{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:KJY7PYUY2LTKEXX6S35SXVL4C3","short_pith_number":"pith:KJY7PYUY","schema_version":"1.0","canonical_sha256":"5271f7e298d2e6a25efe96fb2bd57c16c6cd1ea8c429c60ed675ccaa927fc00e","source":{"kind":"arxiv","id":"1709.06759","version":2},"attestation_state":"computed","paper":{"title":"Market Dynamics. On A Muse Of Cash Flow And Liquidity Deficit","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.TR","authors_text":"Vladislav Gennadievich Malyshkin","submitted_at":"2017-09-20T08:13:16Z","abstract_excerpt":"A first attempt at obtaining market--directional information from a non--stationary solution of the dynamic equation \"future price tends to the value that maximizes the number of shares traded per unit time\" [1] is presented. We demonstrate that the concept of price impact is poorly applicable to market dynamics. Instead, we consider the execution flow $I=dV/dt$ operator with the \"impact from the future\" term providing information about not--yet--executed trades. The \"impact from the future\" on $I$ can be directly estimated from the already--executed trades, the directional information on pric"},"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":"1709.06759","kind":"arxiv","version":2},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2017-09-20T08:13:16Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"489680fa251d9a5ee19e122cb9dd85f7dfd81373a8bdace1b9f4f5b1cb9bcd40","abstract_canon_sha256":"019b83c1d594454063f36caa4a16cf6188cb6f2233fd02ebc9ce9279df8f1758"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:50:02.750665Z","signature_b64":"UCC+o2QP46ux1Ii+AAIjADSidv77qFOAWnKI0ABd96jItQ8zG0rolXIA76lI/J8h+BLJjsKgiDQzMhYEXE7iBw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"5271f7e298d2e6a25efe96fb2bd57c16c6cd1ea8c429c60ed675ccaa927fc00e","last_reissued_at":"2026-05-17T23:50:02.750023Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:50:02.750023Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Market Dynamics. On A Muse Of Cash Flow And Liquidity Deficit","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.TR","authors_text":"Vladislav Gennadievich Malyshkin","submitted_at":"2017-09-20T08:13:16Z","abstract_excerpt":"A first attempt at obtaining market--directional information from a non--stationary solution of the dynamic equation \"future price tends to the value that maximizes the number of shares traded per unit time\" [1] is presented. We demonstrate that the concept of price impact is poorly applicable to market dynamics. Instead, we consider the execution flow $I=dV/dt$ operator with the \"impact from the future\" term providing information about not--yet--executed trades. The \"impact from the future\" on $I$ can be directly estimated from the already--executed trades, the directional information on pric"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.06759","kind":"arxiv","version":2},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1709.06759","created_at":"2026-05-17T23:50:02.750109+00:00"},{"alias_kind":"arxiv_version","alias_value":"1709.06759v2","created_at":"2026-05-17T23:50:02.750109+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1709.06759","created_at":"2026-05-17T23:50:02.750109+00:00"},{"alias_kind":"pith_short_12","alias_value":"KJY7PYUY2LTK","created_at":"2026-05-18T12:31:24.725408+00:00"},{"alias_kind":"pith_short_16","alias_value":"KJY7PYUY2LTKEXX6","created_at":"2026-05-18T12:31:24.725408+00:00"},{"alias_kind":"pith_short_8","alias_value":"KJY7PYUY","created_at":"2026-05-18T12:31:24.725408+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":1,"internal_anchor_count":1,"sample":[{"citing_arxiv_id":"2511.01471","citing_title":"Trade Execution Flow as the Underlying Source of Market Dynamics","ref_index":10,"is_internal_anchor":true}]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3","json":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3.json","graph_json":"https://pith.science/api/pith-number/KJY7PYUY2LTKEXX6S35SXVL4C3/graph.json","events_json":"https://pith.science/api/pith-number/KJY7PYUY2LTKEXX6S35SXVL4C3/events.json","paper":"https://pith.science/paper/KJY7PYUY"},"agent_actions":{"view_html":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3","download_json":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3.json","view_paper":"https://pith.science/paper/KJY7PYUY","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1709.06759&json=true","fetch_graph":"https://pith.science/api/pith-number/KJY7PYUY2LTKEXX6S35SXVL4C3/graph.json","fetch_events":"https://pith.science/api/pith-number/KJY7PYUY2LTKEXX6S35SXVL4C3/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3/action/timestamp_anchor","attest_storage":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3/action/storage_attestation","attest_author":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3/action/author_attestation","sign_citation":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3/action/citation_signature","submit_replication":"https://pith.science/pith/KJY7PYUY2LTKEXX6S35SXVL4C3/action/replication_record"}},"created_at":"2026-05-17T23:50:02.750109+00:00","updated_at":"2026-05-17T23:50:02.750109+00:00"}