{
  "annotation_id": "cb494ea9-5b03-4ef3-a564-ce53d90dfca8",
  "date_created": "2026-03-02T18:01:18.014000Z",
  "date_modified": "2026-03-02T18:01:18.014000Z",
  "file_hash": "053a8f5199d369f885dd2431121c5059166c3a5edd5815614d726bbc6d59342a",
  "private": false,
  "record": {
    "abstract": "We investigated distributions of short term price trends for high frequency\nstock market data. A number of trends as a function of their lengths was\nmeasured. We found that such a distribution does not fit to results following\nfrom an uncorrelated stochastic process. We proposed a simple model with a\nmemory that gives a qualitative agreement with real data.",
    "arxiv_id": "physics/0703208",
    "authors": [
      "Pawe\u0142 Sieczka",
      "Janusz A. Ho\u0142yst"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2007.10.048",
    "journal_ref": "Physica A 387 (2008) 1218-1224",
    "title": "Statistical properties of short term price trends in high frequency   stock market data",
    "url": "https://arxiv.org/abs/physics/0703208"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "86b0365e-d24a-4f74-83bf-188392a878d5",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}