{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:3SEEHB5W4XAQORS622JNVAWUSB","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":"9bb5c1594c30960b1069c027f653aab1f2ab0b5a7d7009561e84db9922d698fe","cross_cats_sorted":["cs.CG","q-fin.CP"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-02-14T16:25:43Z","title_canon_sha256":"73d99dd9ebe3de1ac676dd09533c12d2474646548d4d1ce66f44b4f497311a72"},"schema_version":"1.0","source":{"id":"2403.00009","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2403.00009","created_at":"2026-07-05T07:50:57Z"},{"alias_kind":"arxiv_version","alias_value":"2403.00009v1","created_at":"2026-07-05T07:50:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2403.00009","created_at":"2026-07-05T07:50:57Z"},{"alias_kind":"pith_short_12","alias_value":"3SEEHB5W4XAQ","created_at":"2026-07-05T07:50:57Z"},{"alias_kind":"pith_short_16","alias_value":"3SEEHB5W4XAQORS6","created_at":"2026-07-05T07:50:57Z"},{"alias_kind":"pith_short_8","alias_value":"3SEEHB5W","created_at":"2026-07-05T07:50:57Z"}],"graph_snapshots":[{"event_id":"sha256:bfe03029d25fb0fe231865c06c18da919cb4b90cf8101e18c032056b97861aaa","target":"graph","created_at":"2026-07-05T07:50:57Z","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/2403.00009/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class of Markov chain Monte Carlo methods, to construct flexible control groups in the form of random portfolios adhering to investor constraints. The sampling-based methods enable an exploration of the relationship between academically studied factor premia and performance in a practical setting. In an empirical application, the study assesses the potential to capture premias associated with size, value, quality, and momen","authors_text":"Apostolos Chalkis, Cyril Bachelard, Elias Tsigaridas, Vissarion Fisikopoulos","cross_cats":["cs.CG","q-fin.CP"],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-02-14T16:25:43Z","title":"Randomized Control in Performance Analysis and Empirical Asset Pricing"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2403.00009","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:d15c48ae790b5f60fa0ead608c69643efd9cbf437c4008def40fe3d2192eaaab","target":"record","created_at":"2026-07-05T07:50:57Z","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":"9bb5c1594c30960b1069c027f653aab1f2ab0b5a7d7009561e84db9922d698fe","cross_cats_sorted":["cs.CG","q-fin.CP"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-02-14T16:25:43Z","title_canon_sha256":"73d99dd9ebe3de1ac676dd09533c12d2474646548d4d1ce66f44b4f497311a72"},"schema_version":"1.0","source":{"id":"2403.00009","kind":"arxiv","version":1}},"canonical_sha256":"dc884387b6e5c107465ed692da82d49054f0ce0537557f88ac4bdaf4705ec2db","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"dc884387b6e5c107465ed692da82d49054f0ce0537557f88ac4bdaf4705ec2db","first_computed_at":"2026-07-05T07:50:57.438604Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T07:50:57.438604Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"vqPPQshO/X796hdYYIRJocNId42bXFs+IKyIJ8ncb2CTLv2oV2BMZaBQD6vHW8Vi70jYBDT/McL/okhgm++uBw==","signature_status":"signed_v1","signed_at":"2026-07-05T07:50:57.438964Z","signed_message":"canonical_sha256_bytes"},"source_id":"2403.00009","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d15c48ae790b5f60fa0ead608c69643efd9cbf437c4008def40fe3d2192eaaab","sha256:bfe03029d25fb0fe231865c06c18da919cb4b90cf8101e18c032056b97861aaa"],"state_sha256":"1c66dd2baffeb6abff75593981ba53e6dcedb77eef50e413f05486ef431b56da"}