{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:HEYFSGAULIQ55ERS64DEEA3AZV","short_pith_number":"pith:HEYFSGAU","schema_version":"1.0","canonical_sha256":"39305918145a21de9232f706420360cd69a814aca0aef817296125cb0da20fcd","source":{"kind":"arxiv","id":"1201.4580","version":1},"attestation_state":"computed","paper":{"title":"A non-linear model of trading mechanism on a financial market","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.TR","authors_text":"N. Vvedenskaya, V. Belitsky, Y. Suhov","submitted_at":"2012-01-22T17:47:06Z","abstract_excerpt":"We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of orders with different prices. We then perform a re-scaling procedure leading to a deterministic dynamical system controlled by non-linear ordinary differential equations (ODEs). This allows us to introduce approximations for the equilibrium distribution of the model represented by fixed points of deterministic dynamics."},"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":"1201.4580","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2012-01-22T17:47:06Z","cross_cats_sorted":["math.PR"],"title_canon_sha256":"388de6663022b323d948eb84b8c68090276dd6f6f1ff4eaef13a4781f9d4b307","abstract_canon_sha256":"f0f21db9e0dd0edbffdd4e905450e299ecab052729e82cffc05a97b34f9a4ad1"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:29:14.004136Z","signature_b64":"A6Ey8CnOsCH+zPkvmOjHZaiU/17DcfSbbKTEOSdschR3u9/wi67P4SEjkB/rjKNfjEXcyMZVVI0NCPxPr6jpBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"39305918145a21de9232f706420360cd69a814aca0aef817296125cb0da20fcd","last_reissued_at":"2026-05-18T03:29:14.003472Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:29:14.003472Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"A non-linear model of trading mechanism on a financial market","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR"],"primary_cat":"q-fin.TR","authors_text":"N. Vvedenskaya, V. Belitsky, Y. Suhov","submitted_at":"2012-01-22T17:47:06Z","abstract_excerpt":"We introduce a prototype model in an attempt to capture some aspects of market dynamics simulating a trading mechanism. The model description starts with a discrete-space, continuous-time Markov process describing arrival and movement of orders with different prices. We then perform a re-scaling procedure leading to a deterministic dynamical system controlled by non-linear ordinary differential equations (ODEs). This allows us to introduce approximations for the equilibrium distribution of the model represented by fixed points of deterministic dynamics."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1201.4580","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":""},"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":"1201.4580","created_at":"2026-05-18T03:29:14.003573+00:00"},{"alias_kind":"arxiv_version","alias_value":"1201.4580v1","created_at":"2026-05-18T03:29:14.003573+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1201.4580","created_at":"2026-05-18T03:29:14.003573+00:00"},{"alias_kind":"pith_short_12","alias_value":"HEYFSGAULIQ5","created_at":"2026-05-18T12:27:09.501522+00:00"},{"alias_kind":"pith_short_16","alias_value":"HEYFSGAULIQ55ERS","created_at":"2026-05-18T12:27:09.501522+00:00"},{"alias_kind":"pith_short_8","alias_value":"HEYFSGAU","created_at":"2026-05-18T12:27:09.501522+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV","json":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV.json","graph_json":"https://pith.science/api/pith-number/HEYFSGAULIQ55ERS64DEEA3AZV/graph.json","events_json":"https://pith.science/api/pith-number/HEYFSGAULIQ55ERS64DEEA3AZV/events.json","paper":"https://pith.science/paper/HEYFSGAU"},"agent_actions":{"view_html":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV","download_json":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV.json","view_paper":"https://pith.science/paper/HEYFSGAU","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1201.4580&json=true","fetch_graph":"https://pith.science/api/pith-number/HEYFSGAULIQ55ERS64DEEA3AZV/graph.json","fetch_events":"https://pith.science/api/pith-number/HEYFSGAULIQ55ERS64DEEA3AZV/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV/action/timestamp_anchor","attest_storage":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV/action/storage_attestation","attest_author":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV/action/author_attestation","sign_citation":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV/action/citation_signature","submit_replication":"https://pith.science/pith/HEYFSGAULIQ55ERS64DEEA3AZV/action/replication_record"}},"created_at":"2026-05-18T03:29:14.003573+00:00","updated_at":"2026-05-18T03:29:14.003573+00:00"}