Well, if it has stayed as in HoI2, "aggressive" or "furious" doesn't mean that the AI is actually smarter but only that it will attack you more often (even relentlessly I'd say, on furious).
While this could sound cool, bear in mind that a good player will take advantage of the AI's "advance at all costs!" (TM) trend to lure its armies into traps (i.e. encircling and destroying whole, over-gallant armies), thus making the game paradoxically perhaps easier at furious than at normal.
All this to say: probably, "aggressive" could be the right balance and thus be the hardest setting. Then would come normal and then furious as the easiest of the three. That's only my opinion, though, and other users will most probably refute it

.