Agent-based Model Construction In Financial Economic System
AbstractThe 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 financial economy system models frequently and popularly used in econophysics and computational finance. Primitive model, which consists of agent microsimulation with fundamentalist strategy, chartist, and noise, was established with an expectation of adjusting micro-simulation analysis upon stock market in Indonesia. The result of simulation showing how financial economy data resulted analysis using statistical tools such as data distribution and central limit theorem, and several other macro-financial analysis tools previously shown (Situngkir & Surya, 2003b). This paper is ended with several further possible advancements from the model built.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Bandung Fe Institute in its series Departmental Working Papers with number wpa2004.
Date of creation: Jan 2004
Date of revision:
multi-agent; financial analysis; fundamentalist and chartist strategy; Indonesia stock market.;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-02 (All new papers)
- NEP-HPE-2004-06-02 (History & Philosophy of Economics)
- NEP-SEA-2004-06-02 (South East Asia)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Hokky Situngkir & Yohanes Surya, 2005.
"What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?,"
physics/0504210, arXiv.org, revised May 2005.
- Hokky Situngkir & Yohanes Surya, 2005. "What can we see from Investment Simulation based on Generalized (m,2)-Zipf law?," Finance 0504022, EconWPA.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.