{
  "annotation_id": "4f5ecf5c-a799-41d0-b076-c90aa6e04bc0",
  "date_created": "2026-03-02T18:01:07.612000Z",
  "date_modified": "2026-03-02T18:01:07.612000Z",
  "file_hash": "f0d2f34b42c53bcd002f14c767f53f04325bf58e81312010bce07b2630423413",
  "private": false,
  "record": {
    "abstract": "A large set of daily FOREX time series is analyzed. The corresponding\ncorrelation matrices (CM) are constructed for USD, EUR and PLZ used as the base\ncurrencies. The triangle rule is interpreted as constraints reducing the number\nof independent returns. The CM spectrum is computed and compared with the cases\nof shuffled currencies and a fictitious random currency taken as a base\ncurrency. The Minimal Spanning Tree (MST) graphs are calculated and the\nclustering effects for strong currencies are found. It is shown that for MSTs\nthe node rank has power like, scale free behavior. Finally, the scaling\nexponents are evaluated and found in the range analogous to those identified\nrecently for various complex networks.",
    "arxiv_id": "physics/0606020",
    "authors": [
      "A. Z. Gorski",
      "S. Drozdz",
      "J. Kwapien",
      "P. Oswiecimka"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "Complexity characteristics of currency networks",
    "url": "https://arxiv.org/abs/physics/0606020"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f6f0fbf0-2651-4ec8-ab84-89a179e69524",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}