{
  "annotation_id": "42677115-b4c5-4a76-b89e-ecd7bcebbcd7",
  "date_created": "2026-03-02T18:00:32.723000Z",
  "date_modified": "2026-03-02T18:00:32.723000Z",
  "file_hash": "7331fa2a22799ad996783f585405fb655c439b45c2821b7d998ca7ec79bebb86",
  "private": false,
  "record": {
    "abstract": "We describe an end-to-end real-time S\u0026P futures trading system. Inner-shell\nstochastic nonlinear dynamic models are developed, and Canonical Momenta\nIndicators (CMI) are derived from a fitted Lagrangian used by outer-shell\ntrading models dependent on these indicators. Recursive and adaptive\noptimization using Adaptive Simulated Annealing (ASA) is used for fitting\nparameters shared across these shells of dynamic and trading models.",
    "arxiv_id": "physics/0007075",
    "authors": [
      "Lester Ingber",
      "Radu Paul Mondescu"
    ],
    "categories": [
      "physics.comp-ph",
      "cond-mat.stat-mech",
      "cs.CE",
      "physics.data-an",
      "q-fin.ST"
    ],
    "title": "Optimization of Trading Physics Models of Markets",
    "url": "https://arxiv.org/abs/physics/0007075"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "c2274691-d9e6-479d-bd73-39882eca63c5",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}