{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2025:BOPWSMDSDBRXGN23LKT7PJWF4R","short_pith_number":"pith:BOPWSMDS","schema_version":"1.0","canonical_sha256":"0b9f693072186373375b5aa7f7a6c5e44381c751e2c81b1833d43424d5fb84d9","source":{"kind":"arxiv","id":"2507.08915","version":1},"attestation_state":"computed","paper":{"title":"Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.RM","authors_text":"Kiarash Firouzi","submitted_at":"2025-07-11T15:53:16Z","abstract_excerpt":"Extreme volatility, nonlinear dependencies, and systemic fragility are characteristics of cryptocurrency markets. The assumptions of normality and centralized control in traditional financial risk models frequently cause them to miss these changes. Four components-volatility stress testing, stablecoin hedging, contagion modeling, and Monte Carlo simulation-are integrated into this paper's modular simulation framework for crypto portfolio risk analysis. Every module is based on mathematical finance theory, which includes stochastic price path generation, correlation-based contagion propagation,"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"2507.08915","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2025-07-11T15:53:16Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"b4dc19e56d1af7ff20aafa5a56d4f4d618fe82a7d55facb1a0f946dc85206480","abstract_canon_sha256":"f3ad8c915a5761c854addb947e06fa538a3ec0ba260a96539cc1d15236bb9731"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T11:36:00.638738Z","signature_b64":"zITOz/vsW3uRjsRA2jcNuxIeeOybqRzb4QyzGKtZMhjsM5INZMqIWFY8C7FS6Cfna2rfvcOXu/PCIj3D+axGAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0b9f693072186373375b5aa7f7a6c5e44381c751e2c81b1833d43424d5fb84d9","last_reissued_at":"2026-07-05T11:36:00.638043Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T11:36:00.638043Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.RM","authors_text":"Kiarash Firouzi","submitted_at":"2025-07-11T15:53:16Z","abstract_excerpt":"Extreme volatility, nonlinear dependencies, and systemic fragility are characteristics of cryptocurrency markets. The assumptions of normality and centralized control in traditional financial risk models frequently cause them to miss these changes. Four components-volatility stress testing, stablecoin hedging, contagion modeling, and Monte Carlo simulation-are integrated into this paper's modular simulation framework for crypto portfolio risk analysis. Every module is based on mathematical finance theory, which includes stochastic price path generation, correlation-based contagion propagation,"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2507.08915","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/2507.08915/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"},"aliases":[{"alias_kind":"arxiv","alias_value":"2507.08915","created_at":"2026-07-05T11:36:00.638170+00:00"},{"alias_kind":"arxiv_version","alias_value":"2507.08915v1","created_at":"2026-07-05T11:36:00.638170+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2507.08915","created_at":"2026-07-05T11:36:00.638170+00:00"},{"alias_kind":"pith_short_12","alias_value":"BOPWSMDSDBRX","created_at":"2026-07-05T11:36:00.638170+00:00"},{"alias_kind":"pith_short_16","alias_value":"BOPWSMDSDBRXGN23","created_at":"2026-07-05T11:36:00.638170+00:00"},{"alias_kind":"pith_short_8","alias_value":"BOPWSMDS","created_at":"2026-07-05T11:36:00.638170+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R","json":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R.json","graph_json":"https://pith.science/api/pith-number/BOPWSMDSDBRXGN23LKT7PJWF4R/graph.json","events_json":"https://pith.science/api/pith-number/BOPWSMDSDBRXGN23LKT7PJWF4R/events.json","paper":"https://pith.science/paper/BOPWSMDS"},"agent_actions":{"view_html":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R","download_json":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R.json","view_paper":"https://pith.science/paper/BOPWSMDS","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2507.08915&json=true","fetch_graph":"https://pith.science/api/pith-number/BOPWSMDSDBRXGN23LKT7PJWF4R/graph.json","fetch_events":"https://pith.science/api/pith-number/BOPWSMDSDBRXGN23LKT7PJWF4R/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R/action/timestamp_anchor","attest_storage":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R/action/storage_attestation","attest_author":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R/action/author_attestation","sign_citation":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R/action/citation_signature","submit_replication":"https://pith.science/pith/BOPWSMDSDBRXGN23LKT7PJWF4R/action/replication_record"}},"created_at":"2026-07-05T11:36:00.638170+00:00","updated_at":"2026-07-05T11:36:00.638170+00:00"}