{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:NHPJNS6Q773C3W3XFT5NVFK33B","short_pith_number":"pith:NHPJNS6Q","canonical_record":{"source":{"id":"1712.02661","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-07T15:04:12Z","cross_cats_sorted":["nlin.CD","physics.data-an","physics.soc-ph"],"title_canon_sha256":"890bb87f15896d1f2b047484d1d10b6cac13cad3a4d6185568230e8b98b69a0f","abstract_canon_sha256":"9d874ab21d715f3f4c788da811a3345258dc0f06b62c3e0674696fec8471458a"},"schema_version":"1.0"},"canonical_sha256":"69de96cbd0fff62ddb772cfada955bd87148e6917f5d194470eb833eee46e7f5","source":{"kind":"arxiv","id":"1712.02661","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1712.02661","created_at":"2026-05-17T23:41:27Z"},{"alias_kind":"arxiv_version","alias_value":"1712.02661v1","created_at":"2026-05-17T23:41:27Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1712.02661","created_at":"2026-05-17T23:41:27Z"},{"alias_kind":"pith_short_12","alias_value":"NHPJNS6Q773C","created_at":"2026-05-18T12:31:31Z"},{"alias_kind":"pith_short_16","alias_value":"NHPJNS6Q773C3W3X","created_at":"2026-05-18T12:31:31Z"},{"alias_kind":"pith_short_8","alias_value":"NHPJNS6Q","created_at":"2026-05-18T12:31:31Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:NHPJNS6Q773C3W3XFT5NVFK33B","target":"record","payload":{"canonical_record":{"source":{"id":"1712.02661","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-07T15:04:12Z","cross_cats_sorted":["nlin.CD","physics.data-an","physics.soc-ph"],"title_canon_sha256":"890bb87f15896d1f2b047484d1d10b6cac13cad3a4d6185568230e8b98b69a0f","abstract_canon_sha256":"9d874ab21d715f3f4c788da811a3345258dc0f06b62c3e0674696fec8471458a"},"schema_version":"1.0"},"canonical_sha256":"69de96cbd0fff62ddb772cfada955bd87148e6917f5d194470eb833eee46e7f5","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:41:27.862186Z","signature_b64":"1HwDLZfr1e3n+QIJM/7VgiBEZwE458Ro5XTzrHHqcEqLfy0+Wxhtvwl0e7ciuZVO2Gib3MMkewrIHun1IxQ9DA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"69de96cbd0fff62ddb772cfada955bd87148e6917f5d194470eb833eee46e7f5","last_reissued_at":"2026-05-17T23:41:27.861484Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:41:27.861484Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1712.02661","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":"2026-05-17T23:41:27Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"rHvCPVQ4Gqf3AoDXvd2PTHay9ds5vzYq33QrqlEXq/3BkMBT2xwehPmqGz52l95Q/mOIDf3oW0GdVDcsqELQAg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-01T18:14:55.412494Z"},"content_sha256":"b000a805cb4b63d2785d8fe370625f6e3f949d34d688753b971ec5c83cde52a3","schema_version":"1.0","event_id":"sha256:b000a805cb4b63d2785d8fe370625f6e3f949d34d688753b971ec5c83cde52a3"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:NHPJNS6Q773C3W3XFT5NVFK33B","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["nlin.CD","physics.data-an","physics.soc-ph"],"primary_cat":"q-fin.ST","authors_text":"Alexander Haluszczynski, Christoph R\\\"ath, Heike Modest, Ingo Laut","submitted_at":"2017-12-07T15:04:12Z","abstract_excerpt":"Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate the mutual dependencies of the stocks and their nature. We show that both networks detect qualitative differences especially during (recent) turbulent market periods thus indicating strongly fluctuating interconnections between the stocks of different companies in changing economic environments. A measure for the strength of nonlinear dependencies is derived using surrogate data and leads to interesting observations "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1712.02661","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":"2026-05-17T23:41:27Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pLsPOC0jb/1c3FiFmbgvgRP9x8XCKlT3Yx+V5gVQfZT4N1EWjd6MhlJiloPLNplOa8FrmTElkRtJ5hLqsfwEBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-01T18:14:55.412859Z"},"content_sha256":"6002b6d2e46f7e6f0e979122a20964b6d7b6b4fdb136acd409d9c8f4ea268163","schema_version":"1.0","event_id":"sha256:6002b6d2e46f7e6f0e979122a20964b6d7b6b4fdb136acd409d9c8f4ea268163"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/NHPJNS6Q773C3W3XFT5NVFK33B/bundle.json","state_url":"https://pith.science/pith/NHPJNS6Q773C3W3XFT5NVFK33B/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/NHPJNS6Q773C3W3XFT5NVFK33B/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":"2026-06-01T18:14:55Z","links":{"resolver":"https://pith.science/pith/NHPJNS6Q773C3W3XFT5NVFK33B","bundle":"https://pith.science/pith/NHPJNS6Q773C3W3XFT5NVFK33B/bundle.json","state":"https://pith.science/pith/NHPJNS6Q773C3W3XFT5NVFK33B/state.json","well_known_bundle":"https://pith.science/.well-known/pith/NHPJNS6Q773C3W3XFT5NVFK33B/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:NHPJNS6Q773C3W3XFT5NVFK33B","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":"9d874ab21d715f3f4c788da811a3345258dc0f06b62c3e0674696fec8471458a","cross_cats_sorted":["nlin.CD","physics.data-an","physics.soc-ph"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-07T15:04:12Z","title_canon_sha256":"890bb87f15896d1f2b047484d1d10b6cac13cad3a4d6185568230e8b98b69a0f"},"schema_version":"1.0","source":{"id":"1712.02661","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1712.02661","created_at":"2026-05-17T23:41:27Z"},{"alias_kind":"arxiv_version","alias_value":"1712.02661v1","created_at":"2026-05-17T23:41:27Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1712.02661","created_at":"2026-05-17T23:41:27Z"},{"alias_kind":"pith_short_12","alias_value":"NHPJNS6Q773C","created_at":"2026-05-18T12:31:31Z"},{"alias_kind":"pith_short_16","alias_value":"NHPJNS6Q773C3W3X","created_at":"2026-05-18T12:31:31Z"},{"alias_kind":"pith_short_8","alias_value":"NHPJNS6Q","created_at":"2026-05-18T12:31:31Z"}],"graph_snapshots":[{"event_id":"sha256:6002b6d2e46f7e6f0e979122a20964b6d7b6b4fdb136acd409d9c8f4ea268163","target":"graph","created_at":"2026-05-17T23:41:27Z","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":"Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate the mutual dependencies of the stocks and their nature. We show that both networks detect qualitative differences especially during (recent) turbulent market periods thus indicating strongly fluctuating interconnections between the stocks of different companies in changing economic environments. A measure for the strength of nonlinear dependencies is derived using surrogate data and leads to interesting observations ","authors_text":"Alexander Haluszczynski, Christoph R\\\"ath, Heike Modest, Ingo Laut","cross_cats":["nlin.CD","physics.data-an","physics.soc-ph"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-07T15:04:12Z","title":"Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1712.02661","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:b000a805cb4b63d2785d8fe370625f6e3f949d34d688753b971ec5c83cde52a3","target":"record","created_at":"2026-05-17T23:41:27Z","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":"9d874ab21d715f3f4c788da811a3345258dc0f06b62c3e0674696fec8471458a","cross_cats_sorted":["nlin.CD","physics.data-an","physics.soc-ph"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-12-07T15:04:12Z","title_canon_sha256":"890bb87f15896d1f2b047484d1d10b6cac13cad3a4d6185568230e8b98b69a0f"},"schema_version":"1.0","source":{"id":"1712.02661","kind":"arxiv","version":1}},"canonical_sha256":"69de96cbd0fff62ddb772cfada955bd87148e6917f5d194470eb833eee46e7f5","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"69de96cbd0fff62ddb772cfada955bd87148e6917f5d194470eb833eee46e7f5","first_computed_at":"2026-05-17T23:41:27.861484Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:41:27.861484Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"1HwDLZfr1e3n+QIJM/7VgiBEZwE458Ro5XTzrHHqcEqLfy0+Wxhtvwl0e7ciuZVO2Gib3MMkewrIHun1IxQ9DA==","signature_status":"signed_v1","signed_at":"2026-05-17T23:41:27.862186Z","signed_message":"canonical_sha256_bytes"},"source_id":"1712.02661","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:b000a805cb4b63d2785d8fe370625f6e3f949d34d688753b971ec5c83cde52a3","sha256:6002b6d2e46f7e6f0e979122a20964b6d7b6b4fdb136acd409d9c8f4ea268163"],"state_sha256":"596ee3c67eed790ae04afbb0c59be17580e2c12ac3935cb12385b7b92ce149e2"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ZphrhAIRO4Lrj3Qj/Be78oXDDAQJV7+4kL2gEk2is/18/bUh81fLlFCWpYagR+NwRRy81NT+wMNqrHxLk3zKBw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-01T18:14:55.414969Z","bundle_sha256":"8b2071fcc8f9b5d4b2f909dc3557afee240e7e61e495030afbd9db8f51c0de2b"}}