Makalah ini bersifat lanjutan dari makalah terdahulu (Situngkir, 2003). Hal yang baru dalam makalah ini adalah upaya penggunaan peta Poincare dalam persepsi model jaring saraf yang kita buat untuk tujuan prediksi. Peta Poincare yang dimodifikasi digenerasi dari data deret waktu keuangan biasa...

The paper gives picture of enrichment to economic and financial system analysis using agentbased 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 usual...

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.:...

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...

Paper ini menggunakan analisa R/S untuk mendapatkan eksponen Hurst beserta dimensi fraktal dari data return saham Telkom, Indosat, dan HMSP. Selanjutnya eksponen Hurst digunakan untuk melihat apakah data return saham tersebut bersifat multifraktal, atau memiliki gerak Brown, atau gerak Brown...

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...

A lot of changing in recent Indonesian political dynamics with eventual fact shows how political recruitment for legislative and executive chairs in national as well as regional levels in direct voting systems have brought the patterns of coalitions among political parties into interesting focus...