{
  "annotation_id": "bfa37d39-5ed1-4cfe-8417-270b0bea35f2",
  "date_created": "2026-03-02T18:01:21.786000Z",
  "date_modified": "2026-03-02T18:01:21.786000Z",
  "file_hash": "9596316def77de5b9e25a8c05bb884faf66effa0e00c68f28d34ef65963279d3",
  "private": false,
  "record": {
    "abstract": "It is shown that prize changes of the US dollar - German Mark exchange rates\nupon different delay times can be regarded as a stochastic Marcovian process.\nFurthermore we show that from the empirical data the Kramers-Moyal coefficients\ncan be estimated.\n  Finally, we present an explicite Fokker-Planck equation which models very\nprecisely the empirical probabilitiy distributions.",
    "arxiv_id": "physics/9901034",
    "authors": [
      "Rudolf Friedrich",
      "Joachim Peinke",
      "Christoph Renner"
    ],
    "categories": [
      "physics.data-an",
      "physics.pop-ph"
    ],
    "doi": "10.1103/PhysRevLett.84.5224",
    "title": "How to quantify deterministic and random influences on the statistics of   the foreign exchange market",
    "url": "https://arxiv.org/abs/physics/9901034"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "3ad5a92c-3278-41c5-8203-2c487d2fc494",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}