Socio-economic complexity


The increasing availability of large-electronic databases on a variety of socio-economic systems has opened, in recent years, new scientific perspectives and potential applications. The main purpose of this research pole will be to identify mechanisms driving the future evolution of the systems, from systemic risk in financial networks to information diffusion in social networks, price dynamics in the sharing economy and mobility.

The Transportation Research Group (GRT) is inserted in the research pole and has a recognized expertise in network models, traffic studies, behavioural analysis including activity based approaches,…

Keywords: Social networks, Finance, Time Series, Data Mining, Information Diffusion, Mobility

Contact: Jean-Yves Gnabo and Renaud Lambiotte

Relevant references:

F Gargiulo, A Caen, R Lambiotte and T Carletti, The classical origin of modern mathematics, arXiv (2016)

Kobayashi and R. Lambiotte, TiDeH: Time-Dependent Hawkes process for predicting retweet dynamics, ICWSM (2016)

Noulas, V. Salnikov, R. Lambiotte and C. Mascolo, Mining open datasets for transparency in taxi transport in metropolitan environments, EPJ Data Science 4 (1), 1-19 (2015)

J.-Y. Gnabo and D.N. Moccero, Risk management, nonlinearity and aggressiveness in monetary policy: the case of the US Fed: The case of the US Fed, Journal of Banking and Finance 55, p. 281-294 (2016)

J.-Y. Gnabo, Lyudmyla Hvozdyk and Jérôme Lahaye, System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies, Journal of International Money and Finance, 48, pages 147-174 (2014)

Raux, C., Ma, TY. & Cornelis, E. Variability in daily activity-travel patterns: the case of a one-week travel diary Eur. Transp. Res. Rev. (2016) 8: 26. doi:10.1007/s12544-016-0213-9