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Dari Transisi Fasa Ke Sistem Keuangan

Author

Listed:
  • Hokky Situngkir
  • Yohanes Surya

    (Dept. Computational Sociology, Bandung Fe Institute)

Abstract

Makalah ini menunjukkan arti penting memandang sistem keuangan sebagai sistem yang spesifik dalam sistem sosial sebagai sistem kompleks adaptif yang memiliki karakter pengorganisasian diri sendiri dalam keadaan kritikal. Dampaknya adalah penggunaan distribusi power-law yang hasilnya telah secara apriori ditunjukkan oleh penyelidikan Pareto dan Zipf. Makalah membandingkan aspek penggunaan variabel nilai rata-rata dan variansi yang menjadi hal penting dalam distribusi konvensional dengan distribusi power-law dan menunjukkan hasil penyelidikan kontemporer pada analisis sistem keuangan yang ternyata mengikuti distribusi power-law. Untuk keperluan penelitian lebih jauh, makalah diakhiri dengan konstruksi algoritmik generasi pseudo-random dalam distribusi power-law.

Suggested Citation

  • Hokky Situngkir & Yohanes Surya, 2003. "Dari Transisi Fasa Ke Sistem Keuangan," Departmental Working Papers wpq2003, Bandung Fe Institute.
  • Handle: RePEc:bfe:wpsbfi:wpq2003
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