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Publications

La diffusion de la Covid-19. Que peuvent les modèles ?BookJuliette Rouchier et Victorien Barbet, 2020-09, 150 pages, Editions Matériologiques, 2020

Face à l’irruption de la Covid-19, ont surgi des demandes urgentes de prédire, d’expliquer et de faire comprendre sa diffusion aussi bien géographique que sociale, notamment lorsqu’il s’agissait de soutenir telle ou telle décision politique ou de santé publique (distanciations, confinement, etc.). Plusieurs modèles computationnels – en particulier à agents – ont été bien vite mis en avant. Mais dans quelle mesure sont-ils réellement à même de remplir de telles fonctions, en particulier dans un contexte aussi contraint et variable ? Ce livre propose un ensemble d’analyses précieuses et salutaires pour qui voudra former son jugement à ce sujet. Il s’appuie sur des exemples et des analyses de plusieurs modèles de diffusion de la Covid-19, dont certains ont été utilisés par les pouvoirs publics. Il propose aussi des modèles alternatifs, dont certains inédits. Il s’adresse à un large lectorat. Les analyses techniques y sont effectuées avec beaucoup de pédagogie, sans sacrifier à la précision. Elles peuvent donc intéresser les concepteurs et utilisateurs de modèles, les étudiants, les élus, les associations concernées et tout citoyen soucieux de comprendre ces outils omniprésents. Au-delà du cas de la Covid-19, on y trouve une mise en perspective et une discussion plus générale concernant l’usage des modèles formels en sciences sociales, en particulier dans le cadre de l’aide à la décision publique. Analysant le contexte de la crise que l’on traverse, les auteurs évitent de donner un point de vue personnel, mais au contraire tentent d’aider chacun à avancer dans sa propre réflexion, en mettant en avant les questionnements qui peuvent s’adosser aux modèles présentés.

L’ouvrage comprend deux parties : l’une qui propose une analyse critique de modèles existants, l’autre prenant la forme de trois propositions de modèles qui permettent de percevoir la richesse et la multiplicité des modèles agents de diffusion de maladie – à la fois dans leur conception et leur manipulation. Un glossaire et un intermède sur les « apports des modèles agents en général et pour la Covid-19 en particulier » replacent ces réflexions dans le cadre plus large de la simulation agents appliquée aux sciences sociales.

Informal risk-sharing cooperatives: the effect of learning and other-regarding preferencesJournal articleVictorien Barbet, Renaud Bourlès et Juliette Rouchier, Journal of Evolutionary Economics, Volume 30, Issue 2, pp. 451-478, 2020

We study the dynamics of risk-sharing cooperatives among heterogeneous agents. Based of their knowledge on their risk exposure and the performance of the cooperatives, agents choose whether or not to remain in the risk-sharing agreement. We highlight the key role of other-regarding preference (altruism and inequality aversion) in stabilizing less segregated (and smaller) cooperatives. Limited knowledge and learning of own risk exposure also contributes to reducing segregation, the two effects (of learning and other-regarding preferences) being complementary. Our findings shed light on the mechanisms behind risk-sharing agreements between agents heterogeneous in their risk exposure.

Tension Between Stability and Representativeness in a Democratic SettingJournal articleVictorien Barbet, Juliette Rouchier, Noé Guiraud et Vincent Laperrière, Jasss-the Journal of Artificial Societies and Social Simulation, Volume 23, Issue 2, pp. 5, 2020

We present a model showing the evolution of an organization of agents who discuss democratically about good practices. This model feeds on a field work we did for about twelve years in France where we followed NPOs, called AMAPs, and observed their construction through time at the regional and national level. Most of the hypothesis we make here are either based on the literature on opinion diffusion or on the results of our field work. By defining dynamics where agents influence each other, make collective decision at the group level, and decide to stay in or leave their respective groups, we analyse the effect of different forms of vertical communication that is meant to spread good practices within the organization. Our main indicators of the good functioning of the democratic dynamics are stability and representativeness. We show that if communication about norms is well designed, it has a positive impact on both stability and representativeness. Interestingly the effect of communication increases with the number of dimensions discussed in the groups. Communication about norms is thus a valuable tool to use in groups that wish to improve their democratic practices without jeopardizing stability.

Un diagnostic de gouvernance basé sur le discours des acteurs : le cas du littoral marseillais « côté mer » (Marseille, France)Journal articleDominique Ami, Juliette Rouchier et Stéphane Calandra, VertigO : La Revue Électronique en Sciences de l'Environnement, Volume 18, Issue 2, 2018

Nous étudions ici le discours que certains acteurs du littoral marseillais (des usagers, des élus et des gestionnaires) ont de la gouvernance de la zone, en nous penchant en particulier sur l’institution (l’ensemble des règles) telle qu’elle est perçue et comment les divers acteurs sont vus comme plus ou moins légitimes. Nous utilisons pour cela le cadre d’analyse Institutional Analysis and Development construit par Elinor Ostrom pour analyser des entretiens semi-directifs menés en 2013. Nous avons en particulier identifié la description des usages, des acteurs, des conflits et des nuisances, ainsi que la répartition des rôles de définition des règles et d’autorité. Nous notons plusieurs éléments importants : les acteurs partagent un objectif affiché de protection du littoral identifié comme un espace très fréquenté, fragile, entre terre et mer, ils identifient un acteur central légitime (le Parc national des Calanques, pourtant à peine en fonction à l’époque) comme meneur de la gouvernance, et définissent également des usagers extérieurs non légitimes (les touristes, les pollueurs) comme acteurs qui ne partagent pas les objectifs de locaux. Les règles opérationnelles sont relativement peu remises en cause alors qu’il existe une certaine incompréhension et même une confusion pour les règles de choix collectifs et les règles constitutionnelles. Ces dernières, qui permettent de penser la dynamique des institutions semblent avoir disparu depuis la création du Parc national, ce qui signale une gouvernance imparfaite, mais permet aussi d’indiquer un chemin pour l’améliorer.

Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of FundamentalsJournal articleVivien Lespagnol et Juliette Rouchier, Computational Economics, Volume 51, Issue 4, pp. 991-1020, 2018

This paper investigates whether trading volume and price distortion can be explained by the investor’s bounded rationality. Assuming that agents are bounded by their information access and processing, what are the consequences on market dynamics? We expose the result of simulations in an ABM that considers the liquidity as an endogenous characteristic of the market and allows to design investors as bounded rational. In a call auction market, where two risky assets are exchanged, traders are defined as a mix between fundamentalist and trend-follower outlook. Each one differs as to behaviour, order-placement strategy, mood, knowledge, risk-aversion and investment horizon. We place agents in a context of evolving fundamental values and order placement strategy; they perceive the fundamental but they also have some heterogeneous belief perseverance; and they adapt their orders to the market depth so as to maximise their execution probability and their profit. By adding bounded rationality in their information processing, we show that (1) usual features as trend-follower outlook and heterogeneous investment horizon are important features to generate excess volatility of asset prices and market inefficiency; (2) the learning fundamental value stabilises the market price and the trading volume; (3) the order-placement strategy increases trading volume, but reduces market efficiency and stability; (4) the agent’s mood prevents illiquid market and weakly increases the market volatility as classical noise trader agents; (5) the impatience to sell of traders is always present in the market: the market sell orders are always more numerous than the market buy orders.

L'observatoire régional des circuits courts à l'aune de la proximité organisée : vers une évaluation du dispositifBook chapterNoé Guiraud et Juliette Rouchier, In: Alimentation et proximité : jeu d'acteurs et territoire, Patrick Mundler et Juliette Rouchier (Eds.), 2016-06, Éducagri éditions, 2016

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L'observatoire régional des circuits courts à l'aune de la proximité organisée : vers une évaluation du dispositifBook chapterNoé Guiraud et Juliette Rouchier, In: Alimentation et proximité : jeu d'acteurs et territoire, Patrick Mundler et Juliette Rouchier (Eds.), 2016-06, Éducagri éditions, 2016

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Fair Price and Trading Price: An Abm Approach with Order-Placement Strategy and Misunderstanding of Fundamental ValueJournal articleVivien Lespagnol et Juliette Rouchier, Advances in Complex Systems (ACS), Volume 18, Issue 05n06, pp. 1550024-01-1550024-14, 2015

This paper studies the effect of investor’s bounded rationality on market dynamics. In a call auction market, we consider a few-types model where two risky assets are traded. Agents differ by their behavior, knowledge, risk aversion and investment horizon. The investor’s demand is defined by a utility maximization under constant absolute risk aversion (CARA). Relaxing the assumption of perfect knowledge of fundamentals enables to identify two components in a bubble. The first one comes from the unperceived fundamental changes due to trader’s belief perseverance. The second one is generated by chartist behavior. In all simulations, speculators make the market less efficient and more volatile. They also increase the maximum amount of assets exchanged in the most liquid time step. However, our model does not show rising average volatility on long term. Concerning the fundamentalists, the belief perseverance has a stabilization impact on the spot price. The closer the anchor is to the true fundamental value, the more efficient the market is, because the prices change smoothly.

Opinion transmission in organizations: an agent-based modeling approachJournal articleJuliette Rouchier, Paola Tubaro et Cécile Emery, Computational and Mathematical Organization Theory, Volume 20, Issue 3, pp. 252-277, 2014

This paper builds a theoretical framework to detect the conditions under which social influence enables persistence of a shared opinion among members of an organization over time, despite membership turnover. It develops agent-based simulations of opinion evolution in an advice network, whereby opinion is defined in the broad sense of shared understandings on a matter that is relevant for an organization’s activities, and on which members have some degree of discretion. We combine a micro-level model of social influence that builds on the “relative agreement” approach of Deffuant et al. (J. Artif. Soc. Simul. 5:4, 2002), and a macro-level structure of interactions that includes a flow of joiners and leavers and allows for criteria of advice tie formation derived from, and grounded in, the empirical literature on intra-organizational networks.

We provide computational evidence that persistence of opinions over time is possible in an organization with joiners and leavers, a result that depends on circumstances defined by mode of network tie formation (in particular, criteria for selection of advisors), individual attributes of agents (openness of newcomers to influence, as part of their socialization process), and time-related factors (turnover rate, which regulates the flow of entry and exit in the organization, and establishes a form of endogenous hierarchy based on length of stay). We explore the combined effects of these factors and discuss their implications.

Integration of Path-Dependency in a Simple Learning Model: The Case of Marine ResourcesJournal articleNarine Udumyan, Juliette Rouchier et Dominique Ami, Computational Economics, Volume 43, Issue 2, pp. 199-231, 2014

Overexploitation of renewable resources, and more particularly fisheries, is often driven by the lack of information about the state and dynamics of the resource. A solution to this problem stemming from the resource users is proposed in this paper. We use an agent-based model composed of a bio-economic model of Gordon-Schaefer where agents make choices following a very simple learning model. We modify the Roth-Erev learning model so that agents explain their profit not only by current action but also by past action. This modification radically changes the dynamics of the resource use, which turns out to be sustainable. Copyright Springer Science+Business Media New York 2014