{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2016:YH5VPNBH2SY6FG4ZDJJ7RCW2F2","short_pith_number":"pith:YH5VPNBH","schema_version":"1.0","canonical_sha256":"c1fb57b427d4b1e29b991a53f88ada2ebc88e843faf7223603126b2d3f5f4105","source":{"kind":"arxiv","id":"1608.03058","version":1},"attestation_state":"computed","paper":{"title":"Dynamic portfolio strategy using clustering approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Fei Ren, Li-Xin Zhong, Sai-Ping Li, Tian Qiu, Xiong-Fei Jiang, Ya-Nan Lu","submitted_at":"2016-08-10T06:38:35Z","abstract_excerpt":"The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portfolios for investment. A portfolio strategy comprises two stages: selecting the portfolios by choosing central and peripheral stocks in the selection horizon using five topological parameters, i.e., degree, betweenness centrality, distance on degree criterion, distance on correlation criterion an"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1608.03058","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2016-08-10T06:38:35Z","cross_cats_sorted":[],"title_canon_sha256":"cd2a47ec67230bbca8b29b501c9f8ae3529f36243e89cdb7e43105ba5a82d72f","abstract_canon_sha256":"e1f65dc5a72d5f6db2fbb3fcec62151d813450da6331fedac9748d920804b5a3"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:46:40.106242Z","signature_b64":"MsB14TpZdOxCXisqNZ3JyilsAs6qsIfVccGEru75KpHNp7P76rBzk7A7oBML0gMkCxTFFB9NXp9tMT/NNtjmDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c1fb57b427d4b1e29b991a53f88ada2ebc88e843faf7223603126b2d3f5f4105","last_reissued_at":"2026-05-18T00:46:40.105376Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:46:40.105376Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Dynamic portfolio strategy using clustering approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Fei Ren, Li-Xin Zhong, Sai-Ping Li, Tian Qiu, Xiong-Fei Jiang, Ya-Nan Lu","submitted_at":"2016-08-10T06:38:35Z","abstract_excerpt":"The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portfolios for investment. A portfolio strategy comprises two stages: selecting the portfolios by choosing central and peripheral stocks in the selection horizon using five topological parameters, i.e., degree, betweenness centrality, distance on degree criterion, distance on correlation criterion an"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1608.03058","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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1608.03058","created_at":"2026-05-18T00:46:40.105522+00:00"},{"alias_kind":"arxiv_version","alias_value":"1608.03058v1","created_at":"2026-05-18T00:46:40.105522+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1608.03058","created_at":"2026-05-18T00:46:40.105522+00:00"},{"alias_kind":"pith_short_12","alias_value":"YH5VPNBH2SY6","created_at":"2026-05-18T12:30:53.716459+00:00"},{"alias_kind":"pith_short_16","alias_value":"YH5VPNBH2SY6FG4Z","created_at":"2026-05-18T12:30:53.716459+00:00"},{"alias_kind":"pith_short_8","alias_value":"YH5VPNBH","created_at":"2026-05-18T12:30:53.716459+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2","json":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2.json","graph_json":"https://pith.science/api/pith-number/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/graph.json","events_json":"https://pith.science/api/pith-number/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/events.json","paper":"https://pith.science/paper/YH5VPNBH"},"agent_actions":{"view_html":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2","download_json":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2.json","view_paper":"https://pith.science/paper/YH5VPNBH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1608.03058&json=true","fetch_graph":"https://pith.science/api/pith-number/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/graph.json","fetch_events":"https://pith.science/api/pith-number/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/action/timestamp_anchor","attest_storage":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/action/storage_attestation","attest_author":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/action/author_attestation","sign_citation":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/action/citation_signature","submit_replication":"https://pith.science/pith/YH5VPNBH2SY6FG4ZDJJ7RCW2F2/action/replication_record"}},"created_at":"2026-05-18T00:46:40.105522+00:00","updated_at":"2026-05-18T00:46:40.105522+00:00"}