{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2024:Z33DSJIO3YPRMWMK6F3E4XTJRA","short_pith_number":"pith:Z33DSJIO","canonical_record":{"source":{"id":"2410.23297","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-10-15T17:17:02Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"f6ea19ef8d1019b3892d16b95af1cb9428c0f75b969ba9328e9bdae06b044b34","abstract_canon_sha256":"3309b5b6306428b860459f9c6847c15021b145bb9c877db9c88891f60c1dd27c"},"schema_version":"1.0"},"canonical_sha256":"cef639250ede1f16598af1764e5e69880e4ead1d01b578c182e6e92930fe5c31","source":{"kind":"arxiv","id":"2410.23297","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2410.23297","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"arxiv_version","alias_value":"2410.23297v1","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2410.23297","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"pith_short_12","alias_value":"Z33DSJIO3YPR","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"pith_short_16","alias_value":"Z33DSJIO3YPRMWMK","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"pith_short_8","alias_value":"Z33DSJIO","created_at":"2026-07-05T09:28:57Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2024:Z33DSJIO3YPRMWMK6F3E4XTJRA","target":"record","payload":{"canonical_record":{"source":{"id":"2410.23297","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-10-15T17:17:02Z","cross_cats_sorted":["cs.LG"],"title_canon_sha256":"f6ea19ef8d1019b3892d16b95af1cb9428c0f75b969ba9328e9bdae06b044b34","abstract_canon_sha256":"3309b5b6306428b860459f9c6847c15021b145bb9c877db9c88891f60c1dd27c"},"schema_version":"1.0"},"canonical_sha256":"cef639250ede1f16598af1764e5e69880e4ead1d01b578c182e6e92930fe5c31","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T09:28:57.905865Z","signature_b64":"niDU06wa1p74rZKYDoWE5bf8mNfhmFShmgROqfkIgRTxGoPrtyJ8t2a7MBdIZOqxolNP5edQGkxc1koFia6sCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"cef639250ede1f16598af1764e5e69880e4ead1d01b578c182e6e92930fe5c31","last_reissued_at":"2026-07-05T09:28:57.905400Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T09:28:57.905400Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2410.23297","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":"2026-07-05T09:28:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3mdzbGqGr/K3l31YLQz6zk441VpBrAb5OLiyFU6aIPeglmOfzEPABkOt27y1nr25X/uYwe8KonrRKecgH/KgAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-09T03:59:09.383664Z"},"content_sha256":"6442a548e568a57c7b8513bfab0cbdd4f8aa6443dd7abb790d253eb713bc5c80","schema_version":"1.0","event_id":"sha256:6442a548e568a57c7b8513bfab0cbdd4f8aa6443dd7abb790d253eb713bc5c80"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2024:Z33DSJIO3YPRMWMK6F3E4XTJRA","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction","license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","headline":"","cross_cats":["cs.LG"],"primary_cat":"q-fin.PM","authors_text":"Hugo Inzirillo","submitted_at":"2024-10-15T17:17:02Z","abstract_excerpt":"We propose a new way of building portfolios of cryptocurrencies that provide good diversification properties to investors. First, we seek to filter these digital assets by creating some clusters based on their path signature. The goal is to identify similar patterns in the behavior of these highly volatile assets. Once such clusters have been built, we propose \"optimal\" portfolios by comparing the performances of such portfolios to a universe of unfiltered digital assets. Our intuition is that clustering based on path signatures will make it easier to capture the main trends and features of a "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2410.23297","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2410.23297/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T09:28:57Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"2zbC+epCf8hcAy5sRzebZVsgE5ZRxDjqZKmqcdzojAZ7ipbJGWCDRWLfJeSGDDEWG5V9NkgpjPsy79pFlKZSCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-09T03:59:09.384558Z"},"content_sha256":"31ad79554f64042ffb033b86e856994a5536338a74c70534a4ccdc76a198b7c8","schema_version":"1.0","event_id":"sha256:31ad79554f64042ffb033b86e856994a5536338a74c70534a4ccdc76a198b7c8"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA/bundle.json","state_url":"https://pith.science/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA/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":"2026-08-09T03:59:09Z","links":{"resolver":"https://pith.science/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA","bundle":"https://pith.science/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA/bundle.json","state":"https://pith.science/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA/state.json","well_known_bundle":"https://pith.science/.well-known/pith/Z33DSJIO3YPRMWMK6F3E4XTJRA/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:Z33DSJIO3YPRMWMK6F3E4XTJRA","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":"3309b5b6306428b860459f9c6847c15021b145bb9c877db9c88891f60c1dd27c","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-10-15T17:17:02Z","title_canon_sha256":"f6ea19ef8d1019b3892d16b95af1cb9428c0f75b969ba9328e9bdae06b044b34"},"schema_version":"1.0","source":{"id":"2410.23297","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2410.23297","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"arxiv_version","alias_value":"2410.23297v1","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2410.23297","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"pith_short_12","alias_value":"Z33DSJIO3YPR","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"pith_short_16","alias_value":"Z33DSJIO3YPRMWMK","created_at":"2026-07-05T09:28:57Z"},{"alias_kind":"pith_short_8","alias_value":"Z33DSJIO","created_at":"2026-07-05T09:28:57Z"}],"graph_snapshots":[{"event_id":"sha256:31ad79554f64042ffb033b86e856994a5536338a74c70534a4ccdc76a198b7c8","target":"graph","created_at":"2026-07-05T09:28:57Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/2410.23297/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"We propose a new way of building portfolios of cryptocurrencies that provide good diversification properties to investors. First, we seek to filter these digital assets by creating some clusters based on their path signature. The goal is to identify similar patterns in the behavior of these highly volatile assets. Once such clusters have been built, we propose \"optimal\" portfolios by comparing the performances of such portfolios to a universe of unfiltered digital assets. Our intuition is that clustering based on path signatures will make it easier to capture the main trends and features of a ","authors_text":"Hugo Inzirillo","cross_cats":["cs.LG"],"headline":"","license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-10-15T17:17:02Z","title":"Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2410.23297","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":"sha256:6442a548e568a57c7b8513bfab0cbdd4f8aa6443dd7abb790d253eb713bc5c80","target":"record","created_at":"2026-07-05T09:28:57Z","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":"3309b5b6306428b860459f9c6847c15021b145bb9c877db9c88891f60c1dd27c","cross_cats_sorted":["cs.LG"],"license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","primary_cat":"q-fin.PM","submitted_at":"2024-10-15T17:17:02Z","title_canon_sha256":"f6ea19ef8d1019b3892d16b95af1cb9428c0f75b969ba9328e9bdae06b044b34"},"schema_version":"1.0","source":{"id":"2410.23297","kind":"arxiv","version":1}},"canonical_sha256":"cef639250ede1f16598af1764e5e69880e4ead1d01b578c182e6e92930fe5c31","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"cef639250ede1f16598af1764e5e69880e4ead1d01b578c182e6e92930fe5c31","first_computed_at":"2026-07-05T09:28:57.905400Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T09:28:57.905400Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"niDU06wa1p74rZKYDoWE5bf8mNfhmFShmgROqfkIgRTxGoPrtyJ8t2a7MBdIZOqxolNP5edQGkxc1koFia6sCQ==","signature_status":"signed_v1","signed_at":"2026-07-05T09:28:57.905865Z","signed_message":"canonical_sha256_bytes"},"source_id":"2410.23297","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:6442a548e568a57c7b8513bfab0cbdd4f8aa6443dd7abb790d253eb713bc5c80","sha256:31ad79554f64042ffb033b86e856994a5536338a74c70534a4ccdc76a198b7c8"],"state_sha256":"fde6aeddce79acfb184c9b40f317dedcf47da3dd6404e0343552c31bbd8d74f1"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"OStgDZ5Hy/MlVZJizQF+46ydC//TpzE/4/7VSBSfT0mhsTr0+Z3wwYmVfdEID6suEjXMqgO6otWkuqLIfuBiBg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-09T03:59:09.391514Z","bundle_sha256":"dafe0b911f5ef45a024f7416a6e034a61fffe5f27122331bada7585f2a9829b9"}}