My GF's ex is harrassing us

My girlfriend's ex is stalking us. He came outside our college and started initiating a fight with me ( My GF and I are in same college) and kept forcing my gf to go somewhere with him. We called a cab and somehow got away. We went to the police the next day but they refused to file any complaint saying he hasn't done anything wrong that can justify a complaint yet ( he threatened me and my friends in call, the police officer heard the recording too). Today, after about five days, he came again in front of the college. I saw him and before he could approach us we got away. Now we don't know what to do. How to get rid of him? He has threatened both of us and the police are refusing to file any complaint. I genuinely need some suggestions. EDIT: I want to avoid involving our families as much as possible or create a scene infront of the college. Thank you for your suggestions.