{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2009:OWYZTVBHCD25KNG5AAS4XQ6KMX","short_pith_number":"pith:OWYZTVBH","canonical_record":{"source":{"id":"0909.3244","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2009-09-17T14:38:28Z","cross_cats_sorted":["cond-mat.stat-mech"],"title_canon_sha256":"96726b7d9135c6b77ade461937fd07ea1a0652e9c14ffc4127882790ce8b22e5","abstract_canon_sha256":"73a19efd6cf249024caedd70fe316929cdfa5eec2f1173a048569474a69edfe1"},"schema_version":"1.0"},"canonical_sha256":"75b199d42710f5d534dd0025cbc3ca65f51ab359d6b804171254ec51572a26af","source":{"kind":"arxiv","id":"0909.3244","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"0909.3244","created_at":"2026-05-18T03:45:01Z"},{"alias_kind":"arxiv_version","alias_value":"0909.3244v2","created_at":"2026-05-18T03:45:01Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0909.3244","created_at":"2026-05-18T03:45:01Z"},{"alias_kind":"pith_short_12","alias_value":"OWYZTVBHCD25","created_at":"2026-05-18T12:26:01Z"},{"alias_kind":"pith_short_16","alias_value":"OWYZTVBHCD25KNG5","created_at":"2026-05-18T12:26:01Z"},{"alias_kind":"pith_short_8","alias_value":"OWYZTVBH","created_at":"2026-05-18T12:26:01Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2009:OWYZTVBHCD25KNG5AAS4XQ6KMX","target":"record","payload":{"canonical_record":{"source":{"id":"0909.3244","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2009-09-17T14:38:28Z","cross_cats_sorted":["cond-mat.stat-mech"],"title_canon_sha256":"96726b7d9135c6b77ade461937fd07ea1a0652e9c14ffc4127882790ce8b22e5","abstract_canon_sha256":"73a19efd6cf249024caedd70fe316929cdfa5eec2f1173a048569474a69edfe1"},"schema_version":"1.0"},"canonical_sha256":"75b199d42710f5d534dd0025cbc3ca65f51ab359d6b804171254ec51572a26af","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:45:01.407209Z","signature_b64":"0wjf2gs7204z0MOk/bS4PUKM0Uf8DT+ymwagt4hoMy2c1UZkLfXmbiE97cuCP1xGpWgqUN9Hgnligvhg1/jVBw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"75b199d42710f5d534dd0025cbc3ca65f51ab359d6b804171254ec51572a26af","last_reissued_at":"2026-05-18T03:45:01.406621Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:45:01.406621Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"0909.3244","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:45:01Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"RIFiVJfUVL9ggd1i0Vx0tq53FvPGpwpgbFzgDx4Im4et0Jg40O6bBXBRPLDYUarA3r1kPcqcr+YD/TmdJB5rBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-03T14:32:37.061928Z"},"content_sha256":"57d80d119ac6c47a6d348d4d50f49f517b9874225feb93e5bc7b4b07f6f6d70c","schema_version":"1.0","event_id":"sha256:57d80d119ac6c47a6d348d4d50f49f517b9874225feb93e5bc7b4b07f6f6d70c"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2009:OWYZTVBHCD25KNG5AAS4XQ6KMX","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Modeling the non-Markovian, non-stationary scaling dynamics of financial markets","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cond-mat.stat-mech"],"primary_cat":"q-fin.ST","authors_text":"Attilio L. Stella, Dario Bovina, Francesco Camana, Fulvio Baldovin","submitted_at":"2009-09-17T14:38:28Z","abstract_excerpt":"A central problem of Quantitative Finance is that of formulating a probabilistic model of the time evolution of asset prices allowing reliable predictions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted from the single historical time series, like the distribution of the returns over a given time interval, cannot be avoided. Such assumptions entail the"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0909.3244","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:45:01Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"XfvMpZyhtD9f1SrPMdUoAMSea6epwGvAuGaXxNBZ0TZJd7wRQ8eTlMDFjaywZ9GH7xQiSMFSVpOME2a+SzNLCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-03T14:32:37.062270Z"},"content_sha256":"2fb15e183524d899c66635b1f0895d66d641da3f36586341209287090ad25d84","schema_version":"1.0","event_id":"sha256:2fb15e183524d899c66635b1f0895d66d641da3f36586341209287090ad25d84"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX/bundle.json","state_url":"https://pith.science/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX/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":"2026-07-03T14:32:37Z","links":{"resolver":"https://pith.science/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX","bundle":"https://pith.science/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX/bundle.json","state":"https://pith.science/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX/state.json","well_known_bundle":"https://pith.science/.well-known/pith/OWYZTVBHCD25KNG5AAS4XQ6KMX/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2009:OWYZTVBHCD25KNG5AAS4XQ6KMX","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":"73a19efd6cf249024caedd70fe316929cdfa5eec2f1173a048569474a69edfe1","cross_cats_sorted":["cond-mat.stat-mech"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2009-09-17T14:38:28Z","title_canon_sha256":"96726b7d9135c6b77ade461937fd07ea1a0652e9c14ffc4127882790ce8b22e5"},"schema_version":"1.0","source":{"id":"0909.3244","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"0909.3244","created_at":"2026-05-18T03:45:01Z"},{"alias_kind":"arxiv_version","alias_value":"0909.3244v2","created_at":"2026-05-18T03:45:01Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.0909.3244","created_at":"2026-05-18T03:45:01Z"},{"alias_kind":"pith_short_12","alias_value":"OWYZTVBHCD25","created_at":"2026-05-18T12:26:01Z"},{"alias_kind":"pith_short_16","alias_value":"OWYZTVBHCD25KNG5","created_at":"2026-05-18T12:26:01Z"},{"alias_kind":"pith_short_8","alias_value":"OWYZTVBH","created_at":"2026-05-18T12:26:01Z"}],"graph_snapshots":[{"event_id":"sha256:2fb15e183524d899c66635b1f0895d66d641da3f36586341209287090ad25d84","target":"graph","created_at":"2026-05-18T03:45:01Z","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":"A central problem of Quantitative Finance is that of formulating a probabilistic model of the time evolution of asset prices allowing reliable predictions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted from the single historical time series, like the distribution of the returns over a given time interval, cannot be avoided. Such assumptions entail the","authors_text":"Attilio L. Stella, Dario Bovina, Francesco Camana, Fulvio Baldovin","cross_cats":["cond-mat.stat-mech"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2009-09-17T14:38:28Z","title":"Modeling the non-Markovian, non-stationary scaling dynamics of financial markets"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0909.3244","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":"sha256:57d80d119ac6c47a6d348d4d50f49f517b9874225feb93e5bc7b4b07f6f6d70c","target":"record","created_at":"2026-05-18T03:45:01Z","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":"73a19efd6cf249024caedd70fe316929cdfa5eec2f1173a048569474a69edfe1","cross_cats_sorted":["cond-mat.stat-mech"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2009-09-17T14:38:28Z","title_canon_sha256":"96726b7d9135c6b77ade461937fd07ea1a0652e9c14ffc4127882790ce8b22e5"},"schema_version":"1.0","source":{"id":"0909.3244","kind":"arxiv","version":2}},"canonical_sha256":"75b199d42710f5d534dd0025cbc3ca65f51ab359d6b804171254ec51572a26af","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"75b199d42710f5d534dd0025cbc3ca65f51ab359d6b804171254ec51572a26af","first_computed_at":"2026-05-18T03:45:01.406621Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:45:01.406621Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"0wjf2gs7204z0MOk/bS4PUKM0Uf8DT+ymwagt4hoMy2c1UZkLfXmbiE97cuCP1xGpWgqUN9Hgnligvhg1/jVBw==","signature_status":"signed_v1","signed_at":"2026-05-18T03:45:01.407209Z","signed_message":"canonical_sha256_bytes"},"source_id":"0909.3244","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:57d80d119ac6c47a6d348d4d50f49f517b9874225feb93e5bc7b4b07f6f6d70c","sha256:2fb15e183524d899c66635b1f0895d66d641da3f36586341209287090ad25d84"],"state_sha256":"c0e44f65aee049c6bcb6770f31f718281d50d7165d4722e977d77c23c089698f"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ir9RrR0SHtK9pxmKqAZrySrzY8SlBGv6eUubkcZOWpHvkm1x4NIdfO8D58JT0/UwppX9yWkFQK2nS60x6p/nCw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-03T14:32:37.064188Z","bundle_sha256":"29739a1d001730a5555d07582eeafb5e62de6fe256d5e7dd7f0f53c13ae57a43"}}