{
  "annotation_id": "070af8a0-0b13-46ff-bafc-479beacc0603",
  "date_created": "2026-03-02T18:00:56.687000Z",
  "date_modified": "2026-03-02T18:00:56.687000Z",
  "file_hash": "dfabc94ba9bc40aca9da6c23c14fd4b89fcc5c1085c70015f24271c259611cdf",
  "private": false,
  "record": {
    "abstract": "We investigate the financial network in the Korean stock exchange (KSE)\nmarket, using both numerical simulations and scaling arguments. We estimate the\ncross-correlation on the stock price exchanges of all companies listed on the\nthe Korean stock exchange market, where all companies are fully connected via\nweighted links, by introducing a weighted random graph. The degree distribution\nand the edge density are discussed numerically from the market graph, and the\nstatistical analysis for the degree distribution of vertices is particularly\nfound to approximately follow the power law.",
    "arxiv_id": "physics/0503017",
    "authors": [
      "Seong-Min Yoon",
      "Kyungsik Kim"
    ],
    "categories": [
      "physics.soc-ph"
    ],
    "title": "Financial Networks in the Korean Stock Exchange Market",
    "url": "https://arxiv.org/abs/physics/0503017"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "95d7623c-a210-4d70-aec9-06251f805bd8",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}