{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:HP7SFVANCETKMYIM7TVDJK7L4E","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":"1e3c31bfd725514f80e7b0c8ef2f81875aa42c7e92e1de075f5b535d0b97fd5f","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-10T08:46:55Z","title_canon_sha256":"6ad4d3dc3b8f3f92957cb13690e6c7019da5bec32ee116c9da8c777561c7120c"},"schema_version":"1.0","source":{"id":"1805.03890","kind":"arxiv","version":4}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1805.03890","created_at":"2026-07-05T03:34:41Z"},{"alias_kind":"arxiv_version","alias_value":"1805.03890v4","created_at":"2026-07-05T03:34:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1805.03890","created_at":"2026-07-05T03:34:41Z"},{"alias_kind":"pith_short_12","alias_value":"HP7SFVANCETK","created_at":"2026-07-05T03:34:41Z"},{"alias_kind":"pith_short_16","alias_value":"HP7SFVANCETKMYIM","created_at":"2026-07-05T03:34:41Z"},{"alias_kind":"pith_short_8","alias_value":"HP7SFVAN","created_at":"2026-07-05T03:34:41Z"}],"graph_snapshots":[{"event_id":"sha256:186f534272e8bf57d60c6f2a887ab6606b605e3d4eb87c97ce2671e0e9406a5e","target":"graph","created_at":"2026-07-05T03:34:41Z","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/1805.03890/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Several well-established benchmark predictors exist for Value-at-Risk (VaR), a major instrument for financial risk management. Hybrid methods combining AR-GARCH filtering with skewed-$t$ residuals and the extreme value theory-based approach are particularly recommended. This study introduces yet another VaR predictor, G-VaR, which follows a novel methodology. Inspired by the recent mathematical theory of sublinear expectation, G-VaR is built upon the concept of model uncertainty, which in the present case signifies that the inherent volatility of financial returns cannot be characterized by a ","authors_text":"Jianfeng Yao, Shige Peng, Shuzhen Yang","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-10T08:46:55Z","title":"Improving Value-at-Risk prediction under model uncertainty"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1805.03890","kind":"arxiv","version":4},"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":"sha256:65900496b1dbda19aaa700976250141f09dd45258e694f61a844e6ba08d61f8e","target":"record","created_at":"2026-07-05T03:34:41Z","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":"1e3c31bfd725514f80e7b0c8ef2f81875aa42c7e92e1de075f5b535d0b97fd5f","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-10T08:46:55Z","title_canon_sha256":"6ad4d3dc3b8f3f92957cb13690e6c7019da5bec32ee116c9da8c777561c7120c"},"schema_version":"1.0","source":{"id":"1805.03890","kind":"arxiv","version":4}},"canonical_sha256":"3bff22d40d1126a6610cfcea34abebe12a6b7255af5e9ecbdb44ad41f348178e","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"3bff22d40d1126a6610cfcea34abebe12a6b7255af5e9ecbdb44ad41f348178e","first_computed_at":"2026-07-05T03:34:41.088181Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T03:34:41.088181Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"eCJg74r8DcHwCo9lyrhziHVjBHUARe33KaVHDLv6rC8ul+Tz/oOACr8bHVUgOPUioDJOVpXoVEawOVJ7SNd6Ag==","signature_status":"signed_v1","signed_at":"2026-07-05T03:34:41.088528Z","signed_message":"canonical_sha256_bytes"},"source_id":"1805.03890","source_kind":"arxiv","source_version":4}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:65900496b1dbda19aaa700976250141f09dd45258e694f61a844e6ba08d61f8e","sha256:186f534272e8bf57d60c6f2a887ab6606b605e3d4eb87c97ce2671e0e9406a5e"],"state_sha256":"1f230528ea4653d8deb6bdc8ee2395d3b1422799ab08c2a31e77db3b5add2fa3"}