From the seventeenth-century Dutch Tulip Bubble and the eighteenth-century South Sea Bubble to the more recent Dotcom Bubble and U.S. Housing Bubble, the economic history has been characterized by bubbles and crashes, booms, and crises of all sorts. To fully understand the financial markets, it is crucial to embrace the fact that the world economy is a constantly evolving multi-agent complex system, that can be studied using the tools of complex systems theory. Among them, the Agent-Based Models (ABMs) are powerful tools to investigate the dynamics of complex systems, and the Statistical Physics has a history of success in modeling systems with a large number of components (in this case the traders) whose collective interactions lead to the emergence of highly not trivial collective phenomena (the bubbles).