{
  "annotation_id": "9c0e9d7f-65c6-419f-b59e-ec1b8089444c",
  "date_created": "2026-03-02T18:01:10.730000Z",
  "date_modified": "2026-03-02T18:01:10.730000Z",
  "file_hash": "0bdb99dd681379929d649490404b8bd28b49d6664904174b5d6865399ebf5d5d",
  "private": false,
  "record": {
    "abstract": "We use a new method of studying the Hurst exponent with time and scale\ndependency. This new approach allow us to recover the major events affecting\nworldwide markets (such as the September 11th terrorist attack) and analyze the\nway those effects propagate through the different scales. The time-scale\ndependence of the referred measures demonstrates the relevance of entropy\nmeasures in distinguishing the several characteristics of market indices:\n\"effects\" include early awareness, patterns of evolution as well as comparative\nbehaviour distinctions in emergent/established markets.",
    "arxiv_id": "physics/0607296",
    "authors": [
      "J. A. O. Matos",
      "S. M. A. Gama",
      "H. J. Ruskin",
      "A. Sharkasi",
      "M. Crane"
    ],
    "categories": [
      "physics.data-an"
    ],
    "title": "Correlation of worldwide markets\u0027 entropies: time-scale approach",
    "url": "https://arxiv.org/abs/physics/0607296"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "9b6d7593-b047-45b7-b6ff-feb4d9e355d4",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}