Material of the Course - Complex Systems, from physics to social sciences
The video are taken from the 2021 course (covid times)
Week 1: video
Course: General Introduction. Fat tails vs thin tails (J. P. Bouchaud)
Week 2: video
Course: Multiplicative Growth & Concentration (J. P. Bouchaud)
TD1: Transformation of variables & power laws (V. Ros) Text with solutions
HW1: Checking Zipf law in Ulysses by J. Joyce (V. Ros) Jupyter notebook
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Week 3 : video
Course: Multiplicative Growth & Redistribution (J. P. Bouchaud)
TD2: From statistics to stat phys: maximum likelihood, freezing & condensation (V. Ros) Text with solutions
HW2: Maximum likelihood estimators for power laws (V. Ros) Jupyter notebook
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Week 4 : video
Course: Optimisation, HJB & Chaos (J. P. Bouchaud)
TD3: Stochastic calculus & Fokker-Planck (V. Ros) Text with solutions
HW3: Multiplicative growth & dynamics of prices (V. Ros) Jupyter notebook
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Week 5: video
Course: networks and branching processes (not in video)
TD4: Bellman equation & Mean Field Games (V. Ros) Text with solutions
HW4: A single-agent optimal control problem: solving Bellman (V. Ros) Jupyter notebook
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Week 6: video
Course: Hawkes processes. Networks (J. P. Bouchaud)
TD5/6: Hawkes processes, metastability & activation (V. Ros) Text with solutions
HW5: On point processes: Poisson & Hawkes (V. Ros) Jupyter notebook
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Course: Giant Components. Interactions, Choice Theory (J. P. Bouchaud)
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Week 8: video
TD5/6: Hawkes processes, metastability & activation (V. Ros) Text with solutions
TD7: Herding and Imitation, Kolmogorov-Smirnov tests (V. Ros) Text with solutions
HW7: The Moran fixation model (V. Ros) Jupyter notebook
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Week 9: video
Course: Lecture 9: Choice Theory, Ising paradigm & Schelling model (J. P. Bouchaud)
TD9: Synchronized collective behaviour (V. Ros) Text with solutions
HW9: On synchronization: a stochastic model (V. Ros) Jupyter notebook
Bonus:
Simulation of the exam Text with solutions