{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:53DLP2JAAVJSZCXJJV7SXZAUVF","short_pith_number":"pith:53DLP2JA","canonical_record":{"source":{"id":"1711.04837","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ML","submitted_at":"2017-11-13T20:30:02Z","cross_cats_sorted":["cs.LG","cs.NE"],"title_canon_sha256":"6e29eb153b0893eda799bc31b9e304066885adce9bca137ffba3cfd95397e452","abstract_canon_sha256":"b2ca3c8584365cd4b3d0ecf89e5618cabd0a36f085c659fdd895846573333cf0"},"schema_version":"1.0"},"canonical_sha256":"eec6b7e92005532c8ae94d7f2be414a9652ec9280f4c1d332a171c10f5e4ef0d","source":{"kind":"arxiv","id":"1711.04837","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1711.04837","created_at":"2026-05-18T00:17:30Z"},{"alias_kind":"arxiv_version","alias_value":"1711.04837v2","created_at":"2026-05-18T00:17:30Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1711.04837","created_at":"2026-05-18T00:17:30Z"},{"alias_kind":"pith_short_12","alias_value":"53DLP2JAAVJS","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"53DLP2JAAVJSZCXJ","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"53DLP2JA","created_at":"2026-05-18T12:31:00Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:53DLP2JAAVJSZCXJJV7SXZAUVF","target":"record","payload":{"canonical_record":{"source":{"id":"1711.04837","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ML","submitted_at":"2017-11-13T20:30:02Z","cross_cats_sorted":["cs.LG","cs.NE"],"title_canon_sha256":"6e29eb153b0893eda799bc31b9e304066885adce9bca137ffba3cfd95397e452","abstract_canon_sha256":"b2ca3c8584365cd4b3d0ecf89e5618cabd0a36f085c659fdd895846573333cf0"},"schema_version":"1.0"},"canonical_sha256":"eec6b7e92005532c8ae94d7f2be414a9652ec9280f4c1d332a171c10f5e4ef0d","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:17:30.583151Z","signature_b64":"1ppcueyR3lq522OUTTlb11nfG8a/w6M42tJZXlQRE56JrTCgcpYAiA25rbyTjOMg3yI5AQyXyuaRRaH22BtMDA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"eec6b7e92005532c8ae94d7f2be414a9652ec9280f4c1d332a171c10f5e4ef0d","last_reissued_at":"2026-05-18T00:17:30.582531Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:17:30.582531Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1711.04837","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:17:30Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"iQCj0KlQfVaVadyBm7Wssy1/I1io62mr3QYrA5kUNKi68oz7k/KOd46XzGOlOWyVvbAUsl303XosgsRUFWNLBA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-02T12:34:32.721481Z"},"content_sha256":"eefe58b1183997930492e6869603b76c1210e4df4c4040f2ff88761aff81b58e","schema_version":"1.0","event_id":"sha256:eefe58b1183997930492e6869603b76c1210e4df4c4040f2ff88761aff81b58e"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:53DLP2JAAVJSZCXJJV7SXZAUVF","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Improving Factor-Based Quantitative Investing by Forecasting Company Fundamentals","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","cs.NE"],"primary_cat":"stat.ML","authors_text":"John Alberg, Zachary C. Lipton","submitted_at":"2017-11-13T20:30:02Z","abstract_excerpt":"On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company. Academic research has identified some factors, i.e. computed features of the reported data, that are known through retrospective analysis to outperform the market average. Two popular factors are the book value normalized by market capitalization (book-to-market) and the operating income normalized by the enterprise value (EBIT/EV). In this paper: we first show thr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1711.04837","kind":"arxiv","version":2},"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":"2026-05-18T00:17:30Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"tqD/GF53nQbfgrMdQFrKjhUJvu5dtRB9sRiRa7FoC7QpQR83czka3ffC3oPG7LqHjL86OvCWDL1W5NEFemnKAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-02T12:34:32.721836Z"},"content_sha256":"fa88dc61d325288915d0cb91a6743fee33c65aba3896398d0fb31b524194d898","schema_version":"1.0","event_id":"sha256:fa88dc61d325288915d0cb91a6743fee33c65aba3896398d0fb31b524194d898"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/53DLP2JAAVJSZCXJJV7SXZAUVF/bundle.json","state_url":"https://pith.science/pith/53DLP2JAAVJSZCXJJV7SXZAUVF/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/53DLP2JAAVJSZCXJJV7SXZAUVF/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":"2026-07-02T12:34:32Z","links":{"resolver":"https://pith.science/pith/53DLP2JAAVJSZCXJJV7SXZAUVF","bundle":"https://pith.science/pith/53DLP2JAAVJSZCXJJV7SXZAUVF/bundle.json","state":"https://pith.science/pith/53DLP2JAAVJSZCXJJV7SXZAUVF/state.json","well_known_bundle":"https://pith.science/.well-known/pith/53DLP2JAAVJSZCXJJV7SXZAUVF/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:53DLP2JAAVJSZCXJJV7SXZAUVF","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":"b2ca3c8584365cd4b3d0ecf89e5618cabd0a36f085c659fdd895846573333cf0","cross_cats_sorted":["cs.LG","cs.NE"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ML","submitted_at":"2017-11-13T20:30:02Z","title_canon_sha256":"6e29eb153b0893eda799bc31b9e304066885adce9bca137ffba3cfd95397e452"},"schema_version":"1.0","source":{"id":"1711.04837","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1711.04837","created_at":"2026-05-18T00:17:30Z"},{"alias_kind":"arxiv_version","alias_value":"1711.04837v2","created_at":"2026-05-18T00:17:30Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1711.04837","created_at":"2026-05-18T00:17:30Z"},{"alias_kind":"pith_short_12","alias_value":"53DLP2JAAVJS","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"53DLP2JAAVJSZCXJ","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"53DLP2JA","created_at":"2026-05-18T12:31:00Z"}],"graph_snapshots":[{"event_id":"sha256:fa88dc61d325288915d0cb91a6743fee33c65aba3896398d0fb31b524194d898","target":"graph","created_at":"2026-05-18T00:17:30Z","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":"On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, operating income, debt, among others. These data points provide some insight into the financial health of a company. Academic research has identified some factors, i.e. computed features of the reported data, that are known through retrospective analysis to outperform the market average. Two popular factors are the book value normalized by market capitalization (book-to-market) and the operating income normalized by the enterprise value (EBIT/EV). In this paper: we first show thr","authors_text":"John Alberg, Zachary C. Lipton","cross_cats":["cs.LG","cs.NE"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ML","submitted_at":"2017-11-13T20:30:02Z","title":"Improving Factor-Based Quantitative Investing by Forecasting Company Fundamentals"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1711.04837","kind":"arxiv","version":2},"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:eefe58b1183997930492e6869603b76c1210e4df4c4040f2ff88761aff81b58e","target":"record","created_at":"2026-05-18T00:17:30Z","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":"b2ca3c8584365cd4b3d0ecf89e5618cabd0a36f085c659fdd895846573333cf0","cross_cats_sorted":["cs.LG","cs.NE"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ML","submitted_at":"2017-11-13T20:30:02Z","title_canon_sha256":"6e29eb153b0893eda799bc31b9e304066885adce9bca137ffba3cfd95397e452"},"schema_version":"1.0","source":{"id":"1711.04837","kind":"arxiv","version":2}},"canonical_sha256":"eec6b7e92005532c8ae94d7f2be414a9652ec9280f4c1d332a171c10f5e4ef0d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"eec6b7e92005532c8ae94d7f2be414a9652ec9280f4c1d332a171c10f5e4ef0d","first_computed_at":"2026-05-18T00:17:30.582531Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:17:30.582531Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"1ppcueyR3lq522OUTTlb11nfG8a/w6M42tJZXlQRE56JrTCgcpYAiA25rbyTjOMg3yI5AQyXyuaRRaH22BtMDA==","signature_status":"signed_v1","signed_at":"2026-05-18T00:17:30.583151Z","signed_message":"canonical_sha256_bytes"},"source_id":"1711.04837","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:eefe58b1183997930492e6869603b76c1210e4df4c4040f2ff88761aff81b58e","sha256:fa88dc61d325288915d0cb91a6743fee33c65aba3896398d0fb31b524194d898"],"state_sha256":"d6cd47da3b9327b17837f964ffa9d1f7e803afe946d592edaa72538dcbeeb1d2"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"SaGZDg0ddcm/OPdYaaN9OkVYi+25IklWcd37e0M+kxQuGgxPHaieJEj9WjFFF+JUXH4+LM2wQs3jpwi/wVh2CA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-02T12:34:32.723962Z","bundle_sha256":"c0606a8f72991c3e69161156654622f8f944722a538b49d287f818372cddeb23"}}