{
  "annotation_id": "360d0b42-eecf-4568-8632-5f8bcf16f7d7",
  "date_created": "2026-03-02T18:01:00.590000Z",
  "date_modified": "2026-03-02T18:01:00.590000Z",
  "file_hash": "6f65b2ff300cd846867f179766654d4cac4ef6a6a30ef8b6d6dc2ee346353b70",
  "private": false,
  "record": {
    "abstract": "This study investigates that a characteristic time scale on an exchange rate\nmarket (USD/JPY) is examined for the period of 1998 to 2000. Calculating power\nspectrum densities for the number of tick quotes per minute and averaging them\nover the year yield that the mean power spectrum density has a peak at high\nfrequencies. Consequently it means that there exist the characteristic scales\nwhich dealers act in the market. A simple agent model to explain this\nphenomenon is proposed. This phenomena may be a result of stochastic resonance\nwith exogenous periodic information and physiological fluctuations of the\nagents. This may be attributed to the traders\u0027 behavior on the market. The\npotential application is both quantitative characterization and classification\nof foreign currency markets.",
    "arxiv_id": "physics/0509142",
    "authors": [
      "Aki-Hiro Sato"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.ST"
    ],
    "title": "A characteristic time scale of tick quotes on foreign currency markets",
    "url": "https://arxiv.org/abs/physics/0509142"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "6d0b6bc1-c406-4579-a88a-2800f8e92c6c",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}