Systèmes complexes en sciences sociales

Année 2017/2018

Henri Berestycki (directeur d’études à l’EHESS)

Jean-Pierre Nadal (directeur d’études à l’EHESS et directeur de recherche au CNRS)

Pierre Rosenstiehl (directeur d’études à l’EHESS)

Le séminaire « Systèmes complexes en sciences sociales » reprend à partir du vendredi 6 octobre, et se tiendra tous les 2ème et 4ème vendredis de cette année 2017-2018 (voir le site de l’Ehess), à 14h30, en salle A04-47, 54 bd Raspail, 75006 Paris.


  • Séance double, mercredi 22 novembre à 14h30à l’Institut Henri Poincaré, Amphithéâtre Hermite, 11 rue Pierre et Marie Curie, 75005 Paris.

Cette séance spéciale est organisée dans le cadre de la conférence de clôture de l’ERC ReaDi (« Reaction-Diffusion Equations, Propagation and Modelling »), qui se tient du 20 au 23 novembre à l’IHP. Elle remplace les deux séances du séminaire, initialement prévues pour les 10 et 24 novembre.

14h30 :
José Scheinkman
Columbia University
Supply and Shorting in Speculative Markets
This is joint work with Marcel Nutz (Columbia University). We propose a continuous-time model of trading among risk-neutral agents with heterogeneous beliefs. Agents face quadratic costsof-carry on their positions and as a consequence, their marginal valuation of the asset decreases when the magnitude of their position increases, as it would be the case for risk-averse agents. In the equilibrium models of investors with heterogeneous beliefs that followed the original work by Harrison and Kreps, investors are risk-neutral, short-selling is prohibited and agents face a constant marginal cost of carrying positions. The resulting resale option guarantees that the equilibrium price exceeds the price of the asset in a static buy-and-hold model where speculation is ruled out. Our model features three main novelties. First, increasing marginal costs entail that the price depends on the exogenous supply. Second, in addition to the resale option, agents may also value an option to delay, and this may cause the market to equilibrate below the static buy-and-hold price. Third, we introduce the possibility of short-selling; then the resale option for agents with short positions partly compensates the resale option for long agents. We characterize the unique equilibrium of our model through a Hamilton–Jacobi–Bellman equation of a novel form and use it to derive several comparative statics results.

15h30 :
Jean-Pierre Nadal
CNRS et EHESS
The 2005 French riots: a data-driven epidemiological modeling reveals a spreading wave of contagious violence
During autumn 2005, after two youth died while trying to escape a police control, riots started in a poor suburb of Paris, spread around and then in all France, hitting more than 800 municipalities and lasting about 3 weeks. Thanks to an access to a detailed, day by day, account of these events, we analyzed the dynamics of these riots. In this talk I will show that a parsimonious data-driven epidemic like model, taking into account both local (within city) and non-local (through geographic proximity or media) contagion, allows to reproduce the full time course of the riots at the scale of the country. I will make explicit the specificity of the model as compared to the modeling of the spread of infectious diseases. I will also discuss the methodology in the broader context of modeling social phenomena, showing in particular how modeling provides a kind of regularization of the data. In the case of the 2005 French riots, it allows to visualize the wave propagation around Paris in a way not described before.
Ref: Laurent Bonnasse-Gahot, Henri Berestycki, Marie-Aude Depuiset, Mirta B. Gordon, Sebastian Roché, Nancy Rodrez and Jean-Pierre Nadal, « Epidemiological modeling of the 2005 French riots: a spreading wave and the role of contagion « , submitted, arXiv:1701.07479


Deux séances exceptionnelles se tiendront à l’Institut des Systèmes Complexes (ISC-PIF, 113 rue Nationale 75013 Paris, M° Olympiades/Nationale), co-organisées avec le laboratoire SAMM (Université Paris 1 Panthéon Sorbonne) :

*Please note the following access codes for the ISC-PIF building: 2605 and 2606.*
The seminar room is located on the first floor.

  • Vendredi 6 octobre 2017à 10 h 30.

Modeling Archeological Interactions in Space, avec Barbara Mills (Univ. Arizona) et Oliver Nakoinz (Univ. Kiel).

Plus d’informations ici.

Il s’agit aussi d’une demi-journée satellite du colloque Interactions du SAMM, et qui sera (pour)suivie par une table-ronde aux 20e Rendez-vous de l’Histoire de Blois le lendemain (voir ici).

  • Mardi 10 octobre 2017, 14h30.

Première séance d’une série autour des travaux de Thomas Schelling, décédé en décembre dernier, avec une conférence de William Clark (UCLA, professeur invité à Paris 1).

William A. V. Clark
Selection, sorting and social distance : the tegacy and continuing relevance of Thomas Schelling.
Although Thomas Schelling was awarded the Nobel prize for “having enhanced our understanding of conflict and cooperation though game theory analysis”, for most social scientists his legacy is his work on the “tipping point” and how small differences in preferences can have macro effects on spatial organization. That thinking has been the basis for popular works like the Big Sort. The central contribution of Micromotives and Macrobehavior was to show how behavioral actions at the individual level create aggregate outcomes across social structures. A combination of agent based and mathematical modelling, and survey analyses of mobility behavior, continues to inform our understanding of how social distance creates residential patterns. Because most residential mobility involves short distances the process of initial selection and continuing adjustment creates clustering by social distance. Sorting by race, ethnicity, income and education is likely to continue despite social intervention. At the same time there is some survey evidence of changing preferences in US contexts which may alter ethnic but not economic sorting.

Plus d’informations ici.


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