Showing 1 - 10 of 16
The paper elaborates some analytical opportunities for econophysics in the implementation of Basel II documents for banking. We see this chances by reviewing some methodologies proposed by the econophysicists in the three important aspects of risk management: the market risk, credit risk, and...
Persistent link: https://www.econbiz.de/10005616860
The carved and painted decorations in traditional Batak houses and buildings, gorga, are the source of their exoticism. There are no identical patterns of the ornaments within Batak houses and the drawings are closely related to the way ancient Batak capture the dynamicity of the growing “tree...
Persistent link: https://www.econbiz.de/10011259459
The paper discusses the employment of the index composed from the dynamical tree of correlations among stock prices both with the popularly used standard (conventional) composite one. The spectral index focus on the dynamics of the correlation coefficients among stock prices while composite...
Persistent link: https://www.econbiz.de/10009418502
The paper discusses opportunities to utilize the series of micro-blogs as provided by the Twitter in observation of opinion dynamics. The spontaneity of tweets is more, as the service is attached more to the mobile communications. The extraction of information in the series of tweets is...
Persistent link: https://www.econbiz.de/10008695068
The articles discusses the management of the cultural diversity in Indonesian archipelago by incorporating the web 2.0 and participatory database documentation system. Things related to the reports and researches that have been brought related to the on going collecting data is discussed,...
Persistent link: https://www.econbiz.de/10008743007
The integration process between evolutionary approach and conventional economic analysis is very essential for the next development of economic studies, especially in the fundamental concepts of modern economics: supply and demand analysis. In this presentation, we use the concept of meme to...
Persistent link: https://www.econbiz.de/10008548835
Psychological states side by side with the bounded rational expectations among social agents contributes to the pattern of consumptions in economic system. One of the psychological states are the envy – a tendency to emulate any gaps with other agents’ properties. The evolutionary game...
Persistent link: https://www.econbiz.de/10008498474
The paper presents the dynamics of consumer preferences over two competing products acting in duopoly market. The model presented compared the majority and minority rules as well as the modified Snazjd model in the Von Neumann neighborhood. We showed how important advertising in marketing a...
Persistent link: https://www.econbiz.de/10005620141
Basel II Accord implicitely demands the usage of the recent statistical approaches to enrich the risk measurement in financial analysis. A widely known aspect in risk analysis today is the Value at Risk. We showed that the conventional VaR measurement regarding to the usage of normality as a...
Persistent link: https://www.econbiz.de/10005621793
We discuss the way of hoax spreading as gossip and rumor throughout the social media, i.e.: Twitter, by observing an empirical case in Indonesia. We discuss the spreading factor of the gossip in the social media and see the epidemiology of the propagation hoax before and after the hoax being...
Persistent link: https://www.econbiz.de/10009004058