  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
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.
