{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:W6D5HQ24JBHTSUY4KYRQS5I3SL","short_pith_number":"pith:W6D5HQ24","canonical_record":{"source":{"id":"1805.00898","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-02T16:25:44Z","cross_cats_sorted":[],"title_canon_sha256":"6bc0056083a5cbba53b50c19cfbf02c6b0a140a4ac99bd2ac915d4ed391bcbae","abstract_canon_sha256":"482e422fa8271948961ec7bdbfa3f5b9e6346dc346dfdb4d5a34df19ef096cb5"},"schema_version":"1.0"},"canonical_sha256":"b787d3c35c484f39531c562309751b92cff9cafbdef16f3691a50063acb5a112","source":{"kind":"arxiv","id":"1805.00898","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1805.00898","created_at":"2026-05-18T00:16:57Z"},{"alias_kind":"arxiv_version","alias_value":"1805.00898v1","created_at":"2026-05-18T00:16:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1805.00898","created_at":"2026-05-18T00:16:57Z"},{"alias_kind":"pith_short_12","alias_value":"W6D5HQ24JBHT","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_16","alias_value":"W6D5HQ24JBHTSUY4","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_8","alias_value":"W6D5HQ24","created_at":"2026-05-18T12:32:59Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:W6D5HQ24JBHTSUY4KYRQS5I3SL","target":"record","payload":{"canonical_record":{"source":{"id":"1805.00898","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-02T16:25:44Z","cross_cats_sorted":[],"title_canon_sha256":"6bc0056083a5cbba53b50c19cfbf02c6b0a140a4ac99bd2ac915d4ed391bcbae","abstract_canon_sha256":"482e422fa8271948961ec7bdbfa3f5b9e6346dc346dfdb4d5a34df19ef096cb5"},"schema_version":"1.0"},"canonical_sha256":"b787d3c35c484f39531c562309751b92cff9cafbdef16f3691a50063acb5a112","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:16:57.284068Z","signature_b64":"nvD1wHeHljB9RHl0PUNwIjFm3X87dcSLDvVhRdB0au5HsZRaTX7BZmFSa1N7VE8Ch/1ucZgNDXXXR7ULReINDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"b787d3c35c484f39531c562309751b92cff9cafbdef16f3691a50063acb5a112","last_reissued_at":"2026-05-18T00:16:57.283193Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:16:57.283193Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1805.00898","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:16:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"eMghnNUcUCIngIp/wHkYUcKQfGq+VT07vMolnNdNjS9SQWTVJ2itCm31CdBG7OKVd1K4HOxxZM+ir9RETR/xCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-09T19:12:00.078407Z"},"content_sha256":"c70e0867deb10cbc57984593ec743bdbeded8c704eb5e97a8bbcbc5777df7a2e","schema_version":"1.0","event_id":"sha256:c70e0867deb10cbc57984593ec743bdbeded8c704eb5e97a8bbcbc5777df7a2e"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:W6D5HQ24JBHTSUY4KYRQS5I3SL","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Chebyshev Methods for Ultra-efficient Risk Calculations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Ignacio Ruiz, Mariano Zeron Medina Laris","submitted_at":"2018-05-02T16:25:44Z","abstract_excerpt":"Financial institutions now face the important challenge of having to do multiple portfolio revaluations for their risk computation. The list is almost endless: from XVAs to FRTB, stress testing programs, etc. These computations require from several hundred up to a few million revaluations. The cost of implementing these calculations via a \"brute-force\" full revaluation is enormous. There is now a strong demand in the industry for algorithmic solutions to the challenge. In this paper we show a solution based on Chebyshev interpolation techniques. It is based on the demonstrated fact that those "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1805.00898","kind":"arxiv","version":1},"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:16:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"M/52PPBSg94zBjI1xN9nVF7cELXLoGI5Jv3UASD/Ro2/HgYNwoTVJ/VABkz1Y8/a5Ota5AVtNqZ0HsaCJz3ICg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-09T19:12:00.079031Z"},"content_sha256":"452532e47ad95bc92be20a7318a977fbea33be7a0c3ca38a6e6a51f4e1e665c3","schema_version":"1.0","event_id":"sha256:452532e47ad95bc92be20a7318a977fbea33be7a0c3ca38a6e6a51f4e1e665c3"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL/bundle.json","state_url":"https://pith.science/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL/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":"2026-06-09T19:12:00Z","links":{"resolver":"https://pith.science/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL","bundle":"https://pith.science/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL/bundle.json","state":"https://pith.science/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL/state.json","well_known_bundle":"https://pith.science/.well-known/pith/W6D5HQ24JBHTSUY4KYRQS5I3SL/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:W6D5HQ24JBHTSUY4KYRQS5I3SL","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":"482e422fa8271948961ec7bdbfa3f5b9e6346dc346dfdb4d5a34df19ef096cb5","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-02T16:25:44Z","title_canon_sha256":"6bc0056083a5cbba53b50c19cfbf02c6b0a140a4ac99bd2ac915d4ed391bcbae"},"schema_version":"1.0","source":{"id":"1805.00898","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1805.00898","created_at":"2026-05-18T00:16:57Z"},{"alias_kind":"arxiv_version","alias_value":"1805.00898v1","created_at":"2026-05-18T00:16:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1805.00898","created_at":"2026-05-18T00:16:57Z"},{"alias_kind":"pith_short_12","alias_value":"W6D5HQ24JBHT","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_16","alias_value":"W6D5HQ24JBHTSUY4","created_at":"2026-05-18T12:32:59Z"},{"alias_kind":"pith_short_8","alias_value":"W6D5HQ24","created_at":"2026-05-18T12:32:59Z"}],"graph_snapshots":[{"event_id":"sha256:452532e47ad95bc92be20a7318a977fbea33be7a0c3ca38a6e6a51f4e1e665c3","target":"graph","created_at":"2026-05-18T00:16:57Z","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"},"paper":{"abstract_excerpt":"Financial institutions now face the important challenge of having to do multiple portfolio revaluations for their risk computation. The list is almost endless: from XVAs to FRTB, stress testing programs, etc. These computations require from several hundred up to a few million revaluations. The cost of implementing these calculations via a \"brute-force\" full revaluation is enormous. There is now a strong demand in the industry for algorithmic solutions to the challenge. In this paper we show a solution based on Chebyshev interpolation techniques. It is based on the demonstrated fact that those ","authors_text":"Ignacio Ruiz, Mariano Zeron Medina Laris","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-02T16:25:44Z","title":"Chebyshev Methods for Ultra-efficient Risk Calculations"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1805.00898","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:c70e0867deb10cbc57984593ec743bdbeded8c704eb5e97a8bbcbc5777df7a2e","target":"record","created_at":"2026-05-18T00:16:57Z","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":"482e422fa8271948961ec7bdbfa3f5b9e6346dc346dfdb4d5a34df19ef096cb5","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-05-02T16:25:44Z","title_canon_sha256":"6bc0056083a5cbba53b50c19cfbf02c6b0a140a4ac99bd2ac915d4ed391bcbae"},"schema_version":"1.0","source":{"id":"1805.00898","kind":"arxiv","version":1}},"canonical_sha256":"b787d3c35c484f39531c562309751b92cff9cafbdef16f3691a50063acb5a112","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"b787d3c35c484f39531c562309751b92cff9cafbdef16f3691a50063acb5a112","first_computed_at":"2026-05-18T00:16:57.283193Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:16:57.283193Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"nvD1wHeHljB9RHl0PUNwIjFm3X87dcSLDvVhRdB0au5HsZRaTX7BZmFSa1N7VE8Ch/1ucZgNDXXXR7ULReINDg==","signature_status":"signed_v1","signed_at":"2026-05-18T00:16:57.284068Z","signed_message":"canonical_sha256_bytes"},"source_id":"1805.00898","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:c70e0867deb10cbc57984593ec743bdbeded8c704eb5e97a8bbcbc5777df7a2e","sha256:452532e47ad95bc92be20a7318a977fbea33be7a0c3ca38a6e6a51f4e1e665c3"],"state_sha256":"b8998f6fe16d00ce94058b5380176290feb1f61e6bbb7a813d02c1fc783009ea"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"DawzcjpG1RzkBtSD8Lfex54rTfK4WZdrYDh5CIyUIAO9l4YMGNt/URh7RVHODxl+BsE7khZgDR218cKEiMQ1Dw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-09T19:12:00.083190Z","bundle_sha256":"79429f1600825c53ce528a9960c29801fb9e51df16fe1b0ca75ceff40da233a7"}}