{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:2UORPRD4OYQVMW2SCZ6OO4Q5PF","short_pith_number":"pith:2UORPRD4","canonical_record":{"source":{"id":"1903.06632","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-02-17T10:47:27Z","cross_cats_sorted":[],"title_canon_sha256":"f60ba60b69600b5cca9847637be189a3b7a53dc8c3760677022443b5b2fc26bd","abstract_canon_sha256":"efaf41fa32f1991bc493225b0ad1114f4fe7ff709e2a6b5f7c72e6d15bf94c6a"},"schema_version":"1.0"},"canonical_sha256":"d51d17c47c7621565b52167ce7721d796175f95a0694fb7d093d7d3449368692","source":{"kind":"arxiv","id":"1903.06632","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1903.06632","created_at":"2026-05-17T23:51:10Z"},{"alias_kind":"arxiv_version","alias_value":"1903.06632v1","created_at":"2026-05-17T23:51:10Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1903.06632","created_at":"2026-05-17T23:51:10Z"},{"alias_kind":"pith_short_12","alias_value":"2UORPRD4OYQV","created_at":"2026-05-18T12:33:07Z"},{"alias_kind":"pith_short_16","alias_value":"2UORPRD4OYQVMW2S","created_at":"2026-05-18T12:33:07Z"},{"alias_kind":"pith_short_8","alias_value":"2UORPRD4","created_at":"2026-05-18T12:33:07Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:2UORPRD4OYQVMW2SCZ6OO4Q5PF","target":"record","payload":{"canonical_record":{"source":{"id":"1903.06632","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-02-17T10:47:27Z","cross_cats_sorted":[],"title_canon_sha256":"f60ba60b69600b5cca9847637be189a3b7a53dc8c3760677022443b5b2fc26bd","abstract_canon_sha256":"efaf41fa32f1991bc493225b0ad1114f4fe7ff709e2a6b5f7c72e6d15bf94c6a"},"schema_version":"1.0"},"canonical_sha256":"d51d17c47c7621565b52167ce7721d796175f95a0694fb7d093d7d3449368692","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:51:10.293635Z","signature_b64":"y4KM8vlUjmDXTe99vgOrIGiOGiJ5jhW+KN8yLctKNbvLZ0kylqRspq3Fyl4tboirpak6bT6KPWXULIcU7zZPDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d51d17c47c7621565b52167ce7721d796175f95a0694fb7d093d7d3449368692","last_reissued_at":"2026-05-17T23:51:10.293129Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:51:10.293129Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1903.06632","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":"2026-05-17T23:51:10Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"lupTYbHA+85zYik88zsmpiPno29LXzCFxuj1vPxcXz6gvvf94HtxeUVrUcdtCukyGSXmvw33KqnhuQON5zW+BA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-19T23:38:22.564671Z"},"content_sha256":"3ee0f49536b28e06001b0f964bbebdfd0ebe5a51d28e6a6613d42dea7ca299cb","schema_version":"1.0","event_id":"sha256:3ee0f49536b28e06001b0f964bbebdfd0ebe5a51d28e6a6613d42dea7ca299cb"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:2UORPRD4OYQVMW2SCZ6OO4Q5PF","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Babak Barazandeh, Masoud Fekri","submitted_at":"2019-02-17T10:47:27Z","abstract_excerpt":"Optimal capital allocation between different assets is an important financial problem, which is generally framed as the portfolio optimization problem. General models include the single-period and multi-period cases. The traditional Mean-Variance model introduced by Harry Markowitz has been the basis of many models used to solve the portfolio optimization problem. The overall goal is to achieve the highest return and lowest risk in portfolio optimization problems. In this paper, we will present an optimal portfolio based the Markowitz Mean-Variance-Skewness with weight constraints model for sh"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1903.06632","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:51:10Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"rX7mRvjqoQd9oqL3VVe3mikyEU8Py6rktz6zpSejUUnyHocQCXQqB/wsW2NeAKM9yf4ORbCDj7vQ9t3jBAvTAQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-19T23:38:22.565009Z"},"content_sha256":"47001f2ebbed3d9d091eaba6bd281975a4ec88423d9f22d6767af6274d03d6ff","schema_version":"1.0","event_id":"sha256:47001f2ebbed3d9d091eaba6bd281975a4ec88423d9f22d6767af6274d03d6ff"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF/bundle.json","state_url":"https://pith.science/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF/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":"2026-06-19T23:38:22Z","links":{"resolver":"https://pith.science/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF","bundle":"https://pith.science/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF/bundle.json","state":"https://pith.science/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF/state.json","well_known_bundle":"https://pith.science/.well-known/pith/2UORPRD4OYQVMW2SCZ6OO4Q5PF/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:2UORPRD4OYQVMW2SCZ6OO4Q5PF","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":"efaf41fa32f1991bc493225b0ad1114f4fe7ff709e2a6b5f7c72e6d15bf94c6a","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-02-17T10:47:27Z","title_canon_sha256":"f60ba60b69600b5cca9847637be189a3b7a53dc8c3760677022443b5b2fc26bd"},"schema_version":"1.0","source":{"id":"1903.06632","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1903.06632","created_at":"2026-05-17T23:51:10Z"},{"alias_kind":"arxiv_version","alias_value":"1903.06632v1","created_at":"2026-05-17T23:51:10Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1903.06632","created_at":"2026-05-17T23:51:10Z"},{"alias_kind":"pith_short_12","alias_value":"2UORPRD4OYQV","created_at":"2026-05-18T12:33:07Z"},{"alias_kind":"pith_short_16","alias_value":"2UORPRD4OYQVMW2S","created_at":"2026-05-18T12:33:07Z"},{"alias_kind":"pith_short_8","alias_value":"2UORPRD4","created_at":"2026-05-18T12:33:07Z"}],"graph_snapshots":[{"event_id":"sha256:47001f2ebbed3d9d091eaba6bd281975a4ec88423d9f22d6767af6274d03d6ff","target":"graph","created_at":"2026-05-17T23:51:10Z","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"},"paper":{"abstract_excerpt":"Optimal capital allocation between different assets is an important financial problem, which is generally framed as the portfolio optimization problem. General models include the single-period and multi-period cases. The traditional Mean-Variance model introduced by Harry Markowitz has been the basis of many models used to solve the portfolio optimization problem. The overall goal is to achieve the highest return and lowest risk in portfolio optimization problems. In this paper, we will present an optimal portfolio based the Markowitz Mean-Variance-Skewness with weight constraints model for sh","authors_text":"Babak Barazandeh, Masoud Fekri","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-02-17T10:47:27Z","title":"Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1903.06632","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":"sha256:3ee0f49536b28e06001b0f964bbebdfd0ebe5a51d28e6a6613d42dea7ca299cb","target":"record","created_at":"2026-05-17T23:51:10Z","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":"efaf41fa32f1991bc493225b0ad1114f4fe7ff709e2a6b5f7c72e6d15bf94c6a","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-02-17T10:47:27Z","title_canon_sha256":"f60ba60b69600b5cca9847637be189a3b7a53dc8c3760677022443b5b2fc26bd"},"schema_version":"1.0","source":{"id":"1903.06632","kind":"arxiv","version":1}},"canonical_sha256":"d51d17c47c7621565b52167ce7721d796175f95a0694fb7d093d7d3449368692","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"d51d17c47c7621565b52167ce7721d796175f95a0694fb7d093d7d3449368692","first_computed_at":"2026-05-17T23:51:10.293129Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:51:10.293129Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"y4KM8vlUjmDXTe99vgOrIGiOGiJ5jhW+KN8yLctKNbvLZ0kylqRspq3Fyl4tboirpak6bT6KPWXULIcU7zZPDQ==","signature_status":"signed_v1","signed_at":"2026-05-17T23:51:10.293635Z","signed_message":"canonical_sha256_bytes"},"source_id":"1903.06632","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:3ee0f49536b28e06001b0f964bbebdfd0ebe5a51d28e6a6613d42dea7ca299cb","sha256:47001f2ebbed3d9d091eaba6bd281975a4ec88423d9f22d6767af6274d03d6ff"],"state_sha256":"bb43281cbd42c5e8690e01c25d3868ce6e1fc2338448972f625c772f374993e4"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"eIKB/PRno+/s3zGc+8SiRToD0/s4RJAxM4JaigP0s7oKOokgxtrDgHVeOyv/8bLW2FaKhHlObC1yGLiGy7JzAw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-19T23:38:22.566916Z","bundle_sha256":"7052e28749614ba3fee45e745d379e77fe13fbec263b184270c320618c7de211"}}