{
  "annotation_id": "aa593657-a753-4ed5-85d7-94bc6a9c3304",
  "date_created": "2026-03-02T18:00:56.996000Z",
  "date_modified": "2026-03-02T18:00:56.996000Z",
  "file_hash": "a449154c03d3fc66ec002059ee78588a9b0e77965159f0a758245b67cef525ec",
  "private": false,
  "record": {
    "abstract": "Time changes of noise level at Warsaw Stock Market are analyzed using a\nrecently developed method basing on properties of the coarse grained entropy.\nThe condition of the minimal noise level is used to build an efficient\nportfolio. Our noise level approach seems to be a much better tool for risk\nestimations than standard volatility parameters. Implementation of a\ncorresponding threshold investment strategy gives positive returns for\nhistorical data.",
    "arxiv_id": "physics/0503242",
    "authors": [
      "Krzysztof Urbanowicz",
      "Janusz A. Holyst"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "Application of noise level estimation for portfolio optimization",
    "url": "https://arxiv.org/abs/physics/0503242"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "de5363d4-5955-4da0-86a9-a2d94098677b",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}