{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:7HZ6HXNA6X3VBENCK3KKJICCRV","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":"a114afb7bef2238d68311fddb3d82d32005204c98a2fe0752c10327e25bd57ea","cross_cats_sorted":["cs.LG"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2018-09-06T21:59:46Z","title_canon_sha256":"82bd1677d052d46d5d3b65260d1c4fc9a24a42edc099c7f9921be6b7e949eeaa"},"schema_version":"1.0","source":{"id":"1809.02233","kind":"arxiv","version":4}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1809.02233","created_at":"2026-05-18T00:02:54Z"},{"alias_kind":"arxiv_version","alias_value":"1809.02233v4","created_at":"2026-05-18T00:02:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1809.02233","created_at":"2026-05-18T00:02:54Z"},{"alias_kind":"pith_short_12","alias_value":"7HZ6HXNA6X3V","created_at":"2026-05-18T12:32:11Z"},{"alias_kind":"pith_short_16","alias_value":"7HZ6HXNA6X3VBENC","created_at":"2026-05-18T12:32:11Z"},{"alias_kind":"pith_short_8","alias_value":"7HZ6HXNA","created_at":"2026-05-18T12:32:11Z"}],"graph_snapshots":[{"event_id":"sha256:aa4e7b4bc0491c0fc8a5cc3d25638ce8da39767a9082ad27e9c901ece824f34a","target":"graph","created_at":"2026-05-18T00:02:54Z","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":"This paper uses deep learning to value derivatives. The approach is broadly applicable, and we use a call option on a basket of stocks as an example. We show that the deep learning model is accurate and very fast, capable of producing valuations a million times faster than traditional models. We develop a methodology to randomly generate appropriate training data and explore the impact of several parameters including layer width and depth, training data quality and quantity on model speed and accuracy.","authors_text":"Andrew Green, Ryan Ferguson","cross_cats":["cs.LG"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2018-09-06T21:59:46Z","title":"Deeply Learning Derivatives"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1809.02233","kind":"arxiv","version":4},"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":"sha256:251fc5aa4891a6a71b2e2058bd9797a5de13df806e316874fd28bb22a891016f","target":"record","created_at":"2026-05-18T00:02:54Z","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":"a114afb7bef2238d68311fddb3d82d32005204c98a2fe0752c10327e25bd57ea","cross_cats_sorted":["cs.LG"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2018-09-06T21:59:46Z","title_canon_sha256":"82bd1677d052d46d5d3b65260d1c4fc9a24a42edc099c7f9921be6b7e949eeaa"},"schema_version":"1.0","source":{"id":"1809.02233","kind":"arxiv","version":4}},"canonical_sha256":"f9f3e3dda0f5f75091a256d4a4a0428d58de994dba7f90bf452e0592491f2578","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"f9f3e3dda0f5f75091a256d4a4a0428d58de994dba7f90bf452e0592491f2578","first_computed_at":"2026-05-18T00:02:54.637356Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:02:54.637356Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"FPtKvlSdesbuiYDQo0VJeCfIXxIfwh5kb+FbqnZbUrsJQv/ug4ag2sZKGFBIsx7rPs3u57yJMLlghLX1OHHGDg==","signature_status":"signed_v1","signed_at":"2026-05-18T00:02:54.637992Z","signed_message":"canonical_sha256_bytes"},"source_id":"1809.02233","source_kind":"arxiv","source_version":4}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:251fc5aa4891a6a71b2e2058bd9797a5de13df806e316874fd28bb22a891016f","sha256:aa4e7b4bc0491c0fc8a5cc3d25638ce8da39767a9082ad27e9c901ece824f34a"],"state_sha256":"5206b5361c5856704aa3aada9779346f0699dad8f53b9f11704846029345e553"}