{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2026:RUBZJQGHG2C777PJCVZYGYMUM6","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":"710969631f5caf571ac526e91bf6f63b8493055ff1c2dd025797cd7c90aac21c","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.IR","submitted_at":"2026-05-28T03:11:41Z","title_canon_sha256":"753647579cc541cca15663ffd180a684e42c78a37db8e4da9af11bff77dbd854"},"schema_version":"1.0","source":{"id":"2605.29286","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2605.29286","created_at":"2026-05-29T01:05:29Z"},{"alias_kind":"arxiv_version","alias_value":"2605.29286v1","created_at":"2026-05-29T01:05:29Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2605.29286","created_at":"2026-05-29T01:05:29Z"},{"alias_kind":"pith_short_12","alias_value":"RUBZJQGHG2C7","created_at":"2026-05-29T01:05:29Z"},{"alias_kind":"pith_short_16","alias_value":"RUBZJQGHG2C777PJ","created_at":"2026-05-29T01:05:29Z"},{"alias_kind":"pith_short_8","alias_value":"RUBZJQGH","created_at":"2026-05-29T01:05:29Z"}],"graph_snapshots":[{"event_id":"sha256:31caa85fac58fafabc49c24c7be5ffb394eeaa2dda0ea6c36d764f7fd1d64381","target":"graph","created_at":"2026-05-29T01:05:29Z","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/2605.29286/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Cross-market factor research studies whether firm-level signals from one or more markets can predict returns in a target market, but existing public benchmarks do not support cross-market disclosure-to-return evaluation. Building such a benchmark is challenging because filings differ across languages and regulatory systems, disclosure-derived similarity can be biased by common reporting components, and cross-market signals must be evaluated under feasible trading-time alignment. We introduce \\textbf{CrossAlpha}, a public annual-report benchmark for cross-market factor research. CrossAlpha addr","authors_text":"Bingsheng He, Nuo Chen, Qian Wang, Zhaomin Wu, Zhongyi Tong","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.IR","submitted_at":"2026-05-28T03:11:41Z","title":"CrossAlpha: An Annual-Report Benchmark for Cross-Market Factor Research"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.29286","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":"sha256:84f49df9275c9fbe0dcee7055b85150e79b58841e7a64a4083b71adce7aa1891","target":"record","created_at":"2026-05-29T01:05:29Z","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":"710969631f5caf571ac526e91bf6f63b8493055ff1c2dd025797cd7c90aac21c","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"cs.IR","submitted_at":"2026-05-28T03:11:41Z","title_canon_sha256":"753647579cc541cca15663ffd180a684e42c78a37db8e4da9af11bff77dbd854"},"schema_version":"1.0","source":{"id":"2605.29286","kind":"arxiv","version":1}},"canonical_sha256":"8d0394c0c73685fffde91573836194679e81e317f82911355cddecdee9cf89e0","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"8d0394c0c73685fffde91573836194679e81e317f82911355cddecdee9cf89e0","first_computed_at":"2026-05-29T01:05:29.508406Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-29T01:05:29.508406Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"KabwBS9HuLrQsoP9ot7rrCpWwY18zYwsUh1xt+df7lHAkxqooKNm6K1JDsdiBnxnVx/7j2aNGAFCso9VwDx6AA==","signature_status":"signed_v1","signed_at":"2026-05-29T01:05:29.509018Z","signed_message":"canonical_sha256_bytes"},"source_id":"2605.29286","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:84f49df9275c9fbe0dcee7055b85150e79b58841e7a64a4083b71adce7aa1891","sha256:31caa85fac58fafabc49c24c7be5ffb394eeaa2dda0ea6c36d764f7fd1d64381"],"state_sha256":"536c848ab17120a89390886e8e7037b254194231376e2efda6c2f91106b8cdad"}