{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2026:FBCOITNSAH2RYPQTBQ2ZWHELYF","short_pith_number":"pith:FBCOITNS","canonical_record":{"source":{"id":"2607.00581","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.LG","submitted_at":"2026-07-01T08:06:07Z","cross_cats_sorted":[],"title_canon_sha256":"340324904df884632fc17963eea6fddc6fc6a6979523983f878fb96032915c8e","abstract_canon_sha256":"8e9ff47f4355b1c43eb6ffceb7c9c021e66d287cc00813703f430783f767c1dd"},"schema_version":"1.0"},"canonical_sha256":"2844e44db201f51c3e130c359b1c8bc14e48126fd6e8fc69972e68bcec5104a5","source":{"kind":"arxiv","id":"2607.00581","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2607.00581","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"arxiv_version","alias_value":"2607.00581v1","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2607.00581","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"pith_short_12","alias_value":"FBCOITNSAH2R","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"pith_short_16","alias_value":"FBCOITNSAH2RYPQT","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"pith_short_8","alias_value":"FBCOITNS","created_at":"2026-07-02T01:17:48Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2026:FBCOITNSAH2RYPQTBQ2ZWHELYF","target":"record","payload":{"canonical_record":{"source":{"id":"2607.00581","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.LG","submitted_at":"2026-07-01T08:06:07Z","cross_cats_sorted":[],"title_canon_sha256":"340324904df884632fc17963eea6fddc6fc6a6979523983f878fb96032915c8e","abstract_canon_sha256":"8e9ff47f4355b1c43eb6ffceb7c9c021e66d287cc00813703f430783f767c1dd"},"schema_version":"1.0"},"canonical_sha256":"2844e44db201f51c3e130c359b1c8bc14e48126fd6e8fc69972e68bcec5104a5","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-02T01:17:48.171813Z","signature_b64":"EbgudcJia64FBskzydiwjry3v17P4hh2huQBJzgtLVeSLAG/FrlkY3SYY+er1UDlqMdccjwtiV/aSAIl6NlQDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"2844e44db201f51c3e130c359b1c8bc14e48126fd6e8fc69972e68bcec5104a5","last_reissued_at":"2026-07-02T01:17:48.171384Z","signature_status":"signed_v1","first_computed_at":"2026-07-02T01:17:48.171384Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2607.00581","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":"2026-07-02T01:17:48Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"kWHUsn69cRKF3xxbV9q32veib3QlWhNSvFIkGQoqXgVYDCP4qLMgFXLiSYHl0T0xac/CpSCF80XmCCZjOVwUCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-08T18:18:16.775139Z"},"content_sha256":"f0b65c0f41a4c1691356fb3970d906e75f9ac1e17a50f144d09af4981176d740","schema_version":"1.0","event_id":"sha256:f0b65c0f41a4c1691356fb3970d906e75f9ac1e17a50f144d09af4981176d740"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2026:FBCOITNSAH2RYPQTBQ2ZWHELYF","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Decision-focused Sparse Tangent Portfolio Optimization","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"cs.LG","authors_text":"Haeun Jeon, Hyunglip Bae, Seunghoon Choi, Woo Chang Kim, Yongjae Lee","submitted_at":"2026-07-01T08:06:07Z","abstract_excerpt":"Sparse tangent portfolio optimization aims to learn an interpretable, low-cardinality portfolio in the tangency direction of the mean-variance frontier. However, the associated cardinality-constrained formulation is NP-hard, and standard predict-then-optimize pipelines often misalign forecasting accuracy with downstream portfolio quality. We propose an end-to-end decision-focused learning framework that reformulates Sharpe ratio maximization as a Disciplined Parametrized Programming (DPP)-compliant convex programming layer and replaces discrete selection with a smooth top-$k$ operator enforcin"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2607.00581","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/2607.00581/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":"2026-07-02T01:17:48Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"WeisWJvl2gLDGQC1p+YK61gyjB+olbccn4rj42er+w6KbXRDCUY6Zak93nHxjzkYPrC0jmmyBUOlm+72MyfwCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-08T18:18:16.775636Z"},"content_sha256":"5150f1633be02939fa1e67a325a2a327a768b700987807afc0fd8efb5282d3f8","schema_version":"1.0","event_id":"sha256:5150f1633be02939fa1e67a325a2a327a768b700987807afc0fd8efb5282d3f8"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF/bundle.json","state_url":"https://pith.science/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF/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":"2026-08-08T18:18:16Z","links":{"resolver":"https://pith.science/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF","bundle":"https://pith.science/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF/bundle.json","state":"https://pith.science/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF/state.json","well_known_bundle":"https://pith.science/.well-known/pith/FBCOITNSAH2RYPQTBQ2ZWHELYF/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2026:FBCOITNSAH2RYPQTBQ2ZWHELYF","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":"8e9ff47f4355b1c43eb6ffceb7c9c021e66d287cc00813703f430783f767c1dd","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.LG","submitted_at":"2026-07-01T08:06:07Z","title_canon_sha256":"340324904df884632fc17963eea6fddc6fc6a6979523983f878fb96032915c8e"},"schema_version":"1.0","source":{"id":"2607.00581","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2607.00581","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"arxiv_version","alias_value":"2607.00581v1","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2607.00581","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"pith_short_12","alias_value":"FBCOITNSAH2R","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"pith_short_16","alias_value":"FBCOITNSAH2RYPQT","created_at":"2026-07-02T01:17:48Z"},{"alias_kind":"pith_short_8","alias_value":"FBCOITNS","created_at":"2026-07-02T01:17:48Z"}],"graph_snapshots":[{"event_id":"sha256:5150f1633be02939fa1e67a325a2a327a768b700987807afc0fd8efb5282d3f8","target":"graph","created_at":"2026-07-02T01:17:48Z","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/2607.00581/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Sparse tangent portfolio optimization aims to learn an interpretable, low-cardinality portfolio in the tangency direction of the mean-variance frontier. However, the associated cardinality-constrained formulation is NP-hard, and standard predict-then-optimize pipelines often misalign forecasting accuracy with downstream portfolio quality. We propose an end-to-end decision-focused learning framework that reformulates Sharpe ratio maximization as a Disciplined Parametrized Programming (DPP)-compliant convex programming layer and replaces discrete selection with a smooth top-$k$ operator enforcin","authors_text":"Haeun Jeon, Hyunglip Bae, Seunghoon Choi, Woo Chang Kim, Yongjae Lee","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.LG","submitted_at":"2026-07-01T08:06:07Z","title":"Decision-focused Sparse Tangent Portfolio Optimization"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2607.00581","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:f0b65c0f41a4c1691356fb3970d906e75f9ac1e17a50f144d09af4981176d740","target":"record","created_at":"2026-07-02T01:17:48Z","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":"8e9ff47f4355b1c43eb6ffceb7c9c021e66d287cc00813703f430783f767c1dd","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.LG","submitted_at":"2026-07-01T08:06:07Z","title_canon_sha256":"340324904df884632fc17963eea6fddc6fc6a6979523983f878fb96032915c8e"},"schema_version":"1.0","source":{"id":"2607.00581","kind":"arxiv","version":1}},"canonical_sha256":"2844e44db201f51c3e130c359b1c8bc14e48126fd6e8fc69972e68bcec5104a5","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"2844e44db201f51c3e130c359b1c8bc14e48126fd6e8fc69972e68bcec5104a5","first_computed_at":"2026-07-02T01:17:48.171384Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-02T01:17:48.171384Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"EbgudcJia64FBskzydiwjry3v17P4hh2huQBJzgtLVeSLAG/FrlkY3SYY+er1UDlqMdccjwtiV/aSAIl6NlQDw==","signature_status":"signed_v1","signed_at":"2026-07-02T01:17:48.171813Z","signed_message":"canonical_sha256_bytes"},"source_id":"2607.00581","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f0b65c0f41a4c1691356fb3970d906e75f9ac1e17a50f144d09af4981176d740","sha256:5150f1633be02939fa1e67a325a2a327a768b700987807afc0fd8efb5282d3f8"],"state_sha256":"c0080ed288e72911384991f7981338f79e4b63b145a3ffc2b93397036c39b7dc"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ppyCEGkLk8a8Jjc0H/TesLIHw8AyMjWPN7MECdC5Pa+8XwKEZiX6Hj34yjL/j/WBwalYjgeNnUG+TEsBE/UWCA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-08T18:18:16.779400Z","bundle_sha256":"29a9e8ddc41f753f864ace421053a11bfcb2f411cc593328af93a1bcf94ad08f"}}