{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2016:2366M25LY7AQQJBQUTUAJS6FV6","short_pith_number":"pith:2366M25L","canonical_record":{"source":{"id":"1606.08269","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-06-27T13:33:00Z","cross_cats_sorted":["q-fin.EC"],"title_canon_sha256":"e2c1a11d8b2ff5a1a594ec82ea72cccfa7c1c3b1c4dbd97b4f9848eca3789918","abstract_canon_sha256":"2b1b713f358e5e24239cb00bf4bb2b0c3ab6a9d79bacdef7ab226abf86f3fabe"},"schema_version":"1.0"},"canonical_sha256":"d6fde66babc7c1082430a4e804cbc5af83692542d55eb7291a5845375aa7c8f6","source":{"kind":"arxiv","id":"1606.08269","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1606.08269","created_at":"2026-05-18T01:11:52Z"},{"alias_kind":"arxiv_version","alias_value":"1606.08269v1","created_at":"2026-05-18T01:11:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1606.08269","created_at":"2026-05-18T01:11:52Z"},{"alias_kind":"pith_short_12","alias_value":"2366M25LY7AQ","created_at":"2026-05-18T12:29:52Z"},{"alias_kind":"pith_short_16","alias_value":"2366M25LY7AQQJBQ","created_at":"2026-05-18T12:29:52Z"},{"alias_kind":"pith_short_8","alias_value":"2366M25L","created_at":"2026-05-18T12:29:52Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2016:2366M25LY7AQQJBQUTUAJS6FV6","target":"record","payload":{"canonical_record":{"source":{"id":"1606.08269","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-06-27T13:33:00Z","cross_cats_sorted":["q-fin.EC"],"title_canon_sha256":"e2c1a11d8b2ff5a1a594ec82ea72cccfa7c1c3b1c4dbd97b4f9848eca3789918","abstract_canon_sha256":"2b1b713f358e5e24239cb00bf4bb2b0c3ab6a9d79bacdef7ab226abf86f3fabe"},"schema_version":"1.0"},"canonical_sha256":"d6fde66babc7c1082430a4e804cbc5af83692542d55eb7291a5845375aa7c8f6","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:11:52.443432Z","signature_b64":"QEqunT0s/WeUVnQmVhu2IdB2pz130ojzDCix4nWJVimoICE7aV94X390P8E0IwMDlG6r1aejAeDBBO0WfCT6Aw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d6fde66babc7c1082430a4e804cbc5af83692542d55eb7291a5845375aa7c8f6","last_reissued_at":"2026-05-18T01:11:52.443085Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:11:52.443085Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1606.08269","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:11:52Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"KHPYJyK2q2aGZEYCoHSsUyQ1eZ/EhoN27wASJiVh/De3PpovrYYvWbEdv+7RT1hlETYJt3uRmAgMQSA3xOGpCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-21T11:27:25.478424Z"},"content_sha256":"ec9951dd52b638dfb2fed11078705847b9f474758d9e0afd99a09a59d2efdb30","schema_version":"1.0","event_id":"sha256:ec9951dd52b638dfb2fed11078705847b9f474758d9e0afd99a09a59d2efdb30"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2016:2366M25LY7AQQJBQUTUAJS6FV6","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"An agent behavior based model for diffusion price processes with application to phase transition and oscillations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.EC"],"primary_cat":"math.PR","authors_text":"Christof Henkel","submitted_at":"2016-06-27T13:33:00Z","abstract_excerpt":"We present an agent behavior based microscopic model for diffusion price processes. As such we provide a model not only containing a convenient framework for describing socio-economic behavior, but also a sophisticated link to price dynamics. We furthermore establish the circumstances under which the dynamics converge to diffusion processes in the large market limit. To demonstrate the applicability of a separation of behavior and price process, we show how herding behavior of market participants can lead to equilibria transition and oscillations in diffusion price processes."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1606.08269","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:11:52Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"GNVTA/x1kNEttiDVJNadEm/8Bt/KjHdfXSF4SgXDMF3Hm314eXDmpQCVC0K323+wZ94RifeddrX3LkDfqULHBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-21T11:27:25.478885Z"},"content_sha256":"8b27ccb28bea82b2ac6830e92b651cfe5b47c44f769fa679fa435cf6912c5482","schema_version":"1.0","event_id":"sha256:8b27ccb28bea82b2ac6830e92b651cfe5b47c44f769fa679fa435cf6912c5482"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/2366M25LY7AQQJBQUTUAJS6FV6/bundle.json","state_url":"https://pith.science/pith/2366M25LY7AQQJBQUTUAJS6FV6/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/2366M25LY7AQQJBQUTUAJS6FV6/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-08-21T11:27:25Z","links":{"resolver":"https://pith.science/pith/2366M25LY7AQQJBQUTUAJS6FV6","bundle":"https://pith.science/pith/2366M25LY7AQQJBQUTUAJS6FV6/bundle.json","state":"https://pith.science/pith/2366M25LY7AQQJBQUTUAJS6FV6/state.json","well_known_bundle":"https://pith.science/.well-known/pith/2366M25LY7AQQJBQUTUAJS6FV6/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2016:2366M25LY7AQQJBQUTUAJS6FV6","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"2b1b713f358e5e24239cb00bf4bb2b0c3ab6a9d79bacdef7ab226abf86f3fabe","cross_cats_sorted":["q-fin.EC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-06-27T13:33:00Z","title_canon_sha256":"e2c1a11d8b2ff5a1a594ec82ea72cccfa7c1c3b1c4dbd97b4f9848eca3789918"},"schema_version":"1.0","source":{"id":"1606.08269","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1606.08269","created_at":"2026-05-18T01:11:52Z"},{"alias_kind":"arxiv_version","alias_value":"1606.08269v1","created_at":"2026-05-18T01:11:52Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1606.08269","created_at":"2026-05-18T01:11:52Z"},{"alias_kind":"pith_short_12","alias_value":"2366M25LY7AQ","created_at":"2026-05-18T12:29:52Z"},{"alias_kind":"pith_short_16","alias_value":"2366M25LY7AQQJBQ","created_at":"2026-05-18T12:29:52Z"},{"alias_kind":"pith_short_8","alias_value":"2366M25L","created_at":"2026-05-18T12:29:52Z"}],"graph_snapshots":[{"event_id":"sha256:8b27ccb28bea82b2ac6830e92b651cfe5b47c44f769fa679fa435cf6912c5482","target":"graph","created_at":"2026-05-18T01:11:52Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"We present an agent behavior based microscopic model for diffusion price processes. As such we provide a model not only containing a convenient framework for describing socio-economic behavior, but also a sophisticated link to price dynamics. We furthermore establish the circumstances under which the dynamics converge to diffusion processes in the large market limit. To demonstrate the applicability of a separation of behavior and price process, we show how herding behavior of market participants can lead to equilibria transition and oscillations in diffusion price processes.","authors_text":"Christof Henkel","cross_cats":["q-fin.EC"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-06-27T13:33:00Z","title":"An agent behavior based model for diffusion price processes with application to phase transition and oscillations"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1606.08269","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:ec9951dd52b638dfb2fed11078705847b9f474758d9e0afd99a09a59d2efdb30","target":"record","created_at":"2026-05-18T01:11:52Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"2b1b713f358e5e24239cb00bf4bb2b0c3ab6a9d79bacdef7ab226abf86f3fabe","cross_cats_sorted":["q-fin.EC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2016-06-27T13:33:00Z","title_canon_sha256":"e2c1a11d8b2ff5a1a594ec82ea72cccfa7c1c3b1c4dbd97b4f9848eca3789918"},"schema_version":"1.0","source":{"id":"1606.08269","kind":"arxiv","version":1}},"canonical_sha256":"d6fde66babc7c1082430a4e804cbc5af83692542d55eb7291a5845375aa7c8f6","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d6fde66babc7c1082430a4e804cbc5af83692542d55eb7291a5845375aa7c8f6","first_computed_at":"2026-05-18T01:11:52.443085Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:11:52.443085Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"QEqunT0s/WeUVnQmVhu2IdB2pz130ojzDCix4nWJVimoICE7aV94X390P8E0IwMDlG6r1aejAeDBBO0WfCT6Aw==","signature_status":"signed_v1","signed_at":"2026-05-18T01:11:52.443432Z","signed_message":"canonical_sha256_bytes"},"source_id":"1606.08269","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ec9951dd52b638dfb2fed11078705847b9f474758d9e0afd99a09a59d2efdb30","sha256:8b27ccb28bea82b2ac6830e92b651cfe5b47c44f769fa679fa435cf6912c5482"],"state_sha256":"f0d9ea4516a8a2663e304a68511be9ac8819359f03940124395758cb8e1b4cec"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"w9ReojgkzjKZ9nBUcp2aglkDEelKjJrcQeQynLGvK7yjOfGKr0lk6l53Q62ue+8yH+5E1vAuH7V4qtYizpswBg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-21T11:27:25.483812Z","bundle_sha256":"e132b527638f7db0fa94ffc0475cdce92168cd4e0dadf03627002511e0607190"}}