{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2024:PL5HMCCELSYWMYPK65BGOXSKUR","short_pith_number":"pith:PL5HMCCE","canonical_record":{"source":{"id":"2402.00299","kind":"arxiv","version":2},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.GN","submitted_at":"2024-02-01T03:20:53Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"9d222abf39ee334994c092875bc8bddb15abc1ac7cdf428ac0fef2dafffcebc2","abstract_canon_sha256":"0654fab3333c583b66e362b5841a4d12221096931cdc9a1c39a750e9e95deb20"},"schema_version":"1.0"},"canonical_sha256":"7afa7608445cb16661eaf742675e4aa4626f37fd66d6e1d54c63d09b1a24901b","source":{"kind":"arxiv","id":"2402.00299","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2402.00299","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"arxiv_version","alias_value":"2402.00299v2","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2402.00299","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"pith_short_12","alias_value":"PL5HMCCELSYW","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"pith_short_16","alias_value":"PL5HMCCELSYWMYPK","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"pith_short_8","alias_value":"PL5HMCCE","created_at":"2026-07-05T08:36:05Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2024:PL5HMCCELSYWMYPK65BGOXSKUR","target":"record","payload":{"canonical_record":{"source":{"id":"2402.00299","kind":"arxiv","version":2},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.GN","submitted_at":"2024-02-01T03:20:53Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"9d222abf39ee334994c092875bc8bddb15abc1ac7cdf428ac0fef2dafffcebc2","abstract_canon_sha256":"0654fab3333c583b66e362b5841a4d12221096931cdc9a1c39a750e9e95deb20"},"schema_version":"1.0"},"canonical_sha256":"7afa7608445cb16661eaf742675e4aa4626f37fd66d6e1d54c63d09b1a24901b","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T08:36:05.497885Z","signature_b64":"RBrLH5puaD+TI86GA4vnSEigTOpHAuNBNgdjYX1L0Gw3Fl7YWWJzCwmuJmswkvB/SjzypGge3gz9W4deMDaKCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"7afa7608445cb16661eaf742675e4aa4626f37fd66d6e1d54c63d09b1a24901b","last_reissued_at":"2026-07-05T08:36:05.497397Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T08:36:05.497397Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2402.00299","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":"2026-07-05T08:36:05Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ftnd9lIg5cV422tCK6VuZC5J3QDPRyCpaWJ8wbpZkHwbAX7OohYi4s9oB/JzRpWBiEqGQHNbYhnJrJyfYOA+Bw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-07T23:51:26.912865Z"},"content_sha256":"2a12c9e3156fa6a5819419da76400cf38b19046cb078c64d375b915b66a2884f","schema_version":"1.0","event_id":"sha256:2a12c9e3156fa6a5819419da76400cf38b19046cb078c64d375b915b66a2884f"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2024:PL5HMCCELSYWMYPK65BGOXSKUR","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":["cs.LG"],"primary_cat":"q-fin.GN","authors_text":"Christophe Mues, Cristi\\'an Bravo, Kamesh Korangi, Mar\\'ia \\'Oskarsd\\'ottir, Sahab Zandi","submitted_at":"2024-02-01T03:20:53Z","abstract_excerpt":"Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this paper, we present a model for credit risk assessment leveraging a dynamic multilayer network built from a Graph Neural Network and a Recurrent Neural Network, each layer reflecting a different source of network connection. We test our methodology in a behavioural credit scoring context using a dataset provided by U.S. mortgage financier Freddie Mac, in which"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2402.00299","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2402.00299/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T08:36:05Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"umzl2lR2P2xCvZXpRvde+klKpd6kU31pyfCUQp58sZlR9klvl+uQPDMHyIGPiQ95wGpoiSk3+OiRN07weG4eAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-07T23:51:26.913244Z"},"content_sha256":"2df41d2c1a129a6360cd0dc7dc2d49690445fe262c03c172941ce43cbc108f8c","schema_version":"1.0","event_id":"sha256:2df41d2c1a129a6360cd0dc7dc2d49690445fe262c03c172941ce43cbc108f8c"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/PL5HMCCELSYWMYPK65BGOXSKUR/bundle.json","state_url":"https://pith.science/pith/PL5HMCCELSYWMYPK65BGOXSKUR/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/PL5HMCCELSYWMYPK65BGOXSKUR/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":"2026-08-07T23:51:26Z","links":{"resolver":"https://pith.science/pith/PL5HMCCELSYWMYPK65BGOXSKUR","bundle":"https://pith.science/pith/PL5HMCCELSYWMYPK65BGOXSKUR/bundle.json","state":"https://pith.science/pith/PL5HMCCELSYWMYPK65BGOXSKUR/state.json","well_known_bundle":"https://pith.science/.well-known/pith/PL5HMCCELSYWMYPK65BGOXSKUR/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:PL5HMCCELSYWMYPK65BGOXSKUR","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":"0654fab3333c583b66e362b5841a4d12221096931cdc9a1c39a750e9e95deb20","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.GN","submitted_at":"2024-02-01T03:20:53Z","title_canon_sha256":"9d222abf39ee334994c092875bc8bddb15abc1ac7cdf428ac0fef2dafffcebc2"},"schema_version":"1.0","source":{"id":"2402.00299","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2402.00299","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"arxiv_version","alias_value":"2402.00299v2","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2402.00299","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"pith_short_12","alias_value":"PL5HMCCELSYW","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"pith_short_16","alias_value":"PL5HMCCELSYWMYPK","created_at":"2026-07-05T08:36:05Z"},{"alias_kind":"pith_short_8","alias_value":"PL5HMCCE","created_at":"2026-07-05T08:36:05Z"}],"graph_snapshots":[{"event_id":"sha256:2df41d2c1a129a6360cd0dc7dc2d49690445fe262c03c172941ce43cbc108f8c","target":"graph","created_at":"2026-07-05T08:36:05Z","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/2402.00299/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this paper, we present a model for credit risk assessment leveraging a dynamic multilayer network built from a Graph Neural Network and a Recurrent Neural Network, each layer reflecting a different source of network connection. We test our methodology in a behavioural credit scoring context using a dataset provided by U.S. mortgage financier Freddie Mac, in which","authors_text":"Christophe Mues, Cristi\\'an Bravo, Kamesh Korangi, Mar\\'ia \\'Oskarsd\\'ottir, Sahab Zandi","cross_cats":["cs.LG"],"headline":"","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.GN","submitted_at":"2024-02-01T03:20:53Z","title":"Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2402.00299","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":"sha256:2a12c9e3156fa6a5819419da76400cf38b19046cb078c64d375b915b66a2884f","target":"record","created_at":"2026-07-05T08:36:05Z","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":"0654fab3333c583b66e362b5841a4d12221096931cdc9a1c39a750e9e95deb20","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.GN","submitted_at":"2024-02-01T03:20:53Z","title_canon_sha256":"9d222abf39ee334994c092875bc8bddb15abc1ac7cdf428ac0fef2dafffcebc2"},"schema_version":"1.0","source":{"id":"2402.00299","kind":"arxiv","version":2}},"canonical_sha256":"7afa7608445cb16661eaf742675e4aa4626f37fd66d6e1d54c63d09b1a24901b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"7afa7608445cb16661eaf742675e4aa4626f37fd66d6e1d54c63d09b1a24901b","first_computed_at":"2026-07-05T08:36:05.497397Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T08:36:05.497397Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"RBrLH5puaD+TI86GA4vnSEigTOpHAuNBNgdjYX1L0Gw3Fl7YWWJzCwmuJmswkvB/SjzypGge3gz9W4deMDaKCQ==","signature_status":"signed_v1","signed_at":"2026-07-05T08:36:05.497885Z","signed_message":"canonical_sha256_bytes"},"source_id":"2402.00299","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:2a12c9e3156fa6a5819419da76400cf38b19046cb078c64d375b915b66a2884f","sha256:2df41d2c1a129a6360cd0dc7dc2d49690445fe262c03c172941ce43cbc108f8c"],"state_sha256":"0e2a37ba8fe27d6609099ce7aa5fa0d9f25283bedb5d278310e299049dc92bdb"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"W2HCBaZFnkTw+dhh6gfCMN3zMVEqvC18+8fRVp0+BfmAuaMPMudn/dtfNGcsoXd8coyFxFMQK+4dIfZkuIRaDQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-07T23:51:26.916614Z","bundle_sha256":"2b9ce1326fea433802f9584f0fac18624ba2062551fd82519d051bbd53f4e83e"}}