{
  "annotation_id": "da8997ff-1be4-4140-8129-ed44cf059612",
  "date_created": "2026-03-02T18:01:11.495000Z",
  "date_modified": "2026-03-02T18:01:11.495000Z",
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  "record": {
    "abstract": "A model for the phenomenological description of tick-by-tick share prices in\na stock exchange is introduced. It is based on mixtures of compound Poisson\nprocesses. Preliminary results based on Monte Carlo simulation show that this\nmodel can reproduce various stylized facts.",
    "arxiv_id": "physics/0608217",
    "authors": [
      "Enrico Scalas"
    ],
    "categories": [
      "physics.soc-ph",
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.chaos.2007.01.047",
    "title": "Mixtures of compound Poisson processes as models of tick-by-tick   financial data",
    "url": "https://arxiv.org/abs/physics/0608217"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "e9a57777-a0d6-4774-8bb0-bf6581381682",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}