{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2021:I7R4ERWDWGBG55H5SFEZPABDJN","short_pith_number":"pith:I7R4ERWD","canonical_record":{"source":{"id":"2111.11286","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2021-11-22T15:45:23Z","cross_cats_sorted":[],"title_canon_sha256":"b3b4b29749d551d410c2d2519ff1ce934f4f7dce53d283a21eaa345fd7e85b21","abstract_canon_sha256":"f4d9175af493c58cc47e25721c83edfa31519df804b4b4d4040f1c1be5007bd7"},"schema_version":"1.0"},"canonical_sha256":"47e3c246c3b1826ef4fd91499780234b4dcaea8c41634edf6e913c3f79a43a5b","source":{"kind":"arxiv","id":"2111.11286","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2111.11286","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"arxiv_version","alias_value":"2111.11286v1","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2111.11286","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"pith_short_12","alias_value":"I7R4ERWDWGBG","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"pith_short_16","alias_value":"I7R4ERWDWGBG55H5","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"pith_short_8","alias_value":"I7R4ERWD","created_at":"2026-07-05T03:34:01Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2021:I7R4ERWDWGBG55H5SFEZPABDJN","target":"record","payload":{"canonical_record":{"source":{"id":"2111.11286","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2021-11-22T15:45:23Z","cross_cats_sorted":[],"title_canon_sha256":"b3b4b29749d551d410c2d2519ff1ce934f4f7dce53d283a21eaa345fd7e85b21","abstract_canon_sha256":"f4d9175af493c58cc47e25721c83edfa31519df804b4b4d4040f1c1be5007bd7"},"schema_version":"1.0"},"canonical_sha256":"47e3c246c3b1826ef4fd91499780234b4dcaea8c41634edf6e913c3f79a43a5b","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T03:34:01.665636Z","signature_b64":"5RPRxFYKXeeECYgT/Mc5PUhM9T2PSOF86sN71jeCcMlQktx2xMljRCdanWPIUKFXn27HN2VRnAe5ZRV2zGYpAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"47e3c246c3b1826ef4fd91499780234b4dcaea8c41634edf6e913c3f79a43a5b","last_reissued_at":"2026-07-05T03:34:01.665214Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T03:34:01.665214Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2111.11286","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":"2026-07-05T03:34:01Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"wMeuVj/ipthccaosrzVd95hfs90NCGb7akaFO5AlsSuhzIefs55KhbFLuWvzhVusxY3/rOvd/xGJXqT2mctRAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-17T19:38:26.450318Z"},"content_sha256":"4757531a447b8c3b1e9b4a10b7cbae25e84ff86980d9f4d5b0a2181dfd337d0e","schema_version":"1.0","event_id":"sha256:4757531a447b8c3b1e9b4a10b7cbae25e84ff86980d9f4d5b0a2181dfd337d0e"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2021:I7R4ERWDWGBG55H5SFEZPABDJN","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Portfolio optimization with idiosyncratic and systemic risks for financial networks","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Chao Wang, Jihui Han, Lin Chen, Longfeng Zhao, Yajie Yang","submitted_at":"2021-11-22T15:45:23Z","abstract_excerpt":"In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived from the asset correlation networks, respectively. We construct three types of financial networks in which nodes indicate assets and edges are based on three correlation measures. Starting from the multi-objective model, we formulate and solve the asset allocation problem. We find that the optimal portfolios obtained through the multi-objective with networked a"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2111.11286","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/2111.11286/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":"2026-07-05T03:34:01Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"wkF29t/yLXfMUSPgKHQeQrSff40Qy2F0PNbdZLK7ZqGroth8y2/kbydvV5Vb+dmrZ0YozaPSWBj91iHjwxLXAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-17T19:38:26.451045Z"},"content_sha256":"e64161380a3f240238cc0f8dad4c1d173c4d20b914fc92872759fa46adec7493","schema_version":"1.0","event_id":"sha256:e64161380a3f240238cc0f8dad4c1d173c4d20b914fc92872759fa46adec7493"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/I7R4ERWDWGBG55H5SFEZPABDJN/bundle.json","state_url":"https://pith.science/pith/I7R4ERWDWGBG55H5SFEZPABDJN/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/I7R4ERWDWGBG55H5SFEZPABDJN/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":"2026-08-17T19:38:26Z","links":{"resolver":"https://pith.science/pith/I7R4ERWDWGBG55H5SFEZPABDJN","bundle":"https://pith.science/pith/I7R4ERWDWGBG55H5SFEZPABDJN/bundle.json","state":"https://pith.science/pith/I7R4ERWDWGBG55H5SFEZPABDJN/state.json","well_known_bundle":"https://pith.science/.well-known/pith/I7R4ERWDWGBG55H5SFEZPABDJN/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2021:I7R4ERWDWGBG55H5SFEZPABDJN","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":"f4d9175af493c58cc47e25721c83edfa31519df804b4b4d4040f1c1be5007bd7","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2021-11-22T15:45:23Z","title_canon_sha256":"b3b4b29749d551d410c2d2519ff1ce934f4f7dce53d283a21eaa345fd7e85b21"},"schema_version":"1.0","source":{"id":"2111.11286","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2111.11286","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"arxiv_version","alias_value":"2111.11286v1","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2111.11286","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"pith_short_12","alias_value":"I7R4ERWDWGBG","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"pith_short_16","alias_value":"I7R4ERWDWGBG55H5","created_at":"2026-07-05T03:34:01Z"},{"alias_kind":"pith_short_8","alias_value":"I7R4ERWD","created_at":"2026-07-05T03:34:01Z"}],"graph_snapshots":[{"event_id":"sha256:e64161380a3f240238cc0f8dad4c1d173c4d20b914fc92872759fa46adec7493","target":"graph","created_at":"2026-07-05T03:34:01Z","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/2111.11286/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived from the asset correlation networks, respectively. We construct three types of financial networks in which nodes indicate assets and edges are based on three correlation measures. Starting from the multi-objective model, we formulate and solve the asset allocation problem. We find that the optimal portfolios obtained through the multi-objective with networked a","authors_text":"Chao Wang, Jihui Han, Lin Chen, Longfeng Zhao, Yajie Yang","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2021-11-22T15:45:23Z","title":"Portfolio optimization with idiosyncratic and systemic risks for financial networks"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2111.11286","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":"sha256:4757531a447b8c3b1e9b4a10b7cbae25e84ff86980d9f4d5b0a2181dfd337d0e","target":"record","created_at":"2026-07-05T03:34:01Z","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":"f4d9175af493c58cc47e25721c83edfa31519df804b4b4d4040f1c1be5007bd7","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2021-11-22T15:45:23Z","title_canon_sha256":"b3b4b29749d551d410c2d2519ff1ce934f4f7dce53d283a21eaa345fd7e85b21"},"schema_version":"1.0","source":{"id":"2111.11286","kind":"arxiv","version":1}},"canonical_sha256":"47e3c246c3b1826ef4fd91499780234b4dcaea8c41634edf6e913c3f79a43a5b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"47e3c246c3b1826ef4fd91499780234b4dcaea8c41634edf6e913c3f79a43a5b","first_computed_at":"2026-07-05T03:34:01.665214Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T03:34:01.665214Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"5RPRxFYKXeeECYgT/Mc5PUhM9T2PSOF86sN71jeCcMlQktx2xMljRCdanWPIUKFXn27HN2VRnAe5ZRV2zGYpAw==","signature_status":"signed_v1","signed_at":"2026-07-05T03:34:01.665636Z","signed_message":"canonical_sha256_bytes"},"source_id":"2111.11286","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:4757531a447b8c3b1e9b4a10b7cbae25e84ff86980d9f4d5b0a2181dfd337d0e","sha256:e64161380a3f240238cc0f8dad4c1d173c4d20b914fc92872759fa46adec7493"],"state_sha256":"26dd80b88ad157a60a2a70625065270e24092e76a0bc8979f47243214d4f7ae0"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pJTDwl/R2GdjlibiBQGmYZngTUMo1OBnX5pYkd9VJTrT5ixLlBcT6UFWqVneajvYfDVDwfdF1A4T/+YroVphAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-17T19:38:26.460428Z","bundle_sha256":"dbb09b5beda2de4eb1a5dc27550375c15942f1d0ee5d7b871c800a6b7f318a2c"}}