Pith Number

pith:CQ2ROECA

pith:2019:CQ2ROECA7WP4H72GHTRZSMECYA

not attested not anchored not stored refs pending

A neural network-based framework for financial model calibration

Anastasia Borovykh, Cornelis W. Oosterlee, Lech A. Grzelak, Shuaiqiang Liu

arxiv:1904.10523 v1 · 2019-04-23 · q-fin.CP · cs.LG · q-fin.MF

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\usepackage{pith}
\pithnumber{CQ2ROECA7WP4H72GHTRZSMECYA}

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Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

1 paper in Pith

On deep calibration of (rough) stochastic volatility models

Receipt and verification

First computed	2026-07-05T00:37:27.075061Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

1435171040fd9fc3ff463ce3993082c03c79b0ba25bf7dfd55d6382e04332541

Aliases

arxiv: 1904.10523 · arxiv_version: 1904.10523v1 · doi: 10.48550/arxiv.1904.10523 · pith_short_12: CQ2ROECA7WP4 · pith_short_16: CQ2ROECA7WP4H72G · pith_short_8: CQ2ROECA

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/CQ2ROECA7WP4H72GHTRZSMECYA \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 1435171040fd9fc3ff463ce3993082c03c79b0ba25bf7dfd55d6382e04332541

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "ef63f60d917d45e277204572d7ccb0e1ae53f09499bfe8cb789157c442aff822",
    "cross_cats_sorted": [
      "cs.LG",
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.CP",
    "submitted_at": "2019-04-23T20:12:18Z",
    "title_canon_sha256": "9cfc3b0213fae332e6889a300cc498c27ea1d8fef2455298b72ca9f4b77fadd2"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1904.10523",
    "kind": "arxiv",
    "version": 1
  }
}