{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:JO2EJR5YWXFS4TKVVCG6IXBN6A","short_pith_number":"pith:JO2EJR5Y","canonical_record":{"source":{"id":"1801.07817","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-24T00:12:05Z","cross_cats_sorted":[],"title_canon_sha256":"90bd784d54ccbeeba1613d31682f8ece0e65a47bfcdd2fa0add56c49498fdb5c","abstract_canon_sha256":"b0f1e582b6403272bdae9bd87bdbdeab0ed718fdc5510bddade47e4413862538"},"schema_version":"1.0"},"canonical_sha256":"4bb444c7b8b5cb2e4d55a88de45c2df0038959ac60537fd52f8b00ebec8825d6","source":{"kind":"arxiv","id":"1801.07817","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1801.07817","created_at":"2026-05-18T00:25:10Z"},{"alias_kind":"arxiv_version","alias_value":"1801.07817v1","created_at":"2026-05-18T00:25:10Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1801.07817","created_at":"2026-05-18T00:25:10Z"},{"alias_kind":"pith_short_12","alias_value":"JO2EJR5YWXFS","created_at":"2026-05-18T12:32:31Z"},{"alias_kind":"pith_short_16","alias_value":"JO2EJR5YWXFS4TKV","created_at":"2026-05-18T12:32:31Z"},{"alias_kind":"pith_short_8","alias_value":"JO2EJR5Y","created_at":"2026-05-18T12:32:31Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:JO2EJR5YWXFS4TKVVCG6IXBN6A","target":"record","payload":{"canonical_record":{"source":{"id":"1801.07817","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-24T00:12:05Z","cross_cats_sorted":[],"title_canon_sha256":"90bd784d54ccbeeba1613d31682f8ece0e65a47bfcdd2fa0add56c49498fdb5c","abstract_canon_sha256":"b0f1e582b6403272bdae9bd87bdbdeab0ed718fdc5510bddade47e4413862538"},"schema_version":"1.0"},"canonical_sha256":"4bb444c7b8b5cb2e4d55a88de45c2df0038959ac60537fd52f8b00ebec8825d6","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:25:10.771146Z","signature_b64":"SEJ4JUvdbGbnRQDFZXrJBw/TWExKYm2tZn12Ma/baZCgl2nKfGEOjU1fcyiuSt5A9CKgM6EmMLUIGaL6HYdqDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"4bb444c7b8b5cb2e4d55a88de45c2df0038959ac60537fd52f8b00ebec8825d6","last_reissued_at":"2026-05-18T00:25:10.770549Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:25:10.770549Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1801.07817","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":"2026-05-18T00:25:10Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"zLymSrweVVmdixdeVo6Bl0V0X2S4Y2LB4vNuKFVgh45hZMXgCijG8gO9pIKXiDzGY2bf+hEc0mw8D39P+ACxDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-25T12:02:15.439869Z"},"content_sha256":"048c568f0fb0382c6e36562d5cda952197995d29f21f68e395a7b04a0e0d539c","schema_version":"1.0","event_id":"sha256:048c568f0fb0382c6e36562d5cda952197995d29f21f68e395a7b04a0e0d539c"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:JO2EJR5YWXFS4TKVVCG6IXBN6A","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Generalised Lyapunov Functions and Functionally Generated Trading Strategies","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Johannes Ruf, Kangjianan Xie","submitted_at":"2018-01-24T00:12:05Z","abstract_excerpt":"This paper investigates the dependence of functional portfolio generation, introduced by Fernholz (1999), on an extra finite variation process. The framework of Karatzas and Ruf (2017) is used to formulate conditions on trading strategies to be strong arbitrage relative to the market over sufficiently large time horizons. A mollification argument and Komlos theorem yield a general class of potential arbitrage strategies. These theoretical results are complemented by several empirical examples using data from the S&P 500 stocks."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.07817","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:25:10Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"nw19iPa0dFb9XzTejTf2S0Dyz3cx78cpRIURnXbbRHGuAfnxEpT/P+SKrQxkMtUZTnPiyiv4EA0v0x9Sqbv1Bw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-25T12:02:15.440562Z"},"content_sha256":"913978102fc176dafef9f51e58c506fbf0e628aa9e245580ec08b5b1c5ffc800","schema_version":"1.0","event_id":"sha256:913978102fc176dafef9f51e58c506fbf0e628aa9e245580ec08b5b1c5ffc800"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A/bundle.json","state_url":"https://pith.science/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A/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":"2026-05-25T12:02:15Z","links":{"resolver":"https://pith.science/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A","bundle":"https://pith.science/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A/bundle.json","state":"https://pith.science/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A/state.json","well_known_bundle":"https://pith.science/.well-known/pith/JO2EJR5YWXFS4TKVVCG6IXBN6A/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:JO2EJR5YWXFS4TKVVCG6IXBN6A","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":"b0f1e582b6403272bdae9bd87bdbdeab0ed718fdc5510bddade47e4413862538","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-24T00:12:05Z","title_canon_sha256":"90bd784d54ccbeeba1613d31682f8ece0e65a47bfcdd2fa0add56c49498fdb5c"},"schema_version":"1.0","source":{"id":"1801.07817","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1801.07817","created_at":"2026-05-18T00:25:10Z"},{"alias_kind":"arxiv_version","alias_value":"1801.07817v1","created_at":"2026-05-18T00:25:10Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1801.07817","created_at":"2026-05-18T00:25:10Z"},{"alias_kind":"pith_short_12","alias_value":"JO2EJR5YWXFS","created_at":"2026-05-18T12:32:31Z"},{"alias_kind":"pith_short_16","alias_value":"JO2EJR5YWXFS4TKV","created_at":"2026-05-18T12:32:31Z"},{"alias_kind":"pith_short_8","alias_value":"JO2EJR5Y","created_at":"2026-05-18T12:32:31Z"}],"graph_snapshots":[{"event_id":"sha256:913978102fc176dafef9f51e58c506fbf0e628aa9e245580ec08b5b1c5ffc800","target":"graph","created_at":"2026-05-18T00:25:10Z","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"},"paper":{"abstract_excerpt":"This paper investigates the dependence of functional portfolio generation, introduced by Fernholz (1999), on an extra finite variation process. The framework of Karatzas and Ruf (2017) is used to formulate conditions on trading strategies to be strong arbitrage relative to the market over sufficiently large time horizons. A mollification argument and Komlos theorem yield a general class of potential arbitrage strategies. These theoretical results are complemented by several empirical examples using data from the S&P 500 stocks.","authors_text":"Johannes Ruf, Kangjianan Xie","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-24T00:12:05Z","title":"Generalised Lyapunov Functions and Functionally Generated Trading Strategies"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1801.07817","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":"sha256:048c568f0fb0382c6e36562d5cda952197995d29f21f68e395a7b04a0e0d539c","target":"record","created_at":"2026-05-18T00:25:10Z","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":"b0f1e582b6403272bdae9bd87bdbdeab0ed718fdc5510bddade47e4413862538","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-01-24T00:12:05Z","title_canon_sha256":"90bd784d54ccbeeba1613d31682f8ece0e65a47bfcdd2fa0add56c49498fdb5c"},"schema_version":"1.0","source":{"id":"1801.07817","kind":"arxiv","version":1}},"canonical_sha256":"4bb444c7b8b5cb2e4d55a88de45c2df0038959ac60537fd52f8b00ebec8825d6","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"4bb444c7b8b5cb2e4d55a88de45c2df0038959ac60537fd52f8b00ebec8825d6","first_computed_at":"2026-05-18T00:25:10.770549Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:25:10.770549Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"SEJ4JUvdbGbnRQDFZXrJBw/TWExKYm2tZn12Ma/baZCgl2nKfGEOjU1fcyiuSt5A9CKgM6EmMLUIGaL6HYdqDQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:25:10.771146Z","signed_message":"canonical_sha256_bytes"},"source_id":"1801.07817","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:048c568f0fb0382c6e36562d5cda952197995d29f21f68e395a7b04a0e0d539c","sha256:913978102fc176dafef9f51e58c506fbf0e628aa9e245580ec08b5b1c5ffc800"],"state_sha256":"29a68c95f06d8d54810c00740e957fa196341e3b0215767bc58e3c31e73aad11"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"nW4Oxr61noEyI3JR+hiJNYN9VOVlFIfG+nb/wHjf5yoKBX5gJAL1WM6fNwk+5LT8hrmh9XaCdcD0weP0R94LCA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-25T12:02:15.443918Z","bundle_sha256":"55a733d08b01d4c99ac0a757cc7b69e88de53b41dd26ac3c825d243e240b9eb0"}}