{
  "annotation_id": "2c7eeea4-5210-4e01-bfae-eeffa42f129c",
  "date_created": "2026-03-02T18:01:04.230000Z",
  "date_modified": "2026-03-02T18:01:04.230000Z",
  "file_hash": "94976c8b93a06964f7b5a6f9bad6308f5d5a724921eb4c0feec80ead63fea730",
  "private": false,
  "record": {
    "abstract": "Power spectrum densities for the number of tick quotes per minute (market\nactivity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) for periods\nfrom January 1999 to December 2000 are analyzed. We find some peaks on the\npower spectrum densities at a few minutes. We develop the double-threshold\nagent model and confirm that stochastic resonance occurs for the market\nactivity of this model. We propose a hypothesis that the periodicities found on\nthe power spectrum densities can be observed due to stochastic resonance.",
    "arxiv_id": "physics/0512163",
    "authors": [
      "Aki-Hiro Sato"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.TR"
    ],
    "doi": "10.1140/epjb/e2006-00125-x",
    "journal_ref": "European Physical Journal B, Vol. 50 (2006) pp.137--140",
    "title": "Characteristic time scales of tick quotes on foreign currency markets:   an empirical study and agent-based model",
    "url": "https://arxiv.org/abs/physics/0512163"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "97b330c0-a853-43b8-9c45-7a024b8d35b9",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}