. (2009); Hommes and Wagener (2009); Lux (2010) and Westerhoff (2009), among others.”
The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, background): “…show that chaos in stock prices can arise if heterogeneous expectations among traders are introduced into a standard asset pricing equilibrium model (for subsequent modifications and extensions to this type of heterogeneous beliefs model, consult the survey paper by Hommes and Wagener, 2009).”