{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:7COU6RYEO5H3BQSMPBQ4UYS4W6","short_pith_number":"pith:7COU6RYE","canonical_record":{"source":{"id":"1712.05121","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-14T08:17:47Z","cross_cats_sorted":["physics.soc-ph"],"title_canon_sha256":"3a29baba6bffec5b61ce02f3866f1ace1a4d9ac404e8f5cdc3f30425ffbf6f64","abstract_canon_sha256":"77cead702bbfceae85a1a445c47bf57f2b158f8fc8774c056beb4584f77f8b64"},"schema_version":"1.0"},"canonical_sha256":"f89d4f4704774fb0c24c7861ca625cb7834f8b2c454f564caa0d0a58ff2c653c","source":{"kind":"arxiv","id":"1712.05121","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1712.05121","created_at":"2026-05-18T00:17:53Z"},{"alias_kind":"arxiv_version","alias_value":"1712.05121v2","created_at":"2026-05-18T00:17:53Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1712.05121","created_at":"2026-05-18T00:17:53Z"},{"alias_kind":"pith_short_12","alias_value":"7COU6RYEO5H3","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_16","alias_value":"7COU6RYEO5H3BQSM","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_8","alias_value":"7COU6RYE","created_at":"2026-05-18T12:31:03Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:7COU6RYEO5H3BQSMPBQ4UYS4W6","target":"record","payload":{"canonical_record":{"source":{"id":"1712.05121","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-14T08:17:47Z","cross_cats_sorted":["physics.soc-ph"],"title_canon_sha256":"3a29baba6bffec5b61ce02f3866f1ace1a4d9ac404e8f5cdc3f30425ffbf6f64","abstract_canon_sha256":"77cead702bbfceae85a1a445c47bf57f2b158f8fc8774c056beb4584f77f8b64"},"schema_version":"1.0"},"canonical_sha256":"f89d4f4704774fb0c24c7861ca625cb7834f8b2c454f564caa0d0a58ff2c653c","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:17:53.871241Z","signature_b64":"jfU3LR+OBjeOHZPJkgNWbZjSHNOLw8npttoVJJunjMakugmaX7Xqn5uxNC90Hiy4vX5Aouf/i+xZlo5hubVeAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"f89d4f4704774fb0c24c7861ca625cb7834f8b2c454f564caa0d0a58ff2c653c","last_reissued_at":"2026-05-18T00:17:53.870672Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:17:53.870672Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1712.05121","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":"2026-05-18T00:17:53Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"tplct1sJ9FCbG7AuHv1bG6BpSwb5a7jhd3GKMkaeJaHQ0D5xXQRKl3cHe9tQhxVhlFT9c6n9U0ZiUPFUniE1Ag==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T22:26:59.491529Z"},"content_sha256":"156a721667bb89146f5c701f6159a37930dac65776233cb2ab135e487e35b3bf","schema_version":"1.0","event_id":"sha256:156a721667bb89146f5c701f6159a37930dac65776233cb2ab135e487e35b3bf"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:7COU6RYEO5H3BQSMPBQ4UYS4W6","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"The consentaneous model of the financial markets exhibiting spurious nature of long-range memory","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.soc-ph"],"primary_cat":"q-fin.ST","authors_text":"Aleksejus Kononovicius, Vygintas Gontis","submitted_at":"2017-12-14T08:17:47Z","abstract_excerpt":"It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect. Earlier we have proposed the consentaneous model of the financial markets based on the non-linear stochastic differential equations. The consentaneous model successfully reproduces empirical probability and power spectral densities of volatility. This approach is qualitatively different from models built using fractional Brownian motion. In this contributio"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1712.05121","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":""},"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":"2026-05-18T00:17:53Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"S36fF+sntQjzL0v/bhZcAnhA/mUV/orornw2umth0Ws4xTgcNJe6mZHZkAUAMWTo9gP8PgPf4o84JxIs2jedCQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-31T22:26:59.492239Z"},"content_sha256":"82b08ef20be2831804b6069c2fcaadd485b85dd1b3b47b70e8da1ef317d0b14a","schema_version":"1.0","event_id":"sha256:82b08ef20be2831804b6069c2fcaadd485b85dd1b3b47b70e8da1ef317d0b14a"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6/bundle.json","state_url":"https://pith.science/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6/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":"2026-05-31T22:26:59Z","links":{"resolver":"https://pith.science/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6","bundle":"https://pith.science/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6/bundle.json","state":"https://pith.science/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6/state.json","well_known_bundle":"https://pith.science/.well-known/pith/7COU6RYEO5H3BQSMPBQ4UYS4W6/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:7COU6RYEO5H3BQSMPBQ4UYS4W6","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":"77cead702bbfceae85a1a445c47bf57f2b158f8fc8774c056beb4584f77f8b64","cross_cats_sorted":["physics.soc-ph"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-14T08:17:47Z","title_canon_sha256":"3a29baba6bffec5b61ce02f3866f1ace1a4d9ac404e8f5cdc3f30425ffbf6f64"},"schema_version":"1.0","source":{"id":"1712.05121","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1712.05121","created_at":"2026-05-18T00:17:53Z"},{"alias_kind":"arxiv_version","alias_value":"1712.05121v2","created_at":"2026-05-18T00:17:53Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1712.05121","created_at":"2026-05-18T00:17:53Z"},{"alias_kind":"pith_short_12","alias_value":"7COU6RYEO5H3","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_16","alias_value":"7COU6RYEO5H3BQSM","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_8","alias_value":"7COU6RYE","created_at":"2026-05-18T12:31:03Z"}],"graph_snapshots":[{"event_id":"sha256:82b08ef20be2831804b6069c2fcaadd485b85dd1b3b47b70e8da1ef317d0b14a","target":"graph","created_at":"2026-05-18T00:17:53Z","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":"It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect. Earlier we have proposed the consentaneous model of the financial markets based on the non-linear stochastic differential equations. The consentaneous model successfully reproduces empirical probability and power spectral densities of volatility. This approach is qualitatively different from models built using fractional Brownian motion. In this contributio","authors_text":"Aleksejus Kononovicius, Vygintas Gontis","cross_cats":["physics.soc-ph"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-14T08:17:47Z","title":"The consentaneous model of the financial markets exhibiting spurious nature of long-range memory"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1712.05121","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":"sha256:156a721667bb89146f5c701f6159a37930dac65776233cb2ab135e487e35b3bf","target":"record","created_at":"2026-05-18T00:17:53Z","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":"77cead702bbfceae85a1a445c47bf57f2b158f8fc8774c056beb4584f77f8b64","cross_cats_sorted":["physics.soc-ph"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-14T08:17:47Z","title_canon_sha256":"3a29baba6bffec5b61ce02f3866f1ace1a4d9ac404e8f5cdc3f30425ffbf6f64"},"schema_version":"1.0","source":{"id":"1712.05121","kind":"arxiv","version":2}},"canonical_sha256":"f89d4f4704774fb0c24c7861ca625cb7834f8b2c454f564caa0d0a58ff2c653c","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"f89d4f4704774fb0c24c7861ca625cb7834f8b2c454f564caa0d0a58ff2c653c","first_computed_at":"2026-05-18T00:17:53.870672Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:17:53.870672Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jfU3LR+OBjeOHZPJkgNWbZjSHNOLw8npttoVJJunjMakugmaX7Xqn5uxNC90Hiy4vX5Aouf/i+xZlo5hubVeAQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:17:53.871241Z","signed_message":"canonical_sha256_bytes"},"source_id":"1712.05121","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:156a721667bb89146f5c701f6159a37930dac65776233cb2ab135e487e35b3bf","sha256:82b08ef20be2831804b6069c2fcaadd485b85dd1b3b47b70e8da1ef317d0b14a"],"state_sha256":"724a2eb6e0768b73778fe24095c5ea56a01356eb493b69081413fe059c22bf9f"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ajTG1Q4mTXFjIKyM/g3dyprY6uYVNiYOw+ni6gUOaDJMN5fGSGddycCT2TT6fQSK17OTQAFDk8STyxRt8kZ+Cg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-31T22:26:59.496895Z","bundle_sha256":"5d772a8d34f4062b4fd267fca179d33eb9024858d5f74c96560a0bd751174129"}}