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Pith Number

pith:GB5M2OZE

pith:2015:GB5M2OZEPIOE7SE5NTD7RO2TM5
not attested not anchored not stored refs pending

Analysis of Ornstein-Uhlenbeck process stopped at maximum drawdown and application to trading strategies with trailing stops

Grigory Temnov

arxiv:1507.01610 v1 · 2015-07-06 · q-fin.TR · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{GB5M2OZEPIOE7SE5NTD7RO2TM5}

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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.
Receipt and verification
First computed 2026-05-18T01:37:11.809476Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

307acd3b247a1c4fc89d6cc7f8bb53677a284aa2fe81f6bd613ff458c6176920

Aliases

arxiv: 1507.01610 · arxiv_version: 1507.01610v1 · doi: 10.48550/arxiv.1507.01610 · pith_short_12: GB5M2OZEPIOE · pith_short_16: GB5M2OZEPIOE7SE5 · pith_short_8: GB5M2OZE
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/GB5M2OZEPIOE7SE5NTD7RO2TM5 \
  | 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: 307acd3b247a1c4fc89d6cc7f8bb53677a284aa2fe81f6bd613ff458c6176920
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "58ead9d3e37a51237d4e1acacb49b45abda41de040f77297820078bbb1ffe7d6",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.TR",
    "submitted_at": "2015-07-06T20:07:44Z",
    "title_canon_sha256": "f40dcf766d210a1e410f50e2696ea66b26753cd91f786ed62bd81e914cd90e52"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1507.01610",
    "kind": "arxiv",
    "version": 1
  }
}