{
  "annotation_id": "3b24262a-0de8-4285-a093-cdf6a4c6ce3a",
  "date_created": "2026-03-02T18:01:07.893000Z",
  "date_modified": "2026-03-02T18:01:07.893000Z",
  "file_hash": "1fef30dd58e346d2f705f40782ebaa0f84a51141f98d9911f22febe4652bd153",
  "private": false,
  "record": {
    "abstract": "We investigate the planar maximally filtered graphs of the portfolio of the\n300 most capitalized stocks traded at the New York Stock Exchange during the\ntime period 2001-2003. Topological properties such as the average length of\nshortest paths, the betweenness and the degree are computed on different planar\nmaximally filtered graphs generated by sampling the returns at different time\nhorizons ranging from 5 min up to one trading day. This analysis confirms that\nthe selected stocks compose a hierarchical system progressively structuring as\nthe sampling time horizon increases. Finally, a cluster formation, associated\nto economic sectors, is quantitatively investigated.",
    "arxiv_id": "physics/0605251",
    "authors": [
      "M. Tumminello",
      "T. Di Matteo",
      "T. Aste",
      "R. N. Mantegna"
    ],
    "categories": [
      "physics.soc-ph",
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1140/epjb/e2006-00414-4",
    "journal_ref": "Eur. Phys. J. B 55 (2): 209-217 (2007)",
    "title": "Correlation based networks of equity returns sampled at different time   horizons",
    "url": "https://arxiv.org/abs/physics/0605251"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "7111675c-3467-42c8-b8f5-025686a0bc34",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}