{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2021:S7Y4JKKYQZCOS3UQJVPIGNUWUE","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":"baf4e00564fe5c8a201f5289f5a491b9b55afa9b7b4edad1c03fc73c531be381","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2021-10-10T10:14:47Z","title_canon_sha256":"7ca13993fdc6801c59ceb646642bb845035afa4d043e285ec0c685f9c2782ac8"},"schema_version":"1.0","source":{"id":"2110.04752","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2110.04752","created_at":"2026-07-05T03:21:20Z"},{"alias_kind":"arxiv_version","alias_value":"2110.04752v1","created_at":"2026-07-05T03:21:20Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2110.04752","created_at":"2026-07-05T03:21:20Z"},{"alias_kind":"pith_short_12","alias_value":"S7Y4JKKYQZCO","created_at":"2026-07-05T03:21:20Z"},{"alias_kind":"pith_short_16","alias_value":"S7Y4JKKYQZCOS3UQ","created_at":"2026-07-05T03:21:20Z"},{"alias_kind":"pith_short_8","alias_value":"S7Y4JKKY","created_at":"2026-07-05T03:21:20Z"}],"graph_snapshots":[{"event_id":"sha256:336ff3a52077f8ab7f4d5b68403aa84f759f874873fff733486345dccc6b9ffd","target":"graph","created_at":"2026-07-05T03:21:20Z","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/2110.04752/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"The success of machine learning models in the financial domain is highly reliant on the quality of the data representation. In this paper, we focus on the representation of limit order book data and discuss the opportunities and challenges for learning representations of such data. We also experimentally analyse the issues associated with existing representations and present a guideline for future research in this area.","authors_text":"Daniele Magazzeni, Mahmoud Mahfouz, Manuela Veloso, Yufei Wu","cross_cats":["cs.LG"],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2021-10-10T10:14:47Z","title":"How Robust are Limit Order Book Representations under Data Perturbation?"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2110.04752","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:c7b414e4db8e03a14ce29d7dc7d136929a303da649040a35ed3c63291359ba62","target":"record","created_at":"2026-07-05T03:21:20Z","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":"baf4e00564fe5c8a201f5289f5a491b9b55afa9b7b4edad1c03fc73c531be381","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.TR","submitted_at":"2021-10-10T10:14:47Z","title_canon_sha256":"7ca13993fdc6801c59ceb646642bb845035afa4d043e285ec0c685f9c2782ac8"},"schema_version":"1.0","source":{"id":"2110.04752","kind":"arxiv","version":1}},"canonical_sha256":"97f1c4a9588644e96e904d5e833696a125981e5693993957c99dace9a59cb69d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"97f1c4a9588644e96e904d5e833696a125981e5693993957c99dace9a59cb69d","first_computed_at":"2026-07-05T03:21:20.997946Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T03:21:20.997946Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"s43XdXuabkyfJFtCF6sEAK8GsC0B4oWyyCt8Cm5Wf+6TRtuZVvpcTeDStUuHpqqHzSMYd6VJk8Df0c28JNsEBg==","signature_status":"signed_v1","signed_at":"2026-07-05T03:21:20.998515Z","signed_message":"canonical_sha256_bytes"},"source_id":"2110.04752","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c7b414e4db8e03a14ce29d7dc7d136929a303da649040a35ed3c63291359ba62","sha256:336ff3a52077f8ab7f4d5b68403aa84f759f874873fff733486345dccc6b9ffd"],"state_sha256":"66120c485391d0bf1b444c8ebcc09db2301a0e5ee8e5275912ef91202182c394"}