Pith. sign in
Pith Number

pith:JU2FESW7

pith:2021:JU2FESW7JDO3Y7M7CJIVJB556N
not attested not anchored not stored refs pending

Optimal Pairs Trading with Time-Varying Volatility

A. Tourin, T. N. Li

arxiv:2111.02834 v1 · 2021-11-04 · math.OC · cs.NA · math.NA · math.PR · q-fin.PM

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{JU2FESW7JDO3Y7M7CJIVJB556N}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp
2 Internet Archive
3 Author claim open · sign in to claim
4 Citations open
5 Replications open
Portable graph bundle live · download bundle · merged state
The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.
Receipt and verification
First computed 2026-07-05T03:29:09.587189Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

4d34524adf48ddbc7d9f12515487bdf3691a3432754177af00c3b0c40cc7bf7f

Aliases

arxiv: 2111.02834 · arxiv_version: 2111.02834v1 · doi: 10.48550/arxiv.2111.02834 · pith_short_12: JU2FESW7JDO3 · pith_short_16: JU2FESW7JDO3Y7M7 · pith_short_8: JU2FESW7
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/JU2FESW7JDO3Y7M7CJIVJB556N \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 4d34524adf48ddbc7d9f12515487bdf3691a3432754177af00c3b0c40cc7bf7f
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "a2da64cd919d7f039ebf37457222e15c1dfe2ed2e1598a9e38e0170c7295842d",
    "cross_cats_sorted": [
      "cs.NA",
      "math.NA",
      "math.PR",
      "q-fin.PM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.OC",
    "submitted_at": "2021-11-04T12:55:52Z",
    "title_canon_sha256": "7968e41ada9081d6fc7bb1014fce692241e49c341ae671c07f7735301eac7e94"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2111.02834",
    "kind": "arxiv",
    "version": 1
  }
}