0_1464 In recent years, massive amount of data have been made available on a variety of systems, from biology and neuroscience to economics and social sciences. This and increasing computational power, has led to prophesying the ``end of theory’’ and to a surge of approaches based on large computational models. Based on few examples, I will argue that, even in the absence of knowledge on the underlying ``laws of motion’’, it is still possible and necessary to search for simple models.