{
  "annotation_id": "637a80db-802e-431d-a520-b1cef1918877",
  "date_created": "2026-03-02T18:01:00.603000Z",
  "date_modified": "2026-03-02T18:01:00.603000Z",
  "file_hash": "274ace1df17cd1ad07661ae1be81d2415358d04fd7c837de813b91406b10df01",
  "private": false,
  "record": {
    "abstract": "In recent years there has been a closer interrelationship between several\nscientific areas trying to obtain a more realistic and rich explanation of the\nnatural and social phenomena. Among these it should be emphasized the\nincreasing interrelationship between physics and financial theory. In this\nfield the analysis of uncertainty, which is crucial in financial analysis, can\nbe made using measures of physics statistics and information theory, namely the\nShannon entropy. One advantage of this approach is that the entropy is a more\ngeneral measure than the variance, since it accounts for higher order moments\nof a probability distribution function. An empirical application was made using\ndata collected from the Portuguese Stock Market.",
    "arxiv_id": "physics/0509250",
    "authors": [
      "Andreia Dionisio",
      "Rui Menezes",
      "Diana A. Mendes"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "doi": "10.1140/epjb/e2006-00113-2",
    "title": "An econophysics approach to analyse uncertainty in financial markets: an   application to the Portuguese stock market",
    "url": "https://arxiv.org/abs/physics/0509250"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "3b3f4c44-db05-498c-8a13-0260042d3f7c",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}