{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2022:BSBVOXJRDEINMFADZWTDDVUBX5","short_pith_number":"pith:BSBVOXJR","canonical_record":{"source":{"id":"2211.12892","kind":"arxiv","version":2},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PR","submitted_at":"2022-11-23T11:52:45Z","cross_cats_sorted":[],"title_canon_sha256":"b66366333e2517facafc10588353d78bae4ec27a3cef52e51e77665d29f3e1b7","abstract_canon_sha256":"033cd9d327a2bf172ca83f1faf8ee5663ce6e9724d90751a852390537285e563"},"schema_version":"1.0"},"canonical_sha256":"0c83575d311910d61403cda631d681bf53096298cdc759c2240e35fce759193a","source":{"kind":"arxiv","id":"2211.12892","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2211.12892","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"arxiv_version","alias_value":"2211.12892v2","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2211.12892","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"pith_short_12","alias_value":"BSBVOXJRDEIN","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"pith_short_16","alias_value":"BSBVOXJRDEINMFAD","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"pith_short_8","alias_value":"BSBVOXJR","created_at":"2026-07-05T06:18:36Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2022:BSBVOXJRDEINMFADZWTDDVUBX5","target":"record","payload":{"canonical_record":{"source":{"id":"2211.12892","kind":"arxiv","version":2},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PR","submitted_at":"2022-11-23T11:52:45Z","cross_cats_sorted":[],"title_canon_sha256":"b66366333e2517facafc10588353d78bae4ec27a3cef52e51e77665d29f3e1b7","abstract_canon_sha256":"033cd9d327a2bf172ca83f1faf8ee5663ce6e9724d90751a852390537285e563"},"schema_version":"1.0"},"canonical_sha256":"0c83575d311910d61403cda631d681bf53096298cdc759c2240e35fce759193a","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T06:18:36.935423Z","signature_b64":"Ggf74cRC1bvi9Os8rvFOLjkKE6DYZzurlF7IiQzJZhoHFC7ZHNCu8o8vztTaJ0E5xJVQO9W39dfeBTV36QyYCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0c83575d311910d61403cda631d681bf53096298cdc759c2240e35fce759193a","last_reissued_at":"2026-07-05T06:18:36.935037Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T06:18:36.935037Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2211.12892","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":"2026-07-05T06:18:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"fblKM2ZCRo6C7yvHRMCHy929kkXrb/C/ZdnuteRX17RpOHxG1YqJ2ccEhcnvcQMYTfzYkFXiOMAIp7CxnYZpCQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-11T03:00:17.244117Z"},"content_sha256":"683e36ea88b0c65623f49b185e5a77b07e2ca1df02798afd7be2b3dfa5d0ac11","schema_version":"1.0","event_id":"sha256:683e36ea88b0c65623f49b185e5a77b07e2ca1df02798afd7be2b3dfa5d0ac11"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2022:BSBVOXJRDEINMFADZWTDDVUBX5","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"A new encoding of implied volatility surfaces for their synthetic generation","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PR","authors_text":"Carmine Ventre, John O'Hara, Renzo Tiranti, Wojciech Frys, Yingbo Bai, Zheng Gong","submitted_at":"2022-11-23T11:52:45Z","abstract_excerpt":"In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level. We use a PCA variational auto-encoder model to perfectly represent these descriptors into a latent space of three dimensions. Our new encoding brings significant benefits for synthetic surface generation, in that (i) scenario generation is more interpretable; (ii) volatility extrapolation achieve better accuracy; and, (iii) we propose a solution to infer implied volatility surfaces of a stock from an index to which it belongs directly by modelling their relat"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2211.12892","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2211.12892/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":"2026-07-05T06:18:36Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"+N4bXlrfMkTBlcpR7oRwdNz+Iwuavz+Z1RaeYPMFMYVHpGgOyzNltm1i9H8YhJOTFSQPAraGNsoYa0S/H6PsDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-11T03:00:17.244682Z"},"content_sha256":"94fabb833f8c33dcd3d6665fbb2bfc9ee4666d283f8159d17eb7ba238fc54533","schema_version":"1.0","event_id":"sha256:94fabb833f8c33dcd3d6665fbb2bfc9ee4666d283f8159d17eb7ba238fc54533"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/BSBVOXJRDEINMFADZWTDDVUBX5/bundle.json","state_url":"https://pith.science/pith/BSBVOXJRDEINMFADZWTDDVUBX5/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/BSBVOXJRDEINMFADZWTDDVUBX5/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":"2026-08-11T03:00:17Z","links":{"resolver":"https://pith.science/pith/BSBVOXJRDEINMFADZWTDDVUBX5","bundle":"https://pith.science/pith/BSBVOXJRDEINMFADZWTDDVUBX5/bundle.json","state":"https://pith.science/pith/BSBVOXJRDEINMFADZWTDDVUBX5/state.json","well_known_bundle":"https://pith.science/.well-known/pith/BSBVOXJRDEINMFADZWTDDVUBX5/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2022:BSBVOXJRDEINMFADZWTDDVUBX5","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":"033cd9d327a2bf172ca83f1faf8ee5663ce6e9724d90751a852390537285e563","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PR","submitted_at":"2022-11-23T11:52:45Z","title_canon_sha256":"b66366333e2517facafc10588353d78bae4ec27a3cef52e51e77665d29f3e1b7"},"schema_version":"1.0","source":{"id":"2211.12892","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2211.12892","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"arxiv_version","alias_value":"2211.12892v2","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2211.12892","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"pith_short_12","alias_value":"BSBVOXJRDEIN","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"pith_short_16","alias_value":"BSBVOXJRDEINMFAD","created_at":"2026-07-05T06:18:36Z"},{"alias_kind":"pith_short_8","alias_value":"BSBVOXJR","created_at":"2026-07-05T06:18:36Z"}],"graph_snapshots":[{"event_id":"sha256:94fabb833f8c33dcd3d6665fbb2bfc9ee4666d283f8159d17eb7ba238fc54533","target":"graph","created_at":"2026-07-05T06:18:36Z","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/2211.12892/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level. We use a PCA variational auto-encoder model to perfectly represent these descriptors into a latent space of three dimensions. Our new encoding brings significant benefits for synthetic surface generation, in that (i) scenario generation is more interpretable; (ii) volatility extrapolation achieve better accuracy; and, (iii) we propose a solution to infer implied volatility surfaces of a stock from an index to which it belongs directly by modelling their relat","authors_text":"Carmine Ventre, John O'Hara, Renzo Tiranti, Wojciech Frys, Yingbo Bai, Zheng Gong","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PR","submitted_at":"2022-11-23T11:52:45Z","title":"A new encoding of implied volatility surfaces for their synthetic generation"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2211.12892","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":"sha256:683e36ea88b0c65623f49b185e5a77b07e2ca1df02798afd7be2b3dfa5d0ac11","target":"record","created_at":"2026-07-05T06:18:36Z","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":"033cd9d327a2bf172ca83f1faf8ee5663ce6e9724d90751a852390537285e563","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.PR","submitted_at":"2022-11-23T11:52:45Z","title_canon_sha256":"b66366333e2517facafc10588353d78bae4ec27a3cef52e51e77665d29f3e1b7"},"schema_version":"1.0","source":{"id":"2211.12892","kind":"arxiv","version":2}},"canonical_sha256":"0c83575d311910d61403cda631d681bf53096298cdc759c2240e35fce759193a","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"0c83575d311910d61403cda631d681bf53096298cdc759c2240e35fce759193a","first_computed_at":"2026-07-05T06:18:36.935037Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T06:18:36.935037Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Ggf74cRC1bvi9Os8rvFOLjkKE6DYZzurlF7IiQzJZhoHFC7ZHNCu8o8vztTaJ0E5xJVQO9W39dfeBTV36QyYCA==","signature_status":"signed_v1","signed_at":"2026-07-05T06:18:36.935423Z","signed_message":"canonical_sha256_bytes"},"source_id":"2211.12892","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:683e36ea88b0c65623f49b185e5a77b07e2ca1df02798afd7be2b3dfa5d0ac11","sha256:94fabb833f8c33dcd3d6665fbb2bfc9ee4666d283f8159d17eb7ba238fc54533"],"state_sha256":"c20c69b4cdb2d4fa3aa722c5562d60355b8e10e3397e0452a50e274d70ad6a2b"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"102DBo7SVkKJUjKPVwwEOPUKAIfeb/7FZlu+X3ptLwcA3NA/gpGBOxNNX1xeZkgXYLCDKm0+1bpGX+ybZX9CAw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-11T03:00:17.250532Z","bundle_sha256":"567b2b609fd25b541e0e2bd0129334dba967f5f94d7f404ad0ea6fa8abdfda34"}}