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...

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 usual...

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...

Artificial Neural Network Model for prediction of time-series data is revisited on analysis of the Indonesian stock-exchange data. We introduce the use of Multi-Layer Perceptron to percept the modified Poincare map of the given financial time-series data. The modified Poincare map is believed to...

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...

We construct a model based on Heider’s social balance theory to analyze the interpersonal network among social agents. The model of social balance theory provides us an interesting tool to see how a social group evolves to the possible balance state. We introduce the balance index that can be...

We analyzed the distribution of the result of Indonesian 1999 and 2004 legislative election in order to have the statistical properties or any stylized facts. The paper shows that the analysis results the power-law signature persistently in the election of the House of Representative in 1999 and...

Creativeness has been a hot topic of human intelligence system underlying innovations, discoveries, and many novelties brought to the enrichment of human civilization. Unfortunately, present cognitive theories relatively separated from speculative philosophical debates only to show the very...

This paper is intended to give some alternative positive suggestion on how to cope with the must of the cutting off the oil subsidy domestically. The problem that faced by the government is that the compensation fund will hardly enjoyed by the poor, and moreover it is hard to watch out the whole...