  This is the English version of my inaugural lecture at Coll\`ege de France in
2021, available at https://www.youtube.com/watch?v=bxktplKMhKU. I reflect on
the difficulty of multi-disciplinary research, which often hinges of unexpected
epistemological and methodological differences, for example about the
scientific status of models. What is the purpose of a model? What are we
ultimately trying to establish: rigorous theorems or ad-hoc calculation
recipes; absolute truth, or heuristic representations of the world? I argue
that the main contribution of statistical physics to social and economic
sciences is to make us realise that unexpected behaviour can emerge at the
aggregate level, that isolated individuals would never experience. Crises,
panics, opinion reversals, the spread of rumours or beliefs, fashion effects
and the zeitgeist, but also the existence of money, lasting institutions,
social norms and stable societies, must be understood in terms of collective
belief and/or trust, self-sustained by interactions, or on the contrary, the
rapid collapse of this belief or trust. The Appendix contains my opening
remarks to the workshop ``More is Different'', as a tribute to Phil Anderson.
