{
  "annotation_id": "636a990a-4df1-427c-b990-0f611e58b10f",
  "date_created": "2026-03-02T18:00:56.881000Z",
  "date_modified": "2026-03-02T18:00:56.881000Z",
  "file_hash": "1ece66a9f9a36751ab24b20eae35577314f6fb852d223827c349fe3103a3ce83",
  "private": false,
  "record": {
    "abstract": "Recurrence Plot (RP) and Recurrence Quantification Analysis RQA) are signal\nnumerical analysis methodologies able to work with non linear dynamical systems\nand non stationarity. Moreover they well evidence changes in the states of a\ndynamical system. It is shown that RP and RQA detect the critical regime in\nfinancial indices (in analogy with phase transition) before a bubble bursts,\nwhence allowing to estimate the bubble initial time. The analysis is made on\nNASDAQ daily closing price between Jan. 1998 and Nov. 2003. The NASDAQ bubble\ninitial time has been estimated to be on Oct. 19, 1999.",
    "arxiv_id": "physics/0505170",
    "authors": [
      "Annalisa Fabretti",
      "Marcel Ausloos"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "journal_ref": "\"Practical Fruits of Econophysics\", H. Takayasu, Ed. (Springer,\n  Tokyo, 2006) pp. 257-261",
    "title": "Recurrence analysis of the NASDAQ crash of April 2000",
    "url": "https://arxiv.org/abs/physics/0505170"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "367ef3d2-ce02-46a9-8e57-aa12e44ad50e",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}