{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2021:JR423HLD6YXKYKVTNCKHPKZ3TO","short_pith_number":"pith:JR423HLD","schema_version":"1.0","canonical_sha256":"4c79ad9d63f62eac2ab3689477ab3b9bb63167ad021039209d907cbdf1fdd7c1","source":{"kind":"arxiv","id":"2103.13773","version":4},"attestation_state":"computed","paper":{"title":"Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.TR","authors_text":"Fay\\c{c}al Drissi, Olivier Gu\\'eant, Philippe Bergault","submitted_at":"2021-03-25T11:56:34Z","abstract_excerpt":"In recent years, academics, regulators, and market practitioners have increasingly addressed liquidity issues. Amongst the numerous problems addressed, the optimal execution of large orders is probably the one that has attracted the most research works, mainly in the case of single-asset portfolios. In practice, however, optimal execution problems often involve large portfolios comprising numerous assets, and models should consequently account for risks at the portfolio level. In this paper, we address multi-asset optimal execution in a model where prices have multivariate Ornstein-Uhlenbeck d"},"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":"2103.13773","kind":"arxiv","version":4},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2021-03-25T11:56:34Z","cross_cats_sorted":[],"title_canon_sha256":"7017d57f63ed3f1d73b64b017870b8d71d1847a292eb9898ae958fa8aca01cf3","abstract_canon_sha256":"da4d6e3c690237288dc15d9835b9863c0e7a468641b568a21fda26477b0e2532"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T04:07:03.461908Z","signature_b64":"D2dtOgzpPVWnAXJE3rlhQN4EPCB3gmXtlBm/y5pM+bTavQYr4PqGWUDCnjU6jgYlUCkHe9MvKbnOTMzETZX1DQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"4c79ad9d63f62eac2ab3689477ab3b9bb63167ad021039209d907cbdf1fdd7c1","last_reissued_at":"2026-07-05T04:07:03.461500Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T04:07:03.461500Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.TR","authors_text":"Fay\\c{c}al Drissi, Olivier Gu\\'eant, Philippe Bergault","submitted_at":"2021-03-25T11:56:34Z","abstract_excerpt":"In recent years, academics, regulators, and market practitioners have increasingly addressed liquidity issues. Amongst the numerous problems addressed, the optimal execution of large orders is probably the one that has attracted the most research works, mainly in the case of single-asset portfolios. In practice, however, optimal execution problems often involve large portfolios comprising numerous assets, and models should consequently account for risks at the portfolio level. In this paper, we address multi-asset optimal execution in a model where prices have multivariate Ornstein-Uhlenbeck d"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2103.13773","kind":"arxiv","version":4},"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/2103.13773/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"},"aliases":[{"alias_kind":"arxiv","alias_value":"2103.13773","created_at":"2026-07-05T04:07:03.461562+00:00"},{"alias_kind":"arxiv_version","alias_value":"2103.13773v4","created_at":"2026-07-05T04:07:03.461562+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2103.13773","created_at":"2026-07-05T04:07:03.461562+00:00"},{"alias_kind":"pith_short_12","alias_value":"JR423HLD6YXK","created_at":"2026-07-05T04:07:03.461562+00:00"},{"alias_kind":"pith_short_16","alias_value":"JR423HLD6YXKYKVT","created_at":"2026-07-05T04:07:03.461562+00:00"},{"alias_kind":"pith_short_8","alias_value":"JR423HLD","created_at":"2026-07-05T04:07:03.461562+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2505.17388","citing_title":"Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures","ref_index":24,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO","json":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO.json","graph_json":"https://pith.science/api/pith-number/JR423HLD6YXKYKVTNCKHPKZ3TO/graph.json","events_json":"https://pith.science/api/pith-number/JR423HLD6YXKYKVTNCKHPKZ3TO/events.json","paper":"https://pith.science/paper/JR423HLD"},"agent_actions":{"view_html":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO","download_json":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO.json","view_paper":"https://pith.science/paper/JR423HLD","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2103.13773&json=true","fetch_graph":"https://pith.science/api/pith-number/JR423HLD6YXKYKVTNCKHPKZ3TO/graph.json","fetch_events":"https://pith.science/api/pith-number/JR423HLD6YXKYKVTNCKHPKZ3TO/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO/action/timestamp_anchor","attest_storage":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO/action/storage_attestation","attest_author":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO/action/author_attestation","sign_citation":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO/action/citation_signature","submit_replication":"https://pith.science/pith/JR423HLD6YXKYKVTNCKHPKZ3TO/action/replication_record"}},"created_at":"2026-07-05T04:07:03.461562+00:00","updated_at":"2026-07-05T04:07:03.461562+00:00"}