{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2023:TPECRHAFZRAENI6UJ5IMLFOHSP","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":"ee3ded2ca04077660f9e01a431bb98fa3341c46ed70841e15b9bc24b15863564","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2023-07-07T18:47:58Z","title_canon_sha256":"a2e3b2983e05f1f3fb1d94808cf81db49ff4bdd99d81b5b43d02fb5ee36c0543"},"schema_version":"1.0","source":{"id":"2307.08665","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2307.08665","created_at":"2026-07-05T06:31:27Z"},{"alias_kind":"arxiv_version","alias_value":"2307.08665v1","created_at":"2026-07-05T06:31:27Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2307.08665","created_at":"2026-07-05T06:31:27Z"},{"alias_kind":"pith_short_12","alias_value":"TPECRHAFZRAE","created_at":"2026-07-05T06:31:27Z"},{"alias_kind":"pith_short_16","alias_value":"TPECRHAFZRAENI6U","created_at":"2026-07-05T06:31:27Z"},{"alias_kind":"pith_short_8","alias_value":"TPECRHAF","created_at":"2026-07-05T06:31:27Z"}],"graph_snapshots":[{"event_id":"sha256:665ce2ac5e89f751409381e567446cf550fb13f5bba13a0d00f6d212f37a6a15","target":"graph","created_at":"2026-07-05T06:31:27Z","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/2307.08665/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Cross-series dependencies are crucial in obtaining accurate forecasts when forecasting a multivariate time series. Simultaneous Graphical Dynamic Linear Models (SGDLMs) are Bayesian models that elegantly capture cross-series dependencies. This study forecasts returns of a 40-dimensional time series of stock data from the Johannesburg Stock Exchange (JSE) using SGDLMs. The SGDLM approach involves constructing a customised dynamic linear model (DLM) for each univariate time series. At each time point, the DLMs are recoupled using importance sampling and decoupled using mean-field variational Bay","authors_text":"Bruce Bartlett, Nelson Kyakutwika","cross_cats":[],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2023-07-07T18:47:58Z","title":"Bayesian Forecasting of Stock Returns on the JSE using Simultaneous Graphical Dynamic Linear Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2307.08665","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":"sha256:3e5d146e506c9d405b6fc779eca6d22f4e46ceb4eb278a0f9213ca00b94f412b","target":"record","created_at":"2026-07-05T06:31:27Z","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":"ee3ded2ca04077660f9e01a431bb98fa3341c46ed70841e15b9bc24b15863564","cross_cats_sorted":[],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2023-07-07T18:47:58Z","title_canon_sha256":"a2e3b2983e05f1f3fb1d94808cf81db49ff4bdd99d81b5b43d02fb5ee36c0543"},"schema_version":"1.0","source":{"id":"2307.08665","kind":"arxiv","version":1}},"canonical_sha256":"9bc8289c05cc4046a3d44f50c595c793e9ef60264a92861521a8b09b58cb79a6","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"9bc8289c05cc4046a3d44f50c595c793e9ef60264a92861521a8b09b58cb79a6","first_computed_at":"2026-07-05T06:31:27.281124Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T06:31:27.281124Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"dOmL2z2teS0WnxPXG/dWAqMfOE2EULv6ghpPPhvgZ1j87FNA+eHPKNbKvBWtSUgV0mluaP8npu6ehC0AFuACBg==","signature_status":"signed_v1","signed_at":"2026-07-05T06:31:27.281754Z","signed_message":"canonical_sha256_bytes"},"source_id":"2307.08665","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:3e5d146e506c9d405b6fc779eca6d22f4e46ceb4eb278a0f9213ca00b94f412b","sha256:665ce2ac5e89f751409381e567446cf550fb13f5bba13a0d00f6d212f37a6a15"],"state_sha256":"5761c1d6c07be3d9ce713f3f96cee2c4649c2cfb9e749049e77c2433678b9557"}