Showing 1 - 10 of 19
The paper reports the construction of artificial stock market that emerges the similar statistical facts with real data in Indonesian stock market. We use the individual but dominant data, i.e.: PT TELKOM in hourly interval. The artificial stock market shows standard statistical facts, e.g.:...
Persistent link: https://www.econbiz.de/10005561643
The paper revisits the investment simulation based on strategies exhibited by Generalized (m,2)-Zipf law to present an interesting characterization of the wildness in financial time series. The investigations of dominant strategies on each specific time series shows that longer words dominant in...
Persistent link: https://www.econbiz.de/10005561693
The paper analyzes the spreading of population in Indonesia. The spreading of population in Indonesia is clustered in two regional terms, i.e.: kabupaten and kotamadya. It is interestingly found that the rank in all kabupaten respect to the population does not have fat tail properties, while in...
Persistent link: https://www.econbiz.de/10005125726
This paper is trying to unveil general statistical characteristic of financial; time series data that is subjected to several financial time series data present in Indonesia, e.g. individual index such as stock price of PT. TELKOM, stock price of PT HM SAMPOERNA, and compiled stock price index...
Persistent link: https://www.econbiz.de/10005134914
We analyze the evolving price °uctuations by using ultrametric distance of minimally spanning ¯nancial tree of stocks traded in Jakarta Stock Exchange 2000-2004. Ultrametricity is derived from transformation of correlation coe±cients into the distances among stocks. Our analysis evaluates the...
Persistent link: https://www.econbiz.de/10005076735
The paper gives picture of enrichment to economic and financial system analysis using agent-based models as a form of advanced study for financial economic data post-statistical-data analysis and micro- simulation analysis. Theoretical exploration is carried out by using comparisons of some...
Persistent link: https://www.econbiz.de/10005076985
The paper elaborates an endeavor on applying the algorithmic information-theoretic computational complexity to meta-social-sciences. It is motivated by the effort on seeking the impact of the well-known incompleteness theorem to the scientific methodology approaching social phenomena. The paper...
Persistent link: https://www.econbiz.de/10005561052
There has been possibility on the new type of corruption done by the NGOs by using the access on the foreign aid in Indonesia. In the other hand, the role of the NGOs in Indonesia is still important in order to gain the social empowerment for the sake of social conductivity on social process...
Persistent link: https://www.econbiz.de/10005561503
We present the formal definition of meme in the sense of the equivalence between memetics and the theory of cultural evolution. From the formal definition we find that culture can be seen analytically and persuade that memetic gives important role in the exploration of sociological theory,...
Persistent link: https://www.econbiz.de/10005561505
Corruption has been an important issue as it becomes obstacle to achieve the better and more efficient economic governmental system. The paper defines corruption in two ways, as state capture and administrative corruption to grasp the quintessence of the corruption cases modeled in dynamical...
Persistent link: https://www.econbiz.de/10005561517