{
  "annotation_id": "fd9bc5bf-a68e-459e-9ac5-36f8a203b3f7",
  "date_created": "2026-03-02T18:01:04.217000Z",
  "date_modified": "2026-03-02T18:01:04.217000Z",
  "file_hash": "5bc93a908b60aa018b9788d307a3de51dce1231c13b677db7a807e0dbac78b24",
  "private": false,
  "record": {
    "abstract": "In this pre-print we explore the multi-fractal properties of 1 minute traded\nvolume of the equities which compose the Dow Jones 30. We also evaluate the\nweights of linear and non-linear dependences in the multi-fractal structure of\nthe observable. Our results show that the multi-fractal nature of traded volume\ncomes essencially from the non-Gaussian form of the probability density\nfunctions and from non-linear dependences.",
    "arxiv_id": "physics/0512240",
    "authors": [
      "L. G. Moyano",
      "J. de Souza",
      "S. M. Duarte Queiros"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2006.04.098",
    "journal_ref": "Physica A 371, 118 (2006)",
    "title": "On the multi-fractal structure of traded volume in financial markets",
    "url": "https://arxiv.org/abs/physics/0512240"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "6acf3253-abb3-4a83-bbd1-a5173e6fcd8f",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}