{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2024:EZXXULZ2FY4D6TLCDRPGHPGEXZ","short_pith_number":"pith:EZXXULZ2","canonical_record":{"source":{"id":"2402.11999","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2024-02-19T09:46:17Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"0d180bad64aef46936132bb45beb4a11c1f864429c2a69f4e42e63c89324939c","abstract_canon_sha256":"dfb2fd51a995755c7c772e7d25ab8956257e736212fa0a3f6013174b73148f74"},"schema_version":"1.0"},"canonical_sha256":"266f7a2f3a2e383f4d621c5e63bcc4be50c19f2a977cef19794a88278cae8aa2","source":{"kind":"arxiv","id":"2402.11999","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2402.11999","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"arxiv_version","alias_value":"2402.11999v1","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2402.11999","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"pith_short_12","alias_value":"EZXXULZ2FY4D","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"pith_short_16","alias_value":"EZXXULZ2FY4D6TLC","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"pith_short_8","alias_value":"EZXXULZ2","created_at":"2026-07-05T07:46:47Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2024:EZXXULZ2FY4D6TLCDRPGHPGEXZ","target":"record","payload":{"canonical_record":{"source":{"id":"2402.11999","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2024-02-19T09:46:17Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"0d180bad64aef46936132bb45beb4a11c1f864429c2a69f4e42e63c89324939c","abstract_canon_sha256":"dfb2fd51a995755c7c772e7d25ab8956257e736212fa0a3f6013174b73148f74"},"schema_version":"1.0"},"canonical_sha256":"266f7a2f3a2e383f4d621c5e63bcc4be50c19f2a977cef19794a88278cae8aa2","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T07:46:47.141258Z","signature_b64":"bni8gLKyr6KaA3+cTeIWg+MgQ9ecOLhzSnuejnnepbeFvukR3AnAW/BEDtu7T4XCNmdvtkSfCFrmaiA6Jd2EBw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"266f7a2f3a2e383f4d621c5e63bcc4be50c19f2a977cef19794a88278cae8aa2","last_reissued_at":"2026-07-05T07:46:47.140806Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T07:46:47.140806Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2402.11999","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":"2026-07-05T07:46:47Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"VrPBAg8K7Xwm6UM+Yp1TOxoH8t17U0lj5TM8+bTsNB3Zrj/Rmqyejd1b58dvUjzYfJOWyNj06snQ/6vxeQjbBA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-14T13:40:20.023551Z"},"content_sha256":"da6ce218e8e85c8cd815dbf03c7a4f66a5fad678d88218dfd0b2a7cbba8ac85f","schema_version":"1.0","event_id":"sha256:da6ce218e8e85c8cd815dbf03c7a4f66a5fad678d88218dfd0b2a7cbba8ac85f"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2024:EZXXULZ2FY4D6TLCDRPGHPGEXZ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"CV@R penalized portfolio optimization with biased stochastic mirror descent","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"math.OC","authors_text":"Lorick Huang, Manon Costa, S\\'ebastien Gadat","submitted_at":"2024-02-19T09:46:17Z","abstract_excerpt":"This article studies and solves the problem of optimal portfolio allocation with CV@R penalty when dealing with imperfectly simulated financial assets. We use a Stochastic biased Mirror Descent to find optimal resource allocation for a portfolio whose underlying assets cannot be generated exactly and may only be approximated with a numerical scheme that satisfies suitable error bounds, under a risk management constraint. We establish almost sure asymptotic properties as well as the rate of convergence for the averaged algorithm. We then focus on the optimal tuning of the overall procedure to o"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2402.11999","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/2402.11999/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":"2026-07-05T07:46:47Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"J0UCiIuTD7RmjFqlmX2bD2rewLgRS5gOeYLBe6pe9O9bF4k9C+3n/j9KPZgmltmBs/VrIYH1cTkGwXVG/JxFAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-14T13:40:20.024040Z"},"content_sha256":"a272d74623bcaaf3801055cecfc4111d7b6d391d8463996dd22900591fddcace","schema_version":"1.0","event_id":"sha256:a272d74623bcaaf3801055cecfc4111d7b6d391d8463996dd22900591fddcace"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ/bundle.json","state_url":"https://pith.science/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ/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":"2026-08-14T13:40:20Z","links":{"resolver":"https://pith.science/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ","bundle":"https://pith.science/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ/bundle.json","state":"https://pith.science/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/EZXXULZ2FY4D6TLCDRPGHPGEXZ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:EZXXULZ2FY4D6TLCDRPGHPGEXZ","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":"dfb2fd51a995755c7c772e7d25ab8956257e736212fa0a3f6013174b73148f74","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2024-02-19T09:46:17Z","title_canon_sha256":"0d180bad64aef46936132bb45beb4a11c1f864429c2a69f4e42e63c89324939c"},"schema_version":"1.0","source":{"id":"2402.11999","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2402.11999","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"arxiv_version","alias_value":"2402.11999v1","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2402.11999","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"pith_short_12","alias_value":"EZXXULZ2FY4D","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"pith_short_16","alias_value":"EZXXULZ2FY4D6TLC","created_at":"2026-07-05T07:46:47Z"},{"alias_kind":"pith_short_8","alias_value":"EZXXULZ2","created_at":"2026-07-05T07:46:47Z"}],"graph_snapshots":[{"event_id":"sha256:a272d74623bcaaf3801055cecfc4111d7b6d391d8463996dd22900591fddcace","target":"graph","created_at":"2026-07-05T07:46:47Z","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/2402.11999/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"This article studies and solves the problem of optimal portfolio allocation with CV@R penalty when dealing with imperfectly simulated financial assets. We use a Stochastic biased Mirror Descent to find optimal resource allocation for a portfolio whose underlying assets cannot be generated exactly and may only be approximated with a numerical scheme that satisfies suitable error bounds, under a risk management constraint. We establish almost sure asymptotic properties as well as the rate of convergence for the averaged algorithm. We then focus on the optimal tuning of the overall procedure to o","authors_text":"Lorick Huang, Manon Costa, S\\'ebastien Gadat","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2024-02-19T09:46:17Z","title":"CV@R penalized portfolio optimization with biased stochastic mirror descent"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2402.11999","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:da6ce218e8e85c8cd815dbf03c7a4f66a5fad678d88218dfd0b2a7cbba8ac85f","target":"record","created_at":"2026-07-05T07:46:47Z","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":"dfb2fd51a995755c7c772e7d25ab8956257e736212fa0a3f6013174b73148f74","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2024-02-19T09:46:17Z","title_canon_sha256":"0d180bad64aef46936132bb45beb4a11c1f864429c2a69f4e42e63c89324939c"},"schema_version":"1.0","source":{"id":"2402.11999","kind":"arxiv","version":1}},"canonical_sha256":"266f7a2f3a2e383f4d621c5e63bcc4be50c19f2a977cef19794a88278cae8aa2","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"266f7a2f3a2e383f4d621c5e63bcc4be50c19f2a977cef19794a88278cae8aa2","first_computed_at":"2026-07-05T07:46:47.140806Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T07:46:47.140806Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"bni8gLKyr6KaA3+cTeIWg+MgQ9ecOLhzSnuejnnepbeFvukR3AnAW/BEDtu7T4XCNmdvtkSfCFrmaiA6Jd2EBw==","signature_status":"signed_v1","signed_at":"2026-07-05T07:46:47.141258Z","signed_message":"canonical_sha256_bytes"},"source_id":"2402.11999","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:da6ce218e8e85c8cd815dbf03c7a4f66a5fad678d88218dfd0b2a7cbba8ac85f","sha256:a272d74623bcaaf3801055cecfc4111d7b6d391d8463996dd22900591fddcace"],"state_sha256":"f4b3af8e94b4c8c0ebcdd513ecebd521049b1f9cfac700997801afcd2d68899a"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"70nhpSw6fHeVjKmUKojbOzM8gPoFDmC7uFX3b+dJ+Nx9k4jiUcbNaOr0fyTDchf4KH3jb57m58PQv5YxJA26Ag==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-14T13:40:20.028661Z","bundle_sha256":"8909c7284718fd2549972ea47dedf09be3de46c15f2a2d996ec500f0d7269907"}}