{
  "annotation_id": "bc5f2ee5-503e-4474-b5a1-c325c6aa6574",
  "date_created": "2026-03-02T18:01:11.221000Z",
  "date_modified": "2026-03-02T18:01:11.221000Z",
  "file_hash": "e42cc9edcced8c5da81e1e721811adc77ab2088705920ab63e5ebbb011b41aa5",
  "private": false,
  "record": {
    "abstract": "Based on the new type of random walk process called the Potentials of\nUnbalanced Complex Kinetics (PUCK) model, we theoretically show that the price\ndiffusion in large scales is amplified 2/(2 + b) times, where b is the\ncoefficient of quadratic term of the potential. In short time scales the price\ndiffusion depends on the size M of the super moving average. Both numerical\nsimulations and real data analysis of Yen-Dollar rates are consistent with\ntheoretical analysis.",
    "arxiv_id": "physics/0608115",
    "authors": [
      "Takayuki Mizuno",
      "Hideki Takayasu",
      "Misako Takayasu"
    ],
    "categories": [
      "physics.soc-ph",
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2007.02.049",
    "title": "Analysis of price diffusion in financial markets using PUCK model",
    "url": "https://arxiv.org/abs/physics/0608115"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "328dc460-85b9-40ba-944a-152a3038fc6a",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}