{
  "annotation_id": "de026f17-c53b-4ac8-bfd8-37014411227a",
  "date_created": "2026-03-02T18:01:00.216000Z",
  "date_modified": "2026-03-02T18:01:00.216000Z",
  "file_hash": "6f9d01b62e936cf7c07819b3b71fe7a11fa32293a800c3ac5ac29f453d857acf",
  "private": false,
  "record": {
    "abstract": "In terms of transfer entropy, we investigated the strength and the direction\nof information transfer in the US stock market. Through the directionality of\nthe information transfer, the more influential company between the correlated\nones can be found and also the market leading companies are selected. Our\nentropy analysis shows that the companies related with energy industries such\nas oil, gas, and electricity influence the whole market.",
    "arxiv_id": "physics/0509014",
    "authors": [
      "Seung Ki Baek",
      "Woo-Sung Jung",
      "Okyu Kwon",
      "Hie-Tae Moon"
    ],
    "categories": [
      "physics.soc-ph",
      "cond-mat.stat-mech",
      "q-fin.ST"
    ],
    "title": "Transfer Entropy Analysis of the Stock Market",
    "url": "https://arxiv.org/abs/physics/0509014"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f249027e-d03b-4bba-8a7b-ef4da43eadad",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}