{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2020:2L3RS6HFMUPPJ7NNBZD6DQFV2M","short_pith_number":"pith:2L3RS6HF","canonical_record":{"source":{"id":"2012.09726","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2020-12-17T16:44:07Z","cross_cats_sorted":["cs.NA","q-fin.CP"],"title_canon_sha256":"9c0d839f08b9067450f09d35411d0312f6f748de28e8d9a4022b1a4befe6da24","abstract_canon_sha256":"548ba5d9a5ff8e4efa40fc6ab94c93ef14d240e828974abe3dd2cb832a5b2a02"},"schema_version":"1.0"},"canonical_sha256":"d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9","source":{"kind":"arxiv","id":"2012.09726","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2012.09726","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"arxiv_version","alias_value":"2012.09726v2","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2012.09726","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"pith_short_12","alias_value":"2L3RS6HFMUPP","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"pith_short_16","alias_value":"2L3RS6HFMUPPJ7NN","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"pith_short_8","alias_value":"2L3RS6HF","created_at":"2026-07-05T03:21:41Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2020:2L3RS6HFMUPPJ7NNBZD6DQFV2M","target":"record","payload":{"canonical_record":{"source":{"id":"2012.09726","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2020-12-17T16:44:07Z","cross_cats_sorted":["cs.NA","q-fin.CP"],"title_canon_sha256":"9c0d839f08b9067450f09d35411d0312f6f748de28e8d9a4022b1a4befe6da24","abstract_canon_sha256":"548ba5d9a5ff8e4efa40fc6ab94c93ef14d240e828974abe3dd2cb832a5b2a02"},"schema_version":"1.0"},"canonical_sha256":"d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T03:21:41.387437Z","signature_b64":"4aOBKmsvTnRCiwd8AluhnRFJSIZT4oGLUXECPCx5YamCsrnxQwYmGVgXTZurx/6JHXPtDwTs1p1zC1SbOG0HAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9","last_reissued_at":"2026-07-05T03:21:41.387002Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T03:21:41.387002Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2012.09726","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T03:21:41Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"/fes30bNnCrMl1y2sGZQ5VZ5gt9HIBsF5pcQTkDC/T06LevQ2sGAGfijAaMlTY0BccgQWd+RixLEPoQ5hGh+Aw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-05T10:36:30.428741Z"},"content_sha256":"42e830e74c5ddbed5c3833c513580b5c86bea9439848a083b810507d866d333d","schema_version":"1.0","event_id":"sha256:42e830e74c5ddbed5c3833c513580b5c86bea9439848a083b810507d866d333d"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2020:2L3RS6HFMUPPJ7NNBZD6DQFV2M","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Simulation of conditional expectations under fast mean-reverting stochastic volatility models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.NA","q-fin.CP"],"primary_cat":"math.NA","authors_text":"Andrei Cozma, Christoph Reisinger","submitted_at":"2020-12-17T16:44:07Z","abstract_excerpt":"In this short paper, we study the simulation of a large system of stochastic processes subject to a common driving noise and fast mean-reverting stochastic volatilities. This model may be used to describe the firm values of a large pool of financial entities. We then seek an efficient estimator for the probability of a default, indicated by a firm value below a certain threshold, conditional on common factors. We consider approximations where coefficients containing the fast volatility are replaced by certain ergodic averages (a type of law of large numbers), and study a correction term (of ce"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2012.09726","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2012.09726/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T03:21:41Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Y5MENRpnhvwwJWCOtIlf2IXuqnf9/pkv0wq+kb8r/5Sou97eTBm22MDXpfx/1cfsJeo3bENoRPw5D+DzXzIBBA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-05T10:36:30.429200Z"},"content_sha256":"18dc395b97845d9d756f5c825194b6307416232c5644404a910bf551a96f914a","schema_version":"1.0","event_id":"sha256:18dc395b97845d9d756f5c825194b6307416232c5644404a910bf551a96f914a"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M/bundle.json","state_url":"https://pith.science/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M/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":"2026-07-05T10:36:30Z","links":{"resolver":"https://pith.science/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M","bundle":"https://pith.science/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M/bundle.json","state":"https://pith.science/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M/state.json","well_known_bundle":"https://pith.science/.well-known/pith/2L3RS6HFMUPPJ7NNBZD6DQFV2M/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2020:2L3RS6HFMUPPJ7NNBZD6DQFV2M","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":"548ba5d9a5ff8e4efa40fc6ab94c93ef14d240e828974abe3dd2cb832a5b2a02","cross_cats_sorted":["cs.NA","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2020-12-17T16:44:07Z","title_canon_sha256":"9c0d839f08b9067450f09d35411d0312f6f748de28e8d9a4022b1a4befe6da24"},"schema_version":"1.0","source":{"id":"2012.09726","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2012.09726","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"arxiv_version","alias_value":"2012.09726v2","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2012.09726","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"pith_short_12","alias_value":"2L3RS6HFMUPP","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"pith_short_16","alias_value":"2L3RS6HFMUPPJ7NN","created_at":"2026-07-05T03:21:41Z"},{"alias_kind":"pith_short_8","alias_value":"2L3RS6HF","created_at":"2026-07-05T03:21:41Z"}],"graph_snapshots":[{"event_id":"sha256:18dc395b97845d9d756f5c825194b6307416232c5644404a910bf551a96f914a","target":"graph","created_at":"2026-07-05T03:21:41Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2012.09726/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this short paper, we study the simulation of a large system of stochastic processes subject to a common driving noise and fast mean-reverting stochastic volatilities. This model may be used to describe the firm values of a large pool of financial entities. We then seek an efficient estimator for the probability of a default, indicated by a firm value below a certain threshold, conditional on common factors. We consider approximations where coefficients containing the fast volatility are replaced by certain ergodic averages (a type of law of large numbers), and study a correction term (of ce","authors_text":"Andrei Cozma, Christoph Reisinger","cross_cats":["cs.NA","q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2020-12-17T16:44:07Z","title":"Simulation of conditional expectations under fast mean-reverting stochastic volatility models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2012.09726","kind":"arxiv","version":2},"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":"sha256:42e830e74c5ddbed5c3833c513580b5c86bea9439848a083b810507d866d333d","target":"record","created_at":"2026-07-05T03:21:41Z","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":"548ba5d9a5ff8e4efa40fc6ab94c93ef14d240e828974abe3dd2cb832a5b2a02","cross_cats_sorted":["cs.NA","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2020-12-17T16:44:07Z","title_canon_sha256":"9c0d839f08b9067450f09d35411d0312f6f748de28e8d9a4022b1a4befe6da24"},"schema_version":"1.0","source":{"id":"2012.09726","kind":"arxiv","version":2}},"canonical_sha256":"d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d2f71978e5651ef4fdad0e47e1c0b5d32c2ba45962a1cd99dfff594143091bd9","first_computed_at":"2026-07-05T03:21:41.387002Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T03:21:41.387002Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"4aOBKmsvTnRCiwd8AluhnRFJSIZT4oGLUXECPCx5YamCsrnxQwYmGVgXTZurx/6JHXPtDwTs1p1zC1SbOG0HAw==","signature_status":"signed_v1","signed_at":"2026-07-05T03:21:41.387437Z","signed_message":"canonical_sha256_bytes"},"source_id":"2012.09726","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:42e830e74c5ddbed5c3833c513580b5c86bea9439848a083b810507d866d333d","sha256:18dc395b97845d9d756f5c825194b6307416232c5644404a910bf551a96f914a"],"state_sha256":"8a0c5c8b44d2f0ce3743c2168d1f75c82296670339a26a11b3388fc3118c6f63"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"eDf8UUPsPbShif0Jflrb3io+JqucqbwQ4EzSwiQL1lKKBxpA+cBLshl8UTBqdT4FD3WQOLr7qwUUpnZsHP9dDg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-05T10:36:30.431944Z","bundle_sha256":"482877b3f08a9b80b7cec5cb5d0f9d3d9be582d5b23d2a9e18bf7531cfd6c9cd"}}