{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2012:NMGQ337L2YZ5V7FV6XVEIYFPZG","short_pith_number":"pith:NMGQ337L","canonical_record":{"source":{"id":"1202.5376","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-02-24T06:04:24Z","cross_cats_sorted":[],"title_canon_sha256":"5ecffdc47c43e2251d5a4b0f85228ba47d99e0ae8e443349e888f90c92204d7d","abstract_canon_sha256":"dfbf205cb8c7f2a43e34cf5eac587b8d78520ab0dee61ba4187aad627fdf81f0"},"schema_version":"1.0"},"canonical_sha256":"6b0d0defebd633dafcb5f5ea4460afc9ad42b2289c70645f8cefcf9114964cb0","source":{"kind":"arxiv","id":"1202.5376","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1202.5376","created_at":"2026-05-18T04:01:37Z"},{"alias_kind":"arxiv_version","alias_value":"1202.5376v1","created_at":"2026-05-18T04:01:37Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1202.5376","created_at":"2026-05-18T04:01:37Z"},{"alias_kind":"pith_short_12","alias_value":"NMGQ337L2YZ5","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_16","alias_value":"NMGQ337L2YZ5V7FV","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_8","alias_value":"NMGQ337L","created_at":"2026-05-18T12:27:16Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2012:NMGQ337L2YZ5V7FV6XVEIYFPZG","target":"record","payload":{"canonical_record":{"source":{"id":"1202.5376","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-02-24T06:04:24Z","cross_cats_sorted":[],"title_canon_sha256":"5ecffdc47c43e2251d5a4b0f85228ba47d99e0ae8e443349e888f90c92204d7d","abstract_canon_sha256":"dfbf205cb8c7f2a43e34cf5eac587b8d78520ab0dee61ba4187aad627fdf81f0"},"schema_version":"1.0"},"canonical_sha256":"6b0d0defebd633dafcb5f5ea4460afc9ad42b2289c70645f8cefcf9114964cb0","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:01:37.368153Z","signature_b64":"Sgmw/dbqlgkqyFXyxfDZXP/ABTqKkWyrJTSQRot57lWmR6CjvDm5+4mrQETY9Dkg1ugVTv5dYiQqirUSsbCSDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"6b0d0defebd633dafcb5f5ea4460afc9ad42b2289c70645f8cefcf9114964cb0","last_reissued_at":"2026-05-18T04:01:37.367183Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:01:37.367183Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1202.5376","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":"2026-05-18T04:01:37Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"aFxtJ1uO72ivqPoZcmSb1KR47SgOfwu3cJy8NYiDWZ5rSspQKBzHue4yXIM6DD77so3ke6wMQoCVmvrNsvH4AQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-11T17:41:51.113696Z"},"content_sha256":"93fbbb79da30ff982178ea29702081dca020309ad761360c4420c87a326cc6af","schema_version":"1.0","event_id":"sha256:93fbbb79da30ff982178ea29702081dca020309ad761360c4420c87a326cc6af"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2012:NMGQ337L2YZ5V7FV6XVEIYFPZG","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"A multifractal approach towards inference in finance","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Martin Rypdal, Ola L{\\o}vsletten","submitted_at":"2012-02-24T06:04:24Z","abstract_excerpt":"We introduce tools for inference in the multifractal random walk introduced by Bacry et al. (2001). These tools include formulas for smoothing, filtering and volatility forecasting. In addition, we present methods for computing conditional densities for one- and multi-step returns. The inference techniques presented in this paper, including maximum likelihood estimation, are applied to data from the Oslo Stock Exchange, and it is observed that the volatility forecasts based on the multifractal random walk have a much richer structure than the forecasts obtained from a basic stochastic volatili"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.5376","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":"2026-05-18T04:01:37Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"u1aOO68GGd/jCzSlgVFd7vvpUmXTAhaqGhgK90Xi6yuR3FdGEbhw3NBg237hunKt5vWyNfrGpMKboNzy2EtYBA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-11T17:41:51.114357Z"},"content_sha256":"ed805deb13b57ce8dad680916f5bb95bc06763e1a2081185bc0e6ad002f91cd2","schema_version":"1.0","event_id":"sha256:ed805deb13b57ce8dad680916f5bb95bc06763e1a2081185bc0e6ad002f91cd2"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG/bundle.json","state_url":"https://pith.science/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG/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":"2026-06-11T17:41:51Z","links":{"resolver":"https://pith.science/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG","bundle":"https://pith.science/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG/bundle.json","state":"https://pith.science/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG/state.json","well_known_bundle":"https://pith.science/.well-known/pith/NMGQ337L2YZ5V7FV6XVEIYFPZG/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:NMGQ337L2YZ5V7FV6XVEIYFPZG","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":"dfbf205cb8c7f2a43e34cf5eac587b8d78520ab0dee61ba4187aad627fdf81f0","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-02-24T06:04:24Z","title_canon_sha256":"5ecffdc47c43e2251d5a4b0f85228ba47d99e0ae8e443349e888f90c92204d7d"},"schema_version":"1.0","source":{"id":"1202.5376","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1202.5376","created_at":"2026-05-18T04:01:37Z"},{"alias_kind":"arxiv_version","alias_value":"1202.5376v1","created_at":"2026-05-18T04:01:37Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1202.5376","created_at":"2026-05-18T04:01:37Z"},{"alias_kind":"pith_short_12","alias_value":"NMGQ337L2YZ5","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_16","alias_value":"NMGQ337L2YZ5V7FV","created_at":"2026-05-18T12:27:16Z"},{"alias_kind":"pith_short_8","alias_value":"NMGQ337L","created_at":"2026-05-18T12:27:16Z"}],"graph_snapshots":[{"event_id":"sha256:ed805deb13b57ce8dad680916f5bb95bc06763e1a2081185bc0e6ad002f91cd2","target":"graph","created_at":"2026-05-18T04:01:37Z","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":"We introduce tools for inference in the multifractal random walk introduced by Bacry et al. (2001). These tools include formulas for smoothing, filtering and volatility forecasting. In addition, we present methods for computing conditional densities for one- and multi-step returns. The inference techniques presented in this paper, including maximum likelihood estimation, are applied to data from the Oslo Stock Exchange, and it is observed that the volatility forecasts based on the multifractal random walk have a much richer structure than the forecasts obtained from a basic stochastic volatili","authors_text":"Martin Rypdal, Ola L{\\o}vsletten","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-02-24T06:04:24Z","title":"A multifractal approach towards inference in finance"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1202.5376","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":"sha256:93fbbb79da30ff982178ea29702081dca020309ad761360c4420c87a326cc6af","target":"record","created_at":"2026-05-18T04:01:37Z","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":"dfbf205cb8c7f2a43e34cf5eac587b8d78520ab0dee61ba4187aad627fdf81f0","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-02-24T06:04:24Z","title_canon_sha256":"5ecffdc47c43e2251d5a4b0f85228ba47d99e0ae8e443349e888f90c92204d7d"},"schema_version":"1.0","source":{"id":"1202.5376","kind":"arxiv","version":1}},"canonical_sha256":"6b0d0defebd633dafcb5f5ea4460afc9ad42b2289c70645f8cefcf9114964cb0","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6b0d0defebd633dafcb5f5ea4460afc9ad42b2289c70645f8cefcf9114964cb0","first_computed_at":"2026-05-18T04:01:37.367183Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:01:37.367183Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"Sgmw/dbqlgkqyFXyxfDZXP/ABTqKkWyrJTSQRot57lWmR6CjvDm5+4mrQETY9Dkg1ugVTv5dYiQqirUSsbCSDg==","signature_status":"signed_v1","signed_at":"2026-05-18T04:01:37.368153Z","signed_message":"canonical_sha256_bytes"},"source_id":"1202.5376","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:93fbbb79da30ff982178ea29702081dca020309ad761360c4420c87a326cc6af","sha256:ed805deb13b57ce8dad680916f5bb95bc06763e1a2081185bc0e6ad002f91cd2"],"state_sha256":"3620c928676a6735ec107b36f4c2097d89aba5031c6fb259a5449d918eeee8f4"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"R6qYiqmSknMeOju11i/VrRheglBSuuDTIUMQSNaqjQpMyGsjEJs9MUimKih3mIqvXrVGswDrDaj+ahUz/HJsCw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-11T17:41:51.118499Z","bundle_sha256":"b6aeb6a693729e09b3a7c87578a699d3448190b76087b7e803d7f8a403422c59"}}