pith. sign in
Pith Number

pith:YSOGSN22

pith:2017:YSOGSN22LF33JZPFQRLGG7H76D
not attested not anchored not stored refs pending

Backtesting Expected Shortfall: a simple recipe?

Felix Moldenhauer, Marcin Pitera

arxiv:1709.01337 v3 · 2017-09-05 · q-fin.RM · q-fin.CP · q-fin.MF

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{YSOGSN22LF33JZPFQRLGG7H76D}

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 2026-05-18T00:08:27.249577Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

c49c69375a5977b4e5e58456637cfff0fdc5895bca65c45f0a4bf3e139873415

Aliases

arxiv: 1709.01337 · arxiv_version: 1709.01337v3 · doi: 10.48550/arxiv.1709.01337 · pith_short_12: YSOGSN22LF33 · pith_short_16: YSOGSN22LF33JZPF · pith_short_8: YSOGSN22
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/YSOGSN22LF33JZPFQRLGG7H76D \
  | 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: c49c69375a5977b4e5e58456637cfff0fdc5895bca65c45f0a4bf3e139873415
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "7c37f8e7bec66c36a38cad0066f1056aa7cdf7c693869abdb3261f92b0263e97",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.MF"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2017-09-05T11:37:19Z",
    "title_canon_sha256": "7dad34e5c98447652fe73f96e0d0862896949f0a0d6687c2d1f5483c721887e4"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1709.01337",
    "kind": "arxiv",
    "version": 3
  }
}