{
  "annotation_id": "a6f56099-89e0-450e-a9e0-5ee64ab1b2bb",
  "date_created": "2026-03-02T18:01:07.601000Z",
  "date_modified": "2026-03-02T18:01:07.601000Z",
  "file_hash": "88a2417295080478407dd0a219c8f5bf368f8110bb1c73e037abac1c6a26c0cc",
  "private": false,
  "record": {
    "abstract": "We introduce a microscopic model which describes the dynamics of each dealer\nin multiple foreign exchange markets, taking account of the triangular\narbitrage transaction. The model reproduces the interaction among the markets\nwell. We explore the relation between the parameters of the present microscopic\nmodel and the spring constant of a macroscopic model that we proposed\npreviously.",
    "arxiv_id": "physics/0602171",
    "authors": [
      "Y. Aiba",
      "N. Hatano"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.TR"
    ],
    "doi": "10.1016/j.physa.2006.05.046",
    "journal_ref": "Physica A 371 (2006) 572-584",
    "title": "A microscopic model of triangular arbitrage",
    "url": "https://arxiv.org/abs/physics/0602171"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "802c38ca-294d-4daf-b3cf-6f0b63782bee",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}