{
  "annotation_id": "1aacce93-ac89-4619-b935-340e8b6acbc3",
  "date_created": "2026-03-02T18:00:57.178000Z",
  "date_modified": "2026-03-02T18:00:57.178000Z",
  "file_hash": "5c22b57e672166993111878dd9a2ad4054327b49866d27e91550b9eb791d9614",
  "private": false,
  "record": {
    "abstract": "The paper revisits the investment simulation based on strategies exhibited by\nGeneralized (m,2)-Zipf law to present an interesting characterization of the\nwildness in financial time series. The investigations of dominant strategies on\neach specific time series shows that longer words dominant in larger time scale\nexhibit shorter dominant ones in smaller time scale and vice versa. Moreover,\ndenoting the term wildness based on persistence over short term trend and\nmemory represented by particular length of words, we can see how wild\nhistorical fluctuations over time series data coped with the Zipf strategies.",
    "arxiv_id": "physics/0504210",
    "authors": [
      "Hokky Situngkir",
      "Yohanes Surya"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "What can we see from Investment Simulation based on Generalized   (m,2)-Zipf law?",
    "url": "https://arxiv.org/abs/physics/0504210"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "1ade8af4-fc41-4d13-a5d7-5fda13b66c10",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}