{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2025:FKARLL3H5C4TBLSTYNY6PCXJK2","short_pith_number":"pith:FKARLL3H","schema_version":"1.0","canonical_sha256":"2a8115af67e8b930ae53c371e78ae956b5154dc9db8a31157314b825e6395512","source":{"kind":"arxiv","id":"2501.09683","version":2},"attestation_state":"computed","paper":{"title":"Rough kernel hedging","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["cs.LG","stat.ML"],"primary_cat":"math.FA","authors_text":"Cristopher Salvi, Nicola Muca Cirone","submitted_at":"2025-01-16T17:34:49Z","abstract_excerpt":"Building on the functional-analytic framework of operator-valued kernels and un-truncated signature kernels, we propose a scalable, provably convergent signature-based algorithm for a broad class of high-dimensional, path-dependent hedging problems. We make minimal assumptions about market dynamics by modelling them as general geometric rough paths, yielding a fully model-free approach. Furthermore, through a representer theorem, we provide theoretical guarantees on the existence and uniqueness of a global minimum for the resulting optimization problem and derive an analytic solution under hig"},"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":"2501.09683","kind":"arxiv","version":2},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"math.FA","submitted_at":"2025-01-16T17:34:49Z","cross_cats_sorted":["cs.LG","stat.ML"],"title_canon_sha256":"92018b9c216b84cfbdaccdb620329a16e9fa463ab0c252d01875196ba13531aa","abstract_canon_sha256":"71b8f434b7841b8c3317e2639d43735c32fb924504fd6e0215a8d10f16016d73"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T10:09:51.563805Z","signature_b64":"80SLrFGkjkJTEf2Fm6Ex45kP945DftAnvwlhTMqm0xuH5GX0K1h3o8XEI1IhILVkM321/SvNoiE4u5GB6lw/AQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"2a8115af67e8b930ae53c371e78ae956b5154dc9db8a31157314b825e6395512","last_reissued_at":"2026-07-05T10:09:51.563298Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T10:09:51.563298Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Rough kernel hedging","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["cs.LG","stat.ML"],"primary_cat":"math.FA","authors_text":"Cristopher Salvi, Nicola Muca Cirone","submitted_at":"2025-01-16T17:34:49Z","abstract_excerpt":"Building on the functional-analytic framework of operator-valued kernels and un-truncated signature kernels, we propose a scalable, provably convergent signature-based algorithm for a broad class of high-dimensional, path-dependent hedging problems. We make minimal assumptions about market dynamics by modelling them as general geometric rough paths, yielding a fully model-free approach. Furthermore, through a representer theorem, we provide theoretical guarantees on the existence and uniqueness of a global minimum for the resulting optimization problem and derive an analytic solution under hig"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2501.09683","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/2501.09683/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":"2501.09683","created_at":"2026-07-05T10:09:51.563365+00:00"},{"alias_kind":"arxiv_version","alias_value":"2501.09683v2","created_at":"2026-07-05T10:09:51.563365+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2501.09683","created_at":"2026-07-05T10:09:51.563365+00:00"},{"alias_kind":"pith_short_12","alias_value":"FKARLL3H5C4T","created_at":"2026-07-05T10:09:51.563365+00:00"},{"alias_kind":"pith_short_16","alias_value":"FKARLL3H5C4TBLST","created_at":"2026-07-05T10:09:51.563365+00:00"},{"alias_kind":"pith_short_8","alias_value":"FKARLL3H","created_at":"2026-07-05T10:09:51.563365+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2502.03163","citing_title":"Signature Reconstruction from Randomized Signatures","ref_index":38,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2","json":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2.json","graph_json":"https://pith.science/api/pith-number/FKARLL3H5C4TBLSTYNY6PCXJK2/graph.json","events_json":"https://pith.science/api/pith-number/FKARLL3H5C4TBLSTYNY6PCXJK2/events.json","paper":"https://pith.science/paper/FKARLL3H"},"agent_actions":{"view_html":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2","download_json":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2.json","view_paper":"https://pith.science/paper/FKARLL3H","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2501.09683&json=true","fetch_graph":"https://pith.science/api/pith-number/FKARLL3H5C4TBLSTYNY6PCXJK2/graph.json","fetch_events":"https://pith.science/api/pith-number/FKARLL3H5C4TBLSTYNY6PCXJK2/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2/action/timestamp_anchor","attest_storage":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2/action/storage_attestation","attest_author":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2/action/author_attestation","sign_citation":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2/action/citation_signature","submit_replication":"https://pith.science/pith/FKARLL3H5C4TBLSTYNY6PCXJK2/action/replication_record"}},"created_at":"2026-07-05T10:09:51.563365+00:00","updated_at":"2026-07-05T10:09:51.563365+00:00"}