{
  "annotation_id": "2aa50305-7232-45ff-94dc-ba8c50e710d1",
  "date_created": "2026-03-02T18:01:11.021000Z",
  "date_modified": "2026-03-02T18:01:11.021000Z",
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  "record": {
    "abstract": "We analyze the data of the Italian and U.S. futures on the stock markets and\nwe test the validity of the Continuous Time Random Walk assumption for the\nsurvival probability of the returns time series via a renewal aging experiment.\nWe also study the survival probability of returns sign and apply a coarse\ngraining procedure to reveal the renewal aspects of the process underlying its\ndynamics.",
    "arxiv_id": "physics/0606057",
    "authors": [
      "Simone Bianco",
      "Paolo Grigolini"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.chaos.2007.01.048",
    "title": "Aging in Financial Market",
    "url": "https://arxiv.org/abs/physics/0606057"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "d44b7526-77a9-4a7d-9790-cd9064780b8e",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}