Welcome to my web page!
I am the organizing chair of the "Ecole thématique de Rochebrune 2018 sur les systèmes complexes artificiels et naturels" on the following subject "Méthodes, Interdisciplinarité et Complexité"
Deadline for submission 2 october 2017.
I am associate professor in economics at IMT Atlantique, a graduate engineering school belonging to the french grandes écoles. I hold my Ph.D in economics from the European University Institute (IUE) of Florence and a habilation à diriger les recherches from the university of Strasbourg.
New see teaching (in french )
Activités de recherche
I am interested in an approach that views social and economic systems as a complex system. Macro-properties emerge from the micro-properties and the structure of interactions matters! Many independant individual actions lead to emerging properties which retroact on individual behavior.
Modeling in social sciences is a difficult task since individual act strategically based on information, beliefs, preferences, constraints some of which are non observable to the modeller. However, on one hand, with mathematical models, one gains in rigor, in simplicity by parsimony, and use of logics and mathematical tools. On the other hand, social sciences face (probably) a higher degree of complexity than natural sciences. Atoms are not strategic whereas humans are! This renders the task particularly hard and the bridging step between reality and the models difficult. But to deal with this approach, two methods which are experimental economics (great for teaching ) and agent-based modelling have become a useful support during the past two decades.
Experimental economics is not simply a tool for validating models. It can be a useful tool for designing institutions especially market institutions. It can give useful insights for a behavioral foundation of individual behavior in social interactions and has founded a new approach coined as "behavioral", economics ( Look at Camerer's Website for exemple). Rationality and individualism methodology is a major appraoch in economics. Behavioral economics has provided many new insights to this approach including the study of social preferences, models of reciprocity, emotions, norms or expectation formation in finance and may fill the gap between economics and sociology (see leading people on this approach such as Bowles, Fehr , Gintis ...).
A second important aspect of the problem is the structure of interaction that is how, when and with whom people interact. A major proponent of this approach is Alan Kirman. An implication follows directly: one cannot understand the economy by saying that it is the result of the interaction of representative agents (a representative consumer and producer for example for the study of a market). Interaction produces complexity; Agent based modelling (ABM) (Leigh Tesfatsion's Website) is particularly useful when the model is too complex for mathematical analytical tractability and for enriching simple models. In finance, it has been used to reproduce stylised facts of financial assets (such as fat tails, volatility clustering,...). A book which links behavioral finance to ABM (Levy, Levy and Solomon)
Not to say that they have changed my approach and pushed me to the way of more realistic behavioral and structural assumptions for modelling. I am lucky to collaborate with people with different academic backgrounds on different topics: social interactions (Mirta Gordon Jean Pierre Nadal, Denis Phan ) or markets (Eric Darmon , Olivier Brandouy).
I am involved in two ongoing research projects dealing with complexity and social modelling and one in agent based modelling and ontology.
One is a project on urban segregation coordinated by Jean Pierre Nadal : Urban Collective Dynamics: Individual and Spatial Heterogeneities (DyXi).
2006-2009: Project Cos-ma-gems ANR:Corpus of Ontologies for Multi-Agents Systems. (Leader Denis Phan)
2014-2016: Réseau National des Systèmes complexes: Ontologies for Multi-Agents Systems
(Leader Denis Phan)
- Doing simulations for social scientists with netlogo
Segregation can appear due to the interaction structure of agents. Fixed interaction structure with a small number of people provoque segregation; The model is a Prisoner's dilemma where we introduce emotions. Individuals best response to a utility function integrating both real payoffs from the Prisoner's dilemma and shame from not following the conditional cooperation norm. Click here and test. Associated paper: segregated cooperation (published in JASSS 16 (4) 14).
Emotional criminality: we model criminal behavior by integrating both rational and normative arguments. Specifically the modeling includes three factors which are the gain from criminality, norm abiding behavior and social pressure from peers. Click here to test the simulation model. Associated paper : emotional criminality.
Past reseach project
- 2006-2007 : Project Dispairse from the Groupe des Ecoles des Télécommunications : cooperation in peer networks with the technology IPV6.
- 2003- 2005 : Emergences, from Individual towards Collective Behavior: Interactions and Representations (ELICCIR). CNRS and the French Ministry of Research and Education (financial support for research projects on Complex Systems in Human and Social Sciences). ELLICIR
- 2005-2006: Project ECOMESH on the Incitation mechanism in Ad-hoc Networks. Groupe des Ecoles des Télécommunications.
- 2003- 2004: Project with France Telecom RD on network information systems
- 2002: Project Groupe des Ecoles des Télécommunications : « Internet pricing models » In collaboration with the Ecole Nationale Supérieure des Télécommunications (ENST Paris).
- 2001 : Project Groupe des Ecoles des Télécommunications on Individual Choices and Multi-agent Network Interactions, GET and French Ministry of Industry. In collaboration with the Ecole Nationale Supérieure des Télécommunications (ENST Paris) and the French National Institute of Telecommunication (INT).
Cours - Enseignements
Forthcoming Nov, 2016 "Méthodologies d'aide à la décision , modélisation, évaluation et décision", Ellipse collection TechnoSup.
- In charge of the Master IADBA : Computer and Decision methods applied to insurance and banking decision (2008- 2018).
- Undergraduate course in firm's accounting and management.
- Undergraduate course in financial analysis.
- Graduate course in Multi-criteria analysis and decision theory
- Graduate course in game theory (2008-2010)
- Introduction to modeling in social sciences with netlogo (2015 - 2017)
- Game theory and agent based modeling (2017-)
Méthodologie d'aide à la décision
Méthodologies de modélisation
ISTE: méthodologies de modélisation et expérimentales pour les sciences sociales
Objectif de la série
Cette série ISTE éditions ( http://iste-editions.fr/ ) a pour objectif d'être le lieu de présentation de méthodes de modélisation ou expérimentales appliquées ou applicables à des problématiques de sciences sociales (économie, géographie, sociologie,...).
N'hésitez pas à me contacter pour discuter de vos projets de livres en français ou en anglais.
Des ouvrages sur les thèmes suivants peuvent être proposés (non exhaustifs):
- Économie expérimentale
- Econo-physique, socio-physique
- Systèmes complexes
- Systèmes multi-agents, méthodes computationnelles, ontologies
- Modèles mathématiques, théories des jeux, réseau
Roger Waldeck, Coordinateur de la série ISTE
Tél 02 29 00 11 17.