{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2016:R2KO6KCKFXGXTMIUCQWD6DRZRQ","short_pith_number":"pith:R2KO6KCK","schema_version":"1.0","canonical_sha256":"8e94ef284a2dcd79b114142c3f0e398c3ec3f19a0fc82aab87f323bee93bb3df","source":{"kind":"arxiv","id":"1611.04494","version":4},"attestation_state":"computed","paper":{"title":"Predictable Forward Performance Processes: The Binomial Case","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PM","q-fin.RM"],"primary_cat":"q-fin.MF","authors_text":"Bahman Angoshtari, Thaleia Zariphopoulou, Xun Yu Zhou","submitted_at":"2016-11-14T17:44:32Z","abstract_excerpt":"We introduce a new class of forward performance processes that are endogenous and predictable with regards to an underlying market information set and, furthermore, are updated at discrete times. We analyze in detail a binomial model whose parameters are random and updated dynamically as the market evolves. We show that the key step in the construction of the associated predictable forward performance process is to solve a single-period inverse investment problem, namely, to determine, period-by-period and conditionally on the current market information, the end-time utility function from a gi"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1611.04494","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2016-11-14T17:44:32Z","cross_cats_sorted":["q-fin.PM","q-fin.RM"],"title_canon_sha256":"9503551f6f0fd31bf40fea25d4baebddbf0cde4b8533432e03f9f984a273fbaa","abstract_canon_sha256":"c842e87fca1d08a32e31643250cf96274f53f083c459eb28b9b67a858a32695b"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:51:00.454603Z","signature_b64":"1CkXAS2HWbxx7ouNtwXAGeLNRoLE9KzpboS+knnUiqNzy8dJLh+6BUgeWFCBkml8/PoYEMqoYsVHS8uR9mNTDA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8e94ef284a2dcd79b114142c3f0e398c3ec3f19a0fc82aab87f323bee93bb3df","last_reissued_at":"2026-05-17T23:51:00.454126Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:51:00.454126Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Predictable Forward Performance Processes: The Binomial Case","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PM","q-fin.RM"],"primary_cat":"q-fin.MF","authors_text":"Bahman Angoshtari, Thaleia Zariphopoulou, Xun Yu Zhou","submitted_at":"2016-11-14T17:44:32Z","abstract_excerpt":"We introduce a new class of forward performance processes that are endogenous and predictable with regards to an underlying market information set and, furthermore, are updated at discrete times. We analyze in detail a binomial model whose parameters are random and updated dynamically as the market evolves. We show that the key step in the construction of the associated predictable forward performance process is to solve a single-period inverse investment problem, namely, to determine, period-by-period and conditionally on the current market information, the end-time utility function from a gi"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1611.04494","kind":"arxiv","version":4},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1611.04494","created_at":"2026-05-17T23:51:00.454193+00:00"},{"alias_kind":"arxiv_version","alias_value":"1611.04494v4","created_at":"2026-05-17T23:51:00.454193+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1611.04494","created_at":"2026-05-17T23:51:00.454193+00:00"},{"alias_kind":"pith_short_12","alias_value":"R2KO6KCKFXGX","created_at":"2026-05-18T12:30:41.710351+00:00"},{"alias_kind":"pith_short_16","alias_value":"R2KO6KCKFXGXTMIU","created_at":"2026-05-18T12:30:41.710351+00:00"},{"alias_kind":"pith_short_8","alias_value":"R2KO6KCK","created_at":"2026-05-18T12:30:41.710351+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ","json":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ.json","graph_json":"https://pith.science/api/pith-number/R2KO6KCKFXGXTMIUCQWD6DRZRQ/graph.json","events_json":"https://pith.science/api/pith-number/R2KO6KCKFXGXTMIUCQWD6DRZRQ/events.json","paper":"https://pith.science/paper/R2KO6KCK"},"agent_actions":{"view_html":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ","download_json":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ.json","view_paper":"https://pith.science/paper/R2KO6KCK","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1611.04494&json=true","fetch_graph":"https://pith.science/api/pith-number/R2KO6KCKFXGXTMIUCQWD6DRZRQ/graph.json","fetch_events":"https://pith.science/api/pith-number/R2KO6KCKFXGXTMIUCQWD6DRZRQ/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ/action/timestamp_anchor","attest_storage":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ/action/storage_attestation","attest_author":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ/action/author_attestation","sign_citation":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ/action/citation_signature","submit_replication":"https://pith.science/pith/R2KO6KCKFXGXTMIUCQWD6DRZRQ/action/replication_record"}},"created_at":"2026-05-17T23:51:00.454193+00:00","updated_at":"2026-05-17T23:51:00.454193+00:00"}