{
  "annotation_id": "3f993fc9-92ff-4b5b-b39f-1ee836649857",
  "date_created": "2026-03-02T18:01:10.803000Z",
  "date_modified": "2026-03-02T18:01:10.803000Z",
  "file_hash": "82e498bbbcd2e74a8754bbeda5242c35951bf13637ccfa359d60148b41c621da",
  "private": false,
  "record": {
    "abstract": "This paper illustrates a procedure for fitting financial data with\n$\\alpha$-stable distributions. After using all the available methods to\nevaluate the distribution parameters, one can qualitatively select the best\nestimate and run some goodness-of-fit tests on this estimate, in order to\nquantitatively assess its quality. It turns out that, for the two investigated\ndata sets (MIB30 and DJIA from 2000 to present), an $\\alpha$-stable fit of\nlog-returns is reasonably good.",
    "arxiv_id": "physics/0608224",
    "authors": [
      "Enrico Scalas",
      "Kyungsik Kim"
    ],
    "categories": [
      "physics.data-an",
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "The art of fitting financial time series with Levy stable distributions",
    "url": "https://arxiv.org/abs/physics/0608224"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "10f93b37-4e1d-4c17-9c8f-5f66b1a9b845",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}