{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:4ODI33AO3BIZUWUAUB6JMOUVSF","short_pith_number":"pith:4ODI33AO","schema_version":"1.0","canonical_sha256":"e3868dec0ed8519a5a80a07c963a95914c0cbaa5f24ae7516355144ca7057368","source":{"kind":"arxiv","id":"1703.06739","version":3},"attestation_state":"computed","paper":{"title":"Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cond-mat.stat-mech"],"primary_cat":"q-fin.TR","authors_text":"Hideki Takayasu, Kiyoshi Kanazawa, Misako Takayasu, Takumi Sueshige","submitted_at":"2017-03-06T06:45:05Z","abstract_excerpt":"A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next in"},"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":"1703.06739","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2017-03-06T06:45:05Z","cross_cats_sorted":["cond-mat.stat-mech"],"title_canon_sha256":"09f7cfc00b1a0fbcfd91527e73c7428bc64bbd20e518b3a92497c39b3b1f83d0","abstract_canon_sha256":"ef263961420406d990980c4a2fa9f2b19dcd3990d30233723079dbf330665361"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:19:47.645964Z","signature_b64":"W9S0qcObGmPthEU3ipzp6PDDIYk0o48ktoZCq3jf6HsHYEW4xxpQlJQ455d+wR4D52VkU0UQeVeohJyv2d44BA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"e3868dec0ed8519a5a80a07c963a95914c0cbaa5f24ae7516355144ca7057368","last_reissued_at":"2026-05-18T00:19:47.645069Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:19:47.645069Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Derivation of the Boltzmann Equation for Financial Brownian Motion: Direct Observation of the Collective Motion of High-Frequency Traders","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cond-mat.stat-mech"],"primary_cat":"q-fin.TR","authors_text":"Hideki Takayasu, Kiyoshi Kanazawa, Misako Takayasu, Takumi Sueshige","submitted_at":"2017-03-06T06:45:05Z","abstract_excerpt":"A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from microscopic dynamics of HFTs. We report first on a microscopic empirical law of traders' trend-following behavior by tracking the trajectories of all individuals, which quantifies the collective motion of HFTs but has not been captured in conventional order-book models. We next in"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1703.06739","kind":"arxiv","version":3},"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":"1703.06739","created_at":"2026-05-18T00:19:47.645221+00:00"},{"alias_kind":"arxiv_version","alias_value":"1703.06739v3","created_at":"2026-05-18T00:19:47.645221+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1703.06739","created_at":"2026-05-18T00:19:47.645221+00:00"},{"alias_kind":"pith_short_12","alias_value":"4ODI33AO3BIZ","created_at":"2026-05-18T12:31:00.734936+00:00"},{"alias_kind":"pith_short_16","alias_value":"4ODI33AO3BIZUWUA","created_at":"2026-05-18T12:31:00.734936+00:00"},{"alias_kind":"pith_short_8","alias_value":"4ODI33AO","created_at":"2026-05-18T12:31:00.734936+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/4ODI33AO3BIZUWUAUB6JMOUVSF","json":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF.json","graph_json":"https://pith.science/api/pith-number/4ODI33AO3BIZUWUAUB6JMOUVSF/graph.json","events_json":"https://pith.science/api/pith-number/4ODI33AO3BIZUWUAUB6JMOUVSF/events.json","paper":"https://pith.science/paper/4ODI33AO"},"agent_actions":{"view_html":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF","download_json":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF.json","view_paper":"https://pith.science/paper/4ODI33AO","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1703.06739&json=true","fetch_graph":"https://pith.science/api/pith-number/4ODI33AO3BIZUWUAUB6JMOUVSF/graph.json","fetch_events":"https://pith.science/api/pith-number/4ODI33AO3BIZUWUAUB6JMOUVSF/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF/action/timestamp_anchor","attest_storage":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF/action/storage_attestation","attest_author":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF/action/author_attestation","sign_citation":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF/action/citation_signature","submit_replication":"https://pith.science/pith/4ODI33AO3BIZUWUAUB6JMOUVSF/action/replication_record"}},"created_at":"2026-05-18T00:19:47.645221+00:00","updated_at":"2026-05-18T00:19:47.645221+00:00"}