Showing 1 - 10 of 45
We use the minimum spanning tree to extract the information from the correlations among several Asian countries. We found that as well as implemented in stock prices the currency tree shows the similar robustness by observing the survival ratios of the edges. Interestingly, the yielded regional...
Persistent link: https://www.econbiz.de/10014063334
We construct a majority cellular automata based model to explain the power-law signatures in Indonesian general election results. The understanding of second-order phase transitions between two different conditions inspires the model. The democracy is assumed as critical point between the two...
Persistent link: https://www.econbiz.de/10014069253
We analyze the evolving price fluctuations by using ultrametric distance of minimally spanning financial tree of stocks traded in Jakarta Stock Exchange 2000-2004. Ultrametricity is derived from transformation of correlation coefficients into the distances among stocks. Our analysis evaluates...
Persistent link: https://www.econbiz.de/10012736232
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/10012736498
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/10012737872
In the growing econophysics, it is quite rare that the presented analyses approach the interesting properties of order book. However, a lot of data are available in the order book, and analysis on this object will bring us to further understanding of the market. We analyze some order book of...
Persistent link: https://www.econbiz.de/10012734868
The paper presents a very simple toy model that is simulated to experience some aspects related to what is it people want and need when related to the social happiness. By outlining some short discussions related to the distinguishing of what we call “want” and “need," we see how both...
Persistent link: https://www.econbiz.de/10014181816
The paper introduces the used of Zipfian statistics to observe the human languages by using the same (meaning) corpus/corpora but different in grammatical and structural utterances. We used biblical texts since they contain corpuses that have been most widely and carefully translated into many...
Persistent link: https://www.econbiz.de/10014051790
The paper discusses some aspects of Iterated Function System while referring to some interesting point of view into Indonesian traditional batik. The deconstruction is delivered in our recognition of the Collage Theorem to find the affine transform of the iterated function system that attracts...
Persistent link: https://www.econbiz.de/10014212278
The wide varieties of Indonesian textiles could reflect the varsity that has been living with the diversity of Indonesian ethnic groups. Meme as an evolutionary modeling technique promises some conjectures to capture the innovative process of the cultural objects production in the particular...
Persistent link: https://www.econbiz.de/10014217527