{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:LFVUUWVETSWEANWATDN2JAUD5N","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":"c0cebcefd6aaa045a88bdb3e551b75f11fd62b4252707ba0b5c1ab0a9e783566","cross_cats_sorted":["cs.LG","q-fin.RM","q-fin.ST","stat.ML"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2019-11-13T17:01:36Z","title_canon_sha256":"9df89af29e6f4ad192b24de6f3bfbc76644620b8fca1677d0ee4bad31c92ccf4"},"schema_version":"1.0","source":{"id":"1911.05620","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1911.05620","created_at":"2026-07-05T01:01:36Z"},{"alias_kind":"arxiv_version","alias_value":"1911.05620v2","created_at":"2026-07-05T01:01:36Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1911.05620","created_at":"2026-07-05T01:01:36Z"},{"alias_kind":"pith_short_12","alias_value":"LFVUUWVETSWE","created_at":"2026-07-05T01:01:36Z"},{"alias_kind":"pith_short_16","alias_value":"LFVUUWVETSWEANWA","created_at":"2026-07-05T01:01:36Z"},{"alias_kind":"pith_short_8","alias_value":"LFVUUWVE","created_at":"2026-07-05T01:01:36Z"}],"graph_snapshots":[{"event_id":"sha256:bed39b334763e2a29e7c0f61024608e8a3d71233b7cdf3b3abe7d5d23103ec09","target":"graph","created_at":"2026-07-05T01:01:36Z","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/1911.05620/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s. Far over a hundred papers have been published on this topic. This note intends to provide a comprehensive review. Papers are compared in terms of input features, output variables, benchmark models, performance measures, data partition methods, and underlying assets. Furthermore, related work and regularisation techniques are discussed.","authors_text":"Johannes Ruf, Weiguan Wang","cross_cats":["cs.LG","q-fin.RM","q-fin.ST","stat.ML"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2019-11-13T17:01:36Z","title":"Neural networks for option pricing and hedging: a literature review"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1911.05620","kind":"arxiv","version":2},"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:cf8cc29d907b164aa2165cba6213f1700ffb69a234d674624d055f6db6e906ec","target":"record","created_at":"2026-07-05T01:01:36Z","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":"c0cebcefd6aaa045a88bdb3e551b75f11fd62b4252707ba0b5c1ab0a9e783566","cross_cats_sorted":["cs.LG","q-fin.RM","q-fin.ST","stat.ML"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2019-11-13T17:01:36Z","title_canon_sha256":"9df89af29e6f4ad192b24de6f3bfbc76644620b8fca1677d0ee4bad31c92ccf4"},"schema_version":"1.0","source":{"id":"1911.05620","kind":"arxiv","version":2}},"canonical_sha256":"596b4a5aa49cac4036c098dba48283eb6a957bfa6b69090665b7d64bce3dbe41","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"596b4a5aa49cac4036c098dba48283eb6a957bfa6b69090665b7d64bce3dbe41","first_computed_at":"2026-07-05T01:01:36.946467Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T01:01:36.946467Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"iWQuMvBv+CM4YVjJdbtohjc55cQz7qGUi6wWaf6QBMtssheF8ghgHa+wlTE0W7m0OZURZ/ZlvSJXa8YLTuReDg==","signature_status":"signed_v1","signed_at":"2026-07-05T01:01:36.946944Z","signed_message":"canonical_sha256_bytes"},"source_id":"1911.05620","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:cf8cc29d907b164aa2165cba6213f1700ffb69a234d674624d055f6db6e906ec","sha256:bed39b334763e2a29e7c0f61024608e8a3d71233b7cdf3b3abe7d5d23103ec09"],"state_sha256":"1776921474ef9fd177a3bf1b180efbf67fe52f1c99fc205d30b406ee3bb457f8"}