Description of course modules

Mathematics of complex systems: System dynamics, viability and agent based models
Modeling of system dynamics in discrete and continuous time (using Scilab), and agent-based computational models (using NetLogo). Analysis of policies and strategies in such systems, in respect with criteria of optimality, viability, and sustainability.
Decisions in a complex world: Managing information and facing uncertainty
Advanced decision science : Behavior under risk, saving behavior, multiple risks and information. Introduction to unexpected utility theory (prospect theory; role of emotions).
Game theory: Strategy and cooperation in a complex world
Introduction to cooperative game theory and bargaining, with application on the management of economic and bio-economic systems.
Econometrics of big data: Econometric and statistical analysis of big data, with introduction to machine learning algorithms. Applications on large economic and financial datasets, as well as social network data.

Dynamics of networks: Strategies for interactions over networks
Introduction to economic and social network analysis. Modeling networks and behaviors in networks, strategic networks, diffusion of behaviors on networks. Risks in networks.
Technology dynamics: Coping with complex dynamics of technology and innovations: Modeling rich technology dynamics and resulting industrial dynamics. Technology and growth. Modeling the role of intellectual property rights and of the structure of agents interactions (networks and innovation).
Macroeconomic dynamics: Macroeconomics in a connected and uncertain World: Advanced macro theory and introduction to agent-based modeling of macroeconomic dynamics under bounded rationality and heterogeneity. Analysis of macroeconomic policies under these assumption.
Computational finance (SMA+IA+HFT ): Modeling dynamics of financial markets with agent-based models. Artificial intelligence and high frequency trading algorithms in financial markets.
Complexity of ecosystems: Coping with the complexity of the bioeconomic systems using system dynamics and agent based modeling. Comparative modeling of exploited ecosystem (fisheries, agricultural, water as a resource, etc.) using both approaches.
Database and statistics with SAS: Introduction to database management with SAS. Applications to factorial analysis and classification in databases.
Datamining

Ingénierie des Risques Economiques et Financiers