Pith Number

pith:XU3MFL4N

pith:2023:XU3MFL4NA3AYRUWBH4KVB5Q5MY

not attested not anchored not stored refs pending

Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals

Blanka Horvath, Magnus Wiese, Owen Futter

arxiv:2308.15135 v2 · 2023-08-29 · q-fin.PM · math.OC · q-fin.MF · q-fin.RM

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{XU3MFL4NA3AYRUWBH4KVB5Q5MY}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

3 papers in Pith

Signature Methods for Optimal Market Making

Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals

Affine Structure of the Brownian Signature

Receipt and verification

First computed	2026-07-05T06:46:08.117789Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

bd36c2af8d06c188d2c13f1550f61d661616c26a7a8c1aca29286a60a1a789be

Aliases

arxiv: 2308.15135 · arxiv_version: 2308.15135v2 · doi: 10.48550/arxiv.2308.15135 · pith_short_12: XU3MFL4NA3AY · pith_short_16: XU3MFL4NA3AYRUWB · pith_short_8: XU3MFL4N

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/XU3MFL4NA3AYRUWBH4KVB5Q5MY \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: bd36c2af8d06c188d2c13f1550f61d661616c26a7a8c1aca29286a60a1a789be

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "e9869ec6a6bbad6fa2abce71a9194db3325905791bf40c53206ad6d88af09499",
    "cross_cats_sorted": [
      "math.OC",
      "q-fin.MF",
      "q-fin.RM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PM",
    "submitted_at": "2023-08-29T09:10:22Z",
    "title_canon_sha256": "92235f92cad7c851ca50468180f727deb4ac7aed313854f687e7dda07b576a60"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2308.15135",
    "kind": "arxiv",
    "version": 2
  }
}