Review Article

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

Table 2

Most relevant journals within clusters.

Panel A: cluster 1—econophysics
SourcesArticles

Physica A90
Quantitative finance39
PLOS One22
Complexity14
European Physical Journal B13
Entropy9
International Journal of Modern Physics C9
Journal of Statistical Mechanics9
IEEE Access8
Physical Review E8
Chaos7
New Journal of Physics7
Nonlinear Dynamics7
International Journal of Theoretical and Applied Finance6
Chaos, Solitions and Fractals4

Panel B: cluster 2—financial economics
SourcesArticles
Journal of Economic Dynamic and Control60
Journal of Economic Interaction and Coordination43
Computational Economics33
Journal of Economic Behavior Organization32
Economics15
Advances in Complex Systems13
Macroeconomic Dynamics13
Economic Modelling11
Journal of Evolutionary Economics11
International Review of Financial Analysis9
Discrete Dynamic in Nature and Society8
Intelligent Systems in Accounting Finance Management8
Economic Theory7
Finance Research Letters5

Panel C: cluster 3—residual
SourcesArticles
JASS22
Expert Systems with Applications13
Sustainability11
Energies7
Evolutionary and Institutional Economics Review7
Applied Economics6
European Journal of Operational Research6
International Journal of Information Technology Decision Making5
Journal of Economic Theory5
Review of Financial Studies5
Energy Policy4
Information Sciences4
Journal of Monetary Economics4
Mathematical Finance4
Technological Forecasting and Social Change4