?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=Agent-based+Model+Construction+in+Financial%0AEconomic+System&rft.creator=Situngkir%2C+Mr+Hokky&rft.creator=Surya%2C+Prof.+Yohanes&rft.subject=Complexity+Theory&rft.description=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+post-statistical-data+and+micro-simulation+analysis.+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%2C+i.e.%3A+PT+TELKOM+in+hourly+interval.+The+artificial+stock+market+shows+standard+statistical+facts%2C+e.g.%3A+volatility+clustering%2C+the+excess+kurtosis+of+the+distribution+of+return%2C+and+the+scaling+properties+with+its+breakdown+in+the+crossover+of+Levy+distribution+to+the+Gaussian+one.+From+this+point%2C+the+artificial+stock+market+will+always+be+evaluated++in+order+to+have+comprehension+about+market+process+in+Indonesian+stock+market+generally.+&rft.date=2004-08&rft.type=Conference+Paper&rft.type=PeerReviewed&rft.format=application%2Fpdf&rft.identifier=http%3A%2F%2Fcogprints.org%2F3767%2F1%2Fhokky_new2004.pdf&rft.identifier=++Situngkir%2C+Mr+Hokky+and+Surya%2C+Prof.+Yohanes++(2004)+Agent-based+Model+Construction+in+Financial+Economic+System.++%5BConference+Paper%5D++++(In+Press)++&rft.relation=http%3A%2F%2Fcogprints.org%2F3767%2F