pith. sign in
Pith Number

pith:Y255LOWL

pith:2016:Y255LOWLZ2CY5SXIZVKFATISDB
not attested not anchored not stored refs pending

The role of volume in order book dynamics: a multivariate Hawkes process analysis

Emmanuel Bacry, Fabrizio Lillo, Marcello Rambaldi

arxiv:1602.07663 v1 · 2016-02-24 · q-fin.TR · q-fin.ST

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{Y255LOWLZ2CY5SXIZVKFATISDB}

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.
Receipt and verification
First computed 2026-05-18T00:11:19.414720Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

c6bbd5bacbce858ecae8cd54504d12185399611a131b979ba6e667c75f3bc8ae

Aliases

arxiv: 1602.07663 · arxiv_version: 1602.07663v1 · doi: 10.48550/arxiv.1602.07663 · pith_short_12: Y255LOWLZ2CY · pith_short_16: Y255LOWLZ2CY5SXI · pith_short_8: Y255LOWL
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/Y255LOWLZ2CY5SXIZVKFATISDB \
  | 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: c6bbd5bacbce858ecae8cd54504d12185399611a131b979ba6e667c75f3bc8ae
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "623fa19ec39a2b10893f0c99c68f3a35af527befcc9ca99522cdf296fe8815f1",
    "cross_cats_sorted": [
      "q-fin.ST"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.TR",
    "submitted_at": "2016-02-24T20:22:04Z",
    "title_canon_sha256": "7d97a9e1bd0e2e91c7d69207267c27d17a10a80cce3d34b0e3855e0a9603620f"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1602.07663",
    "kind": "arxiv",
    "version": 1
  }
}