{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2024:TD2HOYONZ53RQEUJ4O4UIVOWMZ","short_pith_number":"pith:TD2HOYON","canonical_record":{"source":{"id":"2405.18938","kind":"arxiv","version":3},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.TR","submitted_at":"2024-05-29T09:46:44Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"079f2a3dcb1ca3f32218df0e7bccf67da8c9f66512824849faf25f62caca5a3d","abstract_canon_sha256":"e5ced4e64d423c8297de2083614ebc38e8ad38ebcdb21d8220f40ccac46f1e43"},"schema_version":"1.0"},"canonical_sha256":"98f47761cdcf77181289e3b94455d6667519ab62e3e231e279b81705628b03fc","source":{"kind":"arxiv","id":"2405.18938","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2405.18938","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"arxiv_version","alias_value":"2405.18938v3","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2405.18938","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"pith_short_12","alias_value":"TD2HOYONZ53R","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"pith_short_16","alias_value":"TD2HOYONZ53RQEUJ","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"pith_short_8","alias_value":"TD2HOYON","created_at":"2026-07-05T08:27:08Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2024:TD2HOYONZ53RQEUJ4O4UIVOWMZ","target":"record","payload":{"canonical_record":{"source":{"id":"2405.18938","kind":"arxiv","version":3},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.TR","submitted_at":"2024-05-29T09:46:44Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"079f2a3dcb1ca3f32218df0e7bccf67da8c9f66512824849faf25f62caca5a3d","abstract_canon_sha256":"e5ced4e64d423c8297de2083614ebc38e8ad38ebcdb21d8220f40ccac46f1e43"},"schema_version":"1.0"},"canonical_sha256":"98f47761cdcf77181289e3b94455d6667519ab62e3e231e279b81705628b03fc","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T08:27:08.924160Z","signature_b64":"jDC7qTtGkba8oB+vaR+YsxCIHhWo5CGXJGniKTvpkSPmSC7ttRFFnUN5+hoVH788eIS18txe7Gh5BLBjU69IBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"98f47761cdcf77181289e3b94455d6667519ab62e3e231e279b81705628b03fc","last_reissued_at":"2026-07-05T08:27:08.923668Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T08:27:08.923668Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2405.18938","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T08:27:08Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"IDpdB1vEBCY+pbFTAaKau+10zjGM8tUweOIlfWbX2QdAnk0H84tVj23xJhoH8D/ZwQq3GsjbXEqnGlFCTGJxDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-17T21:42:08.477258Z"},"content_sha256":"389a6846cec29c5c14d1dbcba2220af30ede397b00d485d60bf3b704a6a22252","schema_version":"1.0","event_id":"sha256:389a6846cec29c5c14d1dbcba2220af30ede397b00d485d60bf3b704a6a22252"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2024:TD2HOYONZ53RQEUJ4O4UIVOWMZ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"HLOB -- Information Persistence and Structure in Limit Order Books","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":["cs.LG"],"primary_cat":"q-fin.TR","authors_text":"Antonio Briola, Silvia Bartolucci, Tomaso Aste","submitted_at":"2024-05-29T09:46:44Z","abstract_excerpt":"We introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'. This architecture (i) exploits the information encoded by an Information Filtering Network, namely the Triangulated Maximally Filtered Graph, to unveil deeper and non-trivial dependency structures among volume levels; and (ii) guarantees deterministic design choices to handle the complexity of the underlying system by drawing inspiration from the groundbreaking class of Homological Convolutional Neural Networks. We test our model against 9 state-of-the-art deep learni"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2405.18938","kind":"arxiv","version":3},"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/2405.18938/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":"2026-07-05T08:27:08Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"CjHzG2z562GuDEbSO3ai0De7okqMi8M2tGAWZhx1JYvYbM0nQ1KXrCaa0Zr27M0IzMMQmsetUjx4j8iKQiYGCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-17T21:42:08.477790Z"},"content_sha256":"f641e22272fc7d56e2fea32954624698f519242a99293140c0229893104c2c3a","schema_version":"1.0","event_id":"sha256:f641e22272fc7d56e2fea32954624698f519242a99293140c0229893104c2c3a"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ/bundle.json","state_url":"https://pith.science/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ/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":"2026-08-17T21:42:08Z","links":{"resolver":"https://pith.science/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ","bundle":"https://pith.science/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ/bundle.json","state":"https://pith.science/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/TD2HOYONZ53RQEUJ4O4UIVOWMZ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:TD2HOYONZ53RQEUJ4O4UIVOWMZ","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":"e5ced4e64d423c8297de2083614ebc38e8ad38ebcdb21d8220f40ccac46f1e43","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.TR","submitted_at":"2024-05-29T09:46:44Z","title_canon_sha256":"079f2a3dcb1ca3f32218df0e7bccf67da8c9f66512824849faf25f62caca5a3d"},"schema_version":"1.0","source":{"id":"2405.18938","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2405.18938","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"arxiv_version","alias_value":"2405.18938v3","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2405.18938","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"pith_short_12","alias_value":"TD2HOYONZ53R","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"pith_short_16","alias_value":"TD2HOYONZ53RQEUJ","created_at":"2026-07-05T08:27:08Z"},{"alias_kind":"pith_short_8","alias_value":"TD2HOYON","created_at":"2026-07-05T08:27:08Z"}],"graph_snapshots":[{"event_id":"sha256:f641e22272fc7d56e2fea32954624698f519242a99293140c0229893104c2c3a","target":"graph","created_at":"2026-07-05T08:27:08Z","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/2405.18938/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"We introduce a novel large-scale deep learning model for Limit Order Book mid-price changes forecasting, and we name it `HLOB'. This architecture (i) exploits the information encoded by an Information Filtering Network, namely the Triangulated Maximally Filtered Graph, to unveil deeper and non-trivial dependency structures among volume levels; and (ii) guarantees deterministic design choices to handle the complexity of the underlying system by drawing inspiration from the groundbreaking class of Homological Convolutional Neural Networks. We test our model against 9 state-of-the-art deep learni","authors_text":"Antonio Briola, Silvia Bartolucci, Tomaso Aste","cross_cats":["cs.LG"],"headline":"","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.TR","submitted_at":"2024-05-29T09:46:44Z","title":"HLOB -- Information Persistence and Structure in Limit Order Books"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2405.18938","kind":"arxiv","version":3},"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":"sha256:389a6846cec29c5c14d1dbcba2220af30ede397b00d485d60bf3b704a6a22252","target":"record","created_at":"2026-07-05T08:27:08Z","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":"e5ced4e64d423c8297de2083614ebc38e8ad38ebcdb21d8220f40ccac46f1e43","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","primary_cat":"q-fin.TR","submitted_at":"2024-05-29T09:46:44Z","title_canon_sha256":"079f2a3dcb1ca3f32218df0e7bccf67da8c9f66512824849faf25f62caca5a3d"},"schema_version":"1.0","source":{"id":"2405.18938","kind":"arxiv","version":3}},"canonical_sha256":"98f47761cdcf77181289e3b94455d6667519ab62e3e231e279b81705628b03fc","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"98f47761cdcf77181289e3b94455d6667519ab62e3e231e279b81705628b03fc","first_computed_at":"2026-07-05T08:27:08.923668Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T08:27:08.923668Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jDC7qTtGkba8oB+vaR+YsxCIHhWo5CGXJGniKTvpkSPmSC7ttRFFnUN5+hoVH788eIS18txe7Gh5BLBjU69IBg==","signature_status":"signed_v1","signed_at":"2026-07-05T08:27:08.924160Z","signed_message":"canonical_sha256_bytes"},"source_id":"2405.18938","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:389a6846cec29c5c14d1dbcba2220af30ede397b00d485d60bf3b704a6a22252","sha256:f641e22272fc7d56e2fea32954624698f519242a99293140c0229893104c2c3a"],"state_sha256":"cb7f571cfba49cd45ac7bcaee9522bfbf39c9cf5fda34c3b11d0fc6f50380cfb"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"HYEzFbuuv2emIfJAA88Zm1HUdmkGqN8mUCtIu+I9gOdXSYehdLXqARj0WVRzlkx5f6taPXFbrvlhq7JusPpMCA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-17T21:42:08.484898Z","bundle_sha256":"68c1cb3249ad0001280ccf69d1f28502d6246d48a99ae5a121b5f5435ea02854"}}