Complexity Science is a common term that can represents almost all systems in our life, from engineering (the Internet, the power-grid, the traffic,...) to biological and social ones.
Main approaches/methods for the research of Complexity Science are:
Network Science is a simple yet powerful and magnificent framework for any complex system
Agent-based modeling (ABM) is a bottom-up modeling tool that leverage the power of computer and data, allowing us to describe many of the complex system's behaviours from the components' interaction and characteristics, even the unseen ones
Statistical Physics provides a rich basket of tools and methods that have been working wonderfully with atoms. Such methods are found to be naturally relevant for Complex Science.
Empirical Finance is one of my favorable testing Lab thanks to its data availability and richness of complex behaviour. Despite being investigated for more than 30 years or so, the market remains surprisingly mystery especially the local ones such as Vietnam.