Phénomènes collectifs, crises, discontinuités (I) : modèle de choix binaires en présence d'interactions/externalités (Ising)

Phénomènes collectifs, crises, discontinuités (I) : modèle de choix binaires en présence d'interactions/externalités (Ising) :

  • Hystérèse
  • Avalanches, basculements, effondrements
  • Effets spatiaux

Références

Général

  • MacKay, C.: Memoirs of Extraordinary Delusions and the Madness of Crowds (1852). Reprinted by L.C. Page, Boston (1932)
  • Bouchaud, J. P. (2013). "Crises and Collective Socio-Economic Phenomena: Simple Models and Challenges". Journal of Statistical Physics, 151(3), 567-606.
  • Sornette, D., "Endogenous Versus Exogenous Origins of Crises". In: Albeverio, S., Jentsch, V., Kantz, H. (eds.) Extreme Events in Nature and Society. Springer, Heidelberg (2005)
  • Rodgers, E., "Diffusion of Innovation", 6th edn. Free Press, New York (2003)
  • Wyart, M., Bouchaud, J.-P., "Self-referential behaviour, overreaction and conventions in financial markets". J. Econ. Behav. Organ. 63, 1 (2007)
  • Shiller, R. J. (2017). "Narrative Economics". American Economic Review, 107(4), 967-1004.

RFIM

  • Sethna, J.P., Dahmen, K.A., Kartha, S., Krumhans, J.A., Roberts, B.W., Shore, J.D., "Hysteresis and Hierarchies: Dynamics of Disorder-Driven First-Order Phase Transformations". Phys. Rev. Lett. 70, 3347 (1993)
  • Perkovic, O., Dahmen, K., Sethna, J.P.,"Avalanches, Barkhausen Noise, and Plain Old Criticality". Phys. Rev. Lett. 75, 4528 (1995)
  • Sethna, J., Dahmen, K., Myers, C.,"Crackling Noise". Nature 410, 242 (2001)

Modèles de contagion en sciences sociales et en économie

  • Schelling, T., Micromotives and Macrobehaviour. Norton, New York (1978)
  • Granovetter, M., Soong, R., Threshold models of Diffusion and Collective Behaviour. J. Math. Sociol. 9, 1165 (1983)
  • Weidlich, W., "The statistical Description of Polarisation Phenomena in Society". Br. J. Math. Stat. Psychol. 24, 251 (1971)
  • Galam, S., Gefen, Y., Shapir, Y., "Sociophysics: A Mean Behavior Model for The Process of Strike". J. Math. Sociol. 9, 13 (1982)
  • Durlauf, S., "Statistical Mechanics Approaches to Socioeconomic Behavior". In: Arthur,W.B., Durlauf, S., Lane, D. (eds.) The Economy as an Evolving Complex System II. Addison-Wesley, Reading (1997)
  • Durlauf, S., "Path Dependence in Aggregate Output". Ind. Corp. Change 1, 149 (1994)
  • Brock, W., Durlauf, S., "Discrete Choice with Social Interactions". Rev. Econ. Stud. 68, 235 (2001)
  • Galam, S., Moscovici, S., "Towards a Theory of Collective Phenomena: Consensus and Attitude Changes in Groups". Eur. J. Soc. Psychol. 21, 49 (1991)
  • Michard, Q., Bouchaud, J.-P., "Theory of Collective Opinion Shifts: From Smooth Trends to Abrupt Swings". Eur. Phys. J. B 47, 151 (2005)

Le problème du « restaurant »

  • Becker, G.S., "A Note on Restaurant Pricing and Other Examples of Social Influences on Price". J. Polit. Econ. 99, 1109 (1991)
  • Nadal, J.-P., Phan, D., Gordon, M.B., Vannimenus, J., "Multiple Equilibria in a Monopoly Market with Heterogeneous Agents and Externalities". Quant. Finance 5, 557 (2006)
  • Gordon, M.B., Nadal, J.-P., Phan, D., Vannimenus, J., "Seller’s Dilemma Due to Social Interactions Between Customers". Physica A 356, 628 (2005)
  • Gordon, M.B., Nadal, J.-P., Phan, D., Semeshenko, V., "Discrete Choices under Social Influence: Generic Properties". Math. Models Methods Appl. Sci. 19(Suppl. 1), 1441 (2009)

Théorie du choix

  • Anderson, S.P., De Palma, A., Thisse, J.F., "Discrete Choice Theory of Product Differentiation". MIT Press, New York (1992)

Corrélations spatio-temporelles : votes, emeutes

  • Borghesi, C., Bouchaud, J.-P., "Spatial Correlations in Vote Statistics: A Diffusive Field Model for Decisionmaking". Eur. Phys. J. B 75, 395 (2010)
  • Borghesi, C., Raynal, J.C., Bouchaud, J.-P., "Election Turnout Statistics in Many Countries: Similarities, Differences, and a Diffusive Field Model for Decision-making". PLoS ONE 7(5), e36289 (2012)
  • Bouchaud, J. P., Borghesi, C., & Jensen, P. (2014). "On the emergence of an ‘intention field’ for socially cohesive agents". Journal of Statistical Mechanics: Theory and Experiment, 2014(3), P03010.
  • Schweitzer, F., Holyst, J.A., "Modelling Collective Opinion Formation by Means of Active Brownian Particles". Eur. Phys. J. B 15, 723 (2000)
  • Fernández-Gracia, J., Suchecki, K., Ramasco, J. J., San Miguel, M., & Eguíluz, V. M. (2014). "Is the Voter Model a Model for Voters?" Physical review letters, 112(15), 158701.
  • Bonnasse-Gahot, L., Berestycki, H., Depuiset, M. A., Gordon, M. B., Roché, S., Rodriguez, N., & Nadal, J. P. (2018). "Epidemiological Modelling of the 2005 French Riots: A Spreading Wave and the Role of Contagion. Scientific reports, 8(1), 1-20.

Autres situations/modèles de contagion

  • Durlauf, S., Walker, J., "Social Interactions and Fertility Transitions". In: Casterline, J. (ed.) Diffusion Processes and Fertility Transition: Selected Perspectives. National Academy Press, Washington (2001)
  • Glaeser, E.L., Sacerdote, B., Scheinkman, J.A., "Crime and Social Interactions". Q. J. Econ. 111, 507 (1996)
  • Sornette, D., Deschâtres, F., Gilbert, T., Ageon, Y., "Endogeneous vs Exogeneous Shocks in Complex Systems: An Empirical Test Using Book Sales Ranking". Phys. Rev. Lett. 93, 228701 (2004)
  • Jones, M.B. (1998) "Behavioral Contagion and Official Delinquency: Epidemic Course in Adolescence". Social Biology, 45, 1-2: 134-142.
  • Jones, M.B., and Jones, D.R. (1995) "Preferred Pathways of Behavioural Contagion". Journal of Psychiatric Research, 29, 3: 193-209.