{
  "annotation_id": "c2e980ba-2917-4328-b5ce-477131e098e3",
  "date_created": "2026-03-02T18:01:03.408000Z",
  "date_modified": "2026-03-02T18:01:03.408000Z",
  "file_hash": "0c328df710fd4a0cbb648d92d98bc0d39ae9590a80acf8330dc0943efc98974c",
  "private": false,
  "record": {
    "abstract": "The formation of price in a financial market is modelled as a chain of Ising\nspin with three fundamental figures of trading. We investigate the time\nbehaviour of the model, and we compare the results with the real EURO/USD\nchange rate. By using the test of local Poisson hypothesis, we show that this\nminimal model leads to clustering and \"declustering\" in the volatility signal,\ntypical of the real market data.",
    "arxiv_id": "physics/0601047",
    "authors": [
      "Antonella Greco",
      "Luca Sorriso-Valvo",
      "Vincenzo Carbone"
    ],
    "categories": [
      "physics.data-an",
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "Non Poisson intermittent events in price formation",
    "url": "https://arxiv.org/abs/physics/0601047"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "dcf77910-2e3a-4155-94be-92332cb975c2",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}