{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:BDG7Z2J3FZV4V5MMN2A7JOEDTQ","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":"ee0a92399c2d4e53fd4713625d08d0f4f6e6ce130bb81f7984f5679b5713ab7b","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-10-10T10:59:18Z","title_canon_sha256":"7a41fd94afefce437abfb8ae2a3a15c2b2fb0d0b6fcb77df4a86e23c3130051c"},"schema_version":"1.0","source":{"id":"1710.03506","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1710.03506","created_at":"2026-05-18T00:33:06Z"},{"alias_kind":"arxiv_version","alias_value":"1710.03506v1","created_at":"2026-05-18T00:33:06Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1710.03506","created_at":"2026-05-18T00:33:06Z"},{"alias_kind":"pith_short_12","alias_value":"BDG7Z2J3FZV4","created_at":"2026-05-18T12:31:08Z"},{"alias_kind":"pith_short_16","alias_value":"BDG7Z2J3FZV4V5MM","created_at":"2026-05-18T12:31:08Z"},{"alias_kind":"pith_short_8","alias_value":"BDG7Z2J3","created_at":"2026-05-18T12:31:08Z"}],"graph_snapshots":[{"event_id":"sha256:c3f1ad022be170c35538dc2c25bfd0cd0377fb013e6f6455e0b2c055ded4a54c","target":"graph","created_at":"2026-05-18T00:33:06Z","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 introduce a Markovian single point process model, with random intensity regulated through a buffer mechanism and a self-exciting effect controlling the arrival stream to the buffer. The model applies the principle of the Hawkes process in which point process jumps generate a shot-noise intensity field. Unlike the Hawkes case, the intensity field is fed into a separate buffer, the size of which is the driving intensity of new jumps. In this manner, the intensity loop portrays mutual-excitation of point process events and buffer size dynamics. This scenario is directly applicable to the marke","authors_text":"Ingemar Kaj, Mine Caglar","cross_cats":["q-fin.MF"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-10-10T10:59:18Z","title":"A buffer Hawkes process for limit order books"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1710.03506","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:aa56aac0060aa4da3a9310300dcb1f467baa276635f185b48da33c9252909c8c","target":"record","created_at":"2026-05-18T00:33:06Z","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":"ee0a92399c2d4e53fd4713625d08d0f4f6e6ce130bb81f7984f5679b5713ab7b","cross_cats_sorted":["q-fin.MF"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2017-10-10T10:59:18Z","title_canon_sha256":"7a41fd94afefce437abfb8ae2a3a15c2b2fb0d0b6fcb77df4a86e23c3130051c"},"schema_version":"1.0","source":{"id":"1710.03506","kind":"arxiv","version":1}},"canonical_sha256":"08cdfce93b2e6bcaf58c6e81f4b8839c25798791986aca9ebe0507ad1305a8da","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"08cdfce93b2e6bcaf58c6e81f4b8839c25798791986aca9ebe0507ad1305a8da","first_computed_at":"2026-05-18T00:33:06.112308Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:33:06.112308Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Y7VvrI5LulIha0vTCVCQLYLMSp5I2Jw0E+H1XP8kZEGHlVS/jkKGLTPYfySV3zCN7vBVwjGvszYJdWkyFNNOAw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:33:06.112994Z","signed_message":"canonical_sha256_bytes"},"source_id":"1710.03506","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:aa56aac0060aa4da3a9310300dcb1f467baa276635f185b48da33c9252909c8c","sha256:c3f1ad022be170c35538dc2c25bfd0cd0377fb013e6f6455e0b2c055ded4a54c"],"state_sha256":"42fa2e86ca93d7a53a2f7a6cc09d0c3fb0393244197b884f1a90cd2399f4caef"}