{
  "annotation_id": "e69154ea-5478-4819-96d8-4e8ecdcfaffb",
  "date_created": "2026-03-02T18:00:56.686000Z",
  "date_modified": "2026-03-02T18:00:56.686000Z",
  "file_hash": "d2f1a1a4bfcb688bd209a30e625fb8f6df8ffdf1bdd1ca7bd80b734dec1e08d4",
  "private": false,
  "record": {
    "abstract": "A phenomenon of the financial log-periodicity is discussed and the\ncharacteristics that amplify its predictive potential are elaborated. The\nprincipal one is self-similarity that obeys across all the time scales.\nFurthermore the same preferred scaling factor appears to provide the most\nconsistent description of the market dynamics on all these scales both in the\nbull as well as in the bear market phases and is common to all the major\nmarkets. These ingredients set very desirable and useful constraints for\nunderstanding the past market behavior as well as in designing forecasting\nscenarios. One novel speculative example of a more detailed S$\u0026$P500\ndevelopment until 2010 is presented.",
    "arxiv_id": "physics/0503006",
    "authors": [
      "S. Drozdz",
      "F. Gruemmer",
      "F. Ruf",
      "J. Speth"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "Prediction oriented variant of financial log-periodicity and speculating   about the stock market development until 2010",
    "url": "https://arxiv.org/abs/physics/0503006"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "06f69e9e-1690-455f-bfe4-c1ccf03add43",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}