{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:5PG6CHSIFINM7P3CTOPXAW73VA","short_pith_number":"pith:5PG6CHSI","canonical_record":{"source":{"id":"1705.01145","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-04-30T15:24:47Z","cross_cats_sorted":["physics.data-an"],"title_canon_sha256":"8106bfe2bd6ac393054b945bd92c55a4211c8b7a6a553badbdf49049da92c177","abstract_canon_sha256":"a5fa564a15a3e50639ed5efa70fcfa2b000e913f9095d15d8fa67af89da22a6b"},"schema_version":"1.0"},"canonical_sha256":"ebcde11e482a1acfbf629b9f705bfba8305011295808fdee70b668cccac448f0","source":{"kind":"arxiv","id":"1705.01145","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1705.01145","created_at":"2026-05-18T00:45:05Z"},{"alias_kind":"arxiv_version","alias_value":"1705.01145v1","created_at":"2026-05-18T00:45:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1705.01145","created_at":"2026-05-18T00:45:05Z"},{"alias_kind":"pith_short_12","alias_value":"5PG6CHSIFINM","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"5PG6CHSIFINM7P3C","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"5PG6CHSI","created_at":"2026-05-18T12:31:00Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:5PG6CHSIFINM7P3CTOPXAW73VA","target":"record","payload":{"canonical_record":{"source":{"id":"1705.01145","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-04-30T15:24:47Z","cross_cats_sorted":["physics.data-an"],"title_canon_sha256":"8106bfe2bd6ac393054b945bd92c55a4211c8b7a6a553badbdf49049da92c177","abstract_canon_sha256":"a5fa564a15a3e50639ed5efa70fcfa2b000e913f9095d15d8fa67af89da22a6b"},"schema_version":"1.0"},"canonical_sha256":"ebcde11e482a1acfbf629b9f705bfba8305011295808fdee70b668cccac448f0","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:45:05.814119Z","signature_b64":"DDNk0n/Y7srk9rKJxP54MeytZ9wU6MU/5gWCovxYD3eUecZY+tMRtuXPDOzxN7d3KjmItNUFHHSnrEoit6ROCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"ebcde11e482a1acfbf629b9f705bfba8305011295808fdee70b668cccac448f0","last_reissued_at":"2026-05-18T00:45:05.813583Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:45:05.813583Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1705.01145","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":"2026-05-18T00:45:05Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"7zsYiuFNcnGnCbwMC4g+gLLAdeGkwuSKYjpG8WuywV//1TWhxm+cbhSLLIGFGXElRGdqHoY3Puae0X1jnx38BA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T20:09:43.777538Z"},"content_sha256":"29b79252fcd74ff12e4e76ca3c1b0c4e158bb68cc6fd65b5cf31ce1277a1e769","schema_version":"1.0","event_id":"sha256:29b79252fcd74ff12e4e76ca3c1b0c4e158bb68cc6fd65b5cf31ce1277a1e769"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:5PG6CHSIFINM7P3CTOPXAW73VA","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Stochastic modelling of non-stationary financial assets","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an"],"primary_cat":"q-fin.ST","authors_text":"Joana Estevens, Joao Boto, Paulo Rocha, Pedro Lind","submitted_at":"2017-04-30T15:24:47Z","abstract_excerpt":"We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic vari"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1705.01145","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":"2026-05-18T00:45:05Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"9rNrXJkEDtzJNArAnSpbR0V1CsED/aHRW0OGw0ewO7oNnDs1hOOiUYpgh5FLQqzJqAFIfX88vYB0yceREzWIDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T20:09:43.778245Z"},"content_sha256":"aa12de3c9972dd417506597b103a38e642ddbc37f0f148bc78f198659b8dca8c","schema_version":"1.0","event_id":"sha256:aa12de3c9972dd417506597b103a38e642ddbc37f0f148bc78f198659b8dca8c"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/5PG6CHSIFINM7P3CTOPXAW73VA/bundle.json","state_url":"https://pith.science/pith/5PG6CHSIFINM7P3CTOPXAW73VA/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/5PG6CHSIFINM7P3CTOPXAW73VA/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":"2026-05-28T20:09:43Z","links":{"resolver":"https://pith.science/pith/5PG6CHSIFINM7P3CTOPXAW73VA","bundle":"https://pith.science/pith/5PG6CHSIFINM7P3CTOPXAW73VA/bundle.json","state":"https://pith.science/pith/5PG6CHSIFINM7P3CTOPXAW73VA/state.json","well_known_bundle":"https://pith.science/.well-known/pith/5PG6CHSIFINM7P3CTOPXAW73VA/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:5PG6CHSIFINM7P3CTOPXAW73VA","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":"a5fa564a15a3e50639ed5efa70fcfa2b000e913f9095d15d8fa67af89da22a6b","cross_cats_sorted":["physics.data-an"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-04-30T15:24:47Z","title_canon_sha256":"8106bfe2bd6ac393054b945bd92c55a4211c8b7a6a553badbdf49049da92c177"},"schema_version":"1.0","source":{"id":"1705.01145","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1705.01145","created_at":"2026-05-18T00:45:05Z"},{"alias_kind":"arxiv_version","alias_value":"1705.01145v1","created_at":"2026-05-18T00:45:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1705.01145","created_at":"2026-05-18T00:45:05Z"},{"alias_kind":"pith_short_12","alias_value":"5PG6CHSIFINM","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"5PG6CHSIFINM7P3C","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"5PG6CHSI","created_at":"2026-05-18T12:31:00Z"}],"graph_snapshots":[{"event_id":"sha256:aa12de3c9972dd417506597b103a38e642ddbc37f0f148bc78f198659b8dca8c","target":"graph","created_at":"2026-05-18T00:45:05Z","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 model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic vari","authors_text":"Joana Estevens, Joao Boto, Paulo Rocha, Pedro Lind","cross_cats":["physics.data-an"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-04-30T15:24:47Z","title":"Stochastic modelling of non-stationary financial assets"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1705.01145","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":"sha256:29b79252fcd74ff12e4e76ca3c1b0c4e158bb68cc6fd65b5cf31ce1277a1e769","target":"record","created_at":"2026-05-18T00:45:05Z","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":"a5fa564a15a3e50639ed5efa70fcfa2b000e913f9095d15d8fa67af89da22a6b","cross_cats_sorted":["physics.data-an"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-04-30T15:24:47Z","title_canon_sha256":"8106bfe2bd6ac393054b945bd92c55a4211c8b7a6a553badbdf49049da92c177"},"schema_version":"1.0","source":{"id":"1705.01145","kind":"arxiv","version":1}},"canonical_sha256":"ebcde11e482a1acfbf629b9f705bfba8305011295808fdee70b668cccac448f0","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"ebcde11e482a1acfbf629b9f705bfba8305011295808fdee70b668cccac448f0","first_computed_at":"2026-05-18T00:45:05.813583Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:45:05.813583Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"DDNk0n/Y7srk9rKJxP54MeytZ9wU6MU/5gWCovxYD3eUecZY+tMRtuXPDOzxN7d3KjmItNUFHHSnrEoit6ROCQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:45:05.814119Z","signed_message":"canonical_sha256_bytes"},"source_id":"1705.01145","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:29b79252fcd74ff12e4e76ca3c1b0c4e158bb68cc6fd65b5cf31ce1277a1e769","sha256:aa12de3c9972dd417506597b103a38e642ddbc37f0f148bc78f198659b8dca8c"],"state_sha256":"16bf207a5e9d80b8d528e2f7eb7455b60ad351dad1e09b9bd618c21f40d3a209"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"lTREDsxCugLifrezk4AEpkID41zAXnN2YbsEpWXW/2tP+axHQSMXLX5gBiVfS5uro1EX7s0DXfnlvP0CVgzqAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-28T20:09:43.781835Z","bundle_sha256":"7e6dd3721198de1487b21c3a82edf97808fae599509e52b2281f1b66f74c60e8"}}