{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2020:7SPTU3YGOT45VFIHFDEOJNIIM5","short_pith_number":"pith:7SPTU3YG","canonical_record":{"source":{"id":"2003.00803","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2020-02-09T20:23:08Z","cross_cats_sorted":["cs.LG","q-fin.TR"],"title_canon_sha256":"bcbe8e05a2ce2512c18282c1a2d13b65290e355273da50ba2db0bcdc876f0c77","abstract_canon_sha256":"57f1797ebcded6e58654db6118219014d60229eee929364ffe2645235b8d8406"},"schema_version":"1.0"},"canonical_sha256":"fc9f3a6f0674f9da950728c8e4b5086774506165ab094e81f0d77950d3b2e74c","source":{"kind":"arxiv","id":"2003.00803","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2003.00803","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"arxiv_version","alias_value":"2003.00803v1","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2003.00803","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"pith_short_12","alias_value":"7SPTU3YGOT45","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"pith_short_16","alias_value":"7SPTU3YGOT45VFIH","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"pith_short_8","alias_value":"7SPTU3YG","created_at":"2026-07-05T00:52:30Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2020:7SPTU3YGOT45VFIHFDEOJNIIM5","target":"record","payload":{"canonical_record":{"source":{"id":"2003.00803","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2020-02-09T20:23:08Z","cross_cats_sorted":["cs.LG","q-fin.TR"],"title_canon_sha256":"bcbe8e05a2ce2512c18282c1a2d13b65290e355273da50ba2db0bcdc876f0c77","abstract_canon_sha256":"57f1797ebcded6e58654db6118219014d60229eee929364ffe2645235b8d8406"},"schema_version":"1.0"},"canonical_sha256":"fc9f3a6f0674f9da950728c8e4b5086774506165ab094e81f0d77950d3b2e74c","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T00:52:30.213864Z","signature_b64":"cT50bK8NQL4JWVCS47VHPMYGRh5nJK4hHGtqJpUNnpeQMy0gc2qhAu0aFllagIM3+/M3SRsdpWMoDruSfB/eBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"fc9f3a6f0674f9da950728c8e4b5086774506165ab094e81f0d77950d3b2e74c","last_reissued_at":"2026-07-05T00:52:30.213473Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T00:52:30.213473Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2003.00803","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":"2026-07-05T00:52:30Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"eH+Qay1iaNOz4KiEdqzyTzl6zFj+psNHUXvmUplZMRiFZ+mlJFe7I6l2lELWlTYt0FiTxbhXGCz9KmSyeubRBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-07T02:42:17.883684Z"},"content_sha256":"094806a0206df8885a41fa44ec1ea267cb218ab5f50edbdde47d2bd396bae6e4","schema_version":"1.0","event_id":"sha256:094806a0206df8885a41fa44ec1ea267cb218ab5f50edbdde47d2bd396bae6e4"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2020:7SPTU3YGOT45VFIHFDEOJNIIM5","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Ascertaining price formation in cryptocurrency markets with DeepLearning","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","q-fin.TR"],"primary_cat":"q-fin.GN","authors_text":"Carmine Ventre, Fan Fang, Fan Wu, Leslie Kanthan, Lingbo Li, Michail Basios, Waichung Chung","submitted_at":"2020-02-09T20:23:08Z","abstract_excerpt":"The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger volatility and illiquidity. This paper is inspired by the recent success of using deep learning for stock market prediction. In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting. In particular, we applied a deep learning approach to predict the direction of the mid-price changes on the upcoming tick. We mon"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2003.00803","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2003.00803/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":"2026-07-05T00:52:30Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"5pc5osJVbZVhrg1It6G/kJI4WrfBJ5Q+Obw0QWQyEHy2aM6IKlG65O5nrVwEdljk3xwE7UtKft2fnVDqXRpwDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-07T02:42:17.884354Z"},"content_sha256":"1b92b7b6b7e6bed64a98ba2ebfe7bb1f529b74f4507f603def5619ad3048fd60","schema_version":"1.0","event_id":"sha256:1b92b7b6b7e6bed64a98ba2ebfe7bb1f529b74f4507f603def5619ad3048fd60"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/7SPTU3YGOT45VFIHFDEOJNIIM5/bundle.json","state_url":"https://pith.science/pith/7SPTU3YGOT45VFIHFDEOJNIIM5/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/7SPTU3YGOT45VFIHFDEOJNIIM5/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":"2026-07-07T02:42:17Z","links":{"resolver":"https://pith.science/pith/7SPTU3YGOT45VFIHFDEOJNIIM5","bundle":"https://pith.science/pith/7SPTU3YGOT45VFIHFDEOJNIIM5/bundle.json","state":"https://pith.science/pith/7SPTU3YGOT45VFIHFDEOJNIIM5/state.json","well_known_bundle":"https://pith.science/.well-known/pith/7SPTU3YGOT45VFIHFDEOJNIIM5/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2020:7SPTU3YGOT45VFIHFDEOJNIIM5","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":"57f1797ebcded6e58654db6118219014d60229eee929364ffe2645235b8d8406","cross_cats_sorted":["cs.LG","q-fin.TR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2020-02-09T20:23:08Z","title_canon_sha256":"bcbe8e05a2ce2512c18282c1a2d13b65290e355273da50ba2db0bcdc876f0c77"},"schema_version":"1.0","source":{"id":"2003.00803","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2003.00803","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"arxiv_version","alias_value":"2003.00803v1","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2003.00803","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"pith_short_12","alias_value":"7SPTU3YGOT45","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"pith_short_16","alias_value":"7SPTU3YGOT45VFIH","created_at":"2026-07-05T00:52:30Z"},{"alias_kind":"pith_short_8","alias_value":"7SPTU3YG","created_at":"2026-07-05T00:52:30Z"}],"graph_snapshots":[{"event_id":"sha256:1b92b7b6b7e6bed64a98ba2ebfe7bb1f529b74f4507f603def5619ad3048fd60","target":"graph","created_at":"2026-07-05T00:52:30Z","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/2003.00803/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger volatility and illiquidity. This paper is inspired by the recent success of using deep learning for stock market prediction. In this work, we analyze and present the characteristics of the cryptocurrency market in a high-frequency setting. In particular, we applied a deep learning approach to predict the direction of the mid-price changes on the upcoming tick. We mon","authors_text":"Carmine Ventre, Fan Fang, Fan Wu, Leslie Kanthan, Lingbo Li, Michail Basios, Waichung Chung","cross_cats":["cs.LG","q-fin.TR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2020-02-09T20:23:08Z","title":"Ascertaining price formation in cryptocurrency markets with DeepLearning"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2003.00803","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":"sha256:094806a0206df8885a41fa44ec1ea267cb218ab5f50edbdde47d2bd396bae6e4","target":"record","created_at":"2026-07-05T00:52:30Z","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":"57f1797ebcded6e58654db6118219014d60229eee929364ffe2645235b8d8406","cross_cats_sorted":["cs.LG","q-fin.TR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2020-02-09T20:23:08Z","title_canon_sha256":"bcbe8e05a2ce2512c18282c1a2d13b65290e355273da50ba2db0bcdc876f0c77"},"schema_version":"1.0","source":{"id":"2003.00803","kind":"arxiv","version":1}},"canonical_sha256":"fc9f3a6f0674f9da950728c8e4b5086774506165ab094e81f0d77950d3b2e74c","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"fc9f3a6f0674f9da950728c8e4b5086774506165ab094e81f0d77950d3b2e74c","first_computed_at":"2026-07-05T00:52:30.213473Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T00:52:30.213473Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"cT50bK8NQL4JWVCS47VHPMYGRh5nJK4hHGtqJpUNnpeQMy0gc2qhAu0aFllagIM3+/M3SRsdpWMoDruSfB/eBA==","signature_status":"signed_v1","signed_at":"2026-07-05T00:52:30.213864Z","signed_message":"canonical_sha256_bytes"},"source_id":"2003.00803","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:094806a0206df8885a41fa44ec1ea267cb218ab5f50edbdde47d2bd396bae6e4","sha256:1b92b7b6b7e6bed64a98ba2ebfe7bb1f529b74f4507f603def5619ad3048fd60"],"state_sha256":"692b63bf871ddc54f95a9268d11f0a0b16d069d7997c339bf038edb45df8cafe"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"/DjJzRtSIhGpG3ZOKGyJzJHqBirBL/jtBLyzGBLX9/IC3Jk0nNFOxmzFAkjUOs8c+AJk0aa+TAMm7ZRP6WyJBQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-07T02:42:17.888301Z","bundle_sha256":"f1c981550eb3df11561ab70c4acfc4ace82a6372dfca8bf0f236290ae814e677"}}