{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:565AF4ZBDP72PNCIFOOPWO6VBS","short_pith_number":"pith:565AF4ZB","canonical_record":{"source":{"id":"1709.04620","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-09-14T05:45:45Z","cross_cats_sorted":["cond-mat.dis-nn","cs.CE","cs.LG","math.OC"],"title_canon_sha256":"5bfcfc7efd7c713693a84379d0ae158fe57e761dd130d2d9a496232e720ada72","abstract_canon_sha256":"deeaae524e8c22a47a4bfbda5f9542ad120a1bb453f2bdbf6f05f7c014ddbe6a"},"schema_version":"1.0"},"canonical_sha256":"efba02f3211bffa7b4482b9cfb3bd50caaa3c72a114be2f1607b431d8e308299","source":{"kind":"arxiv","id":"1709.04620","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1709.04620","created_at":"2026-05-18T00:25:54Z"},{"alias_kind":"arxiv_version","alias_value":"1709.04620v2","created_at":"2026-05-18T00:25:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1709.04620","created_at":"2026-05-18T00:25:54Z"},{"alias_kind":"pith_short_12","alias_value":"565AF4ZBDP72","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"565AF4ZBDP72PNCI","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"565AF4ZB","created_at":"2026-05-18T12:31:00Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:565AF4ZBDP72PNCIFOOPWO6VBS","target":"record","payload":{"canonical_record":{"source":{"id":"1709.04620","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-09-14T05:45:45Z","cross_cats_sorted":["cond-mat.dis-nn","cs.CE","cs.LG","math.OC"],"title_canon_sha256":"5bfcfc7efd7c713693a84379d0ae158fe57e761dd130d2d9a496232e720ada72","abstract_canon_sha256":"deeaae524e8c22a47a4bfbda5f9542ad120a1bb453f2bdbf6f05f7c014ddbe6a"},"schema_version":"1.0"},"canonical_sha256":"efba02f3211bffa7b4482b9cfb3bd50caaa3c72a114be2f1607b431d8e308299","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:25:54.971949Z","signature_b64":"SCFUoMKgCO88J5Ujr0543O8jK7nUUKzKiRc3X9WT2Uw0jw0MwJtv3chnZaoJnG3ckAVYrCw5qu7xFPgMFZTBAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"efba02f3211bffa7b4482b9cfb3bd50caaa3c72a114be2f1607b431d8e308299","last_reissued_at":"2026-05-18T00:25:54.971452Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:25:54.971452Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1709.04620","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":"2026-05-18T00:25:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"p/11OkA6DYuUbTxa84O9tqP5gVikLttRcldWXMsbvVUEvUPH28gzHmuOSLUNmZUZFCYKuwlrzohxzZc3sqKhBw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-24T21:22:18.024736Z"},"content_sha256":"015f115dde300911d85b4e5b99f2f68b2ce704d38b993c361c04606244c8ff40","schema_version":"1.0","event_id":"sha256:015f115dde300911d85b4e5b99f2f68b2ce704d38b993c361c04606244c8ff40"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:565AF4ZBDP72PNCIFOOPWO6VBS","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Random matrix approach for primal-dual portfolio optimization problems","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cond-mat.dis-nn","cs.CE","cs.LG","math.OC"],"primary_cat":"q-fin.PM","authors_text":"Daichi Tada, Hisashi Yamamoto, Takashi Shinzato","submitted_at":"2017-09-14T05:45:45Z","abstract_excerpt":"In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by using the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.04620","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":"2026-05-18T00:25:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"zu5gD5XZJcHcQClAUQqLx24c4IVpGXsW4IApUctcBvvTBzQPbNIFUazLPCz3yFHrfZtVhcaLQBHTLgg5V38JDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-24T21:22:18.025076Z"},"content_sha256":"3d92754716a86e171dba01b2a8664cebd274ce41c74c973f2014d39279053c35","schema_version":"1.0","event_id":"sha256:3d92754716a86e171dba01b2a8664cebd274ce41c74c973f2014d39279053c35"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/565AF4ZBDP72PNCIFOOPWO6VBS/bundle.json","state_url":"https://pith.science/pith/565AF4ZBDP72PNCIFOOPWO6VBS/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/565AF4ZBDP72PNCIFOOPWO6VBS/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":"2026-06-24T21:22:18Z","links":{"resolver":"https://pith.science/pith/565AF4ZBDP72PNCIFOOPWO6VBS","bundle":"https://pith.science/pith/565AF4ZBDP72PNCIFOOPWO6VBS/bundle.json","state":"https://pith.science/pith/565AF4ZBDP72PNCIFOOPWO6VBS/state.json","well_known_bundle":"https://pith.science/.well-known/pith/565AF4ZBDP72PNCIFOOPWO6VBS/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:565AF4ZBDP72PNCIFOOPWO6VBS","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":"deeaae524e8c22a47a4bfbda5f9542ad120a1bb453f2bdbf6f05f7c014ddbe6a","cross_cats_sorted":["cond-mat.dis-nn","cs.CE","cs.LG","math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-09-14T05:45:45Z","title_canon_sha256":"5bfcfc7efd7c713693a84379d0ae158fe57e761dd130d2d9a496232e720ada72"},"schema_version":"1.0","source":{"id":"1709.04620","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1709.04620","created_at":"2026-05-18T00:25:54Z"},{"alias_kind":"arxiv_version","alias_value":"1709.04620v2","created_at":"2026-05-18T00:25:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1709.04620","created_at":"2026-05-18T00:25:54Z"},{"alias_kind":"pith_short_12","alias_value":"565AF4ZBDP72","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_16","alias_value":"565AF4ZBDP72PNCI","created_at":"2026-05-18T12:31:00Z"},{"alias_kind":"pith_short_8","alias_value":"565AF4ZB","created_at":"2026-05-18T12:31:00Z"}],"graph_snapshots":[{"event_id":"sha256:3d92754716a86e171dba01b2a8664cebd274ce41c74c973f2014d39279053c35","target":"graph","created_at":"2026-05-18T00:25:54Z","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":"In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by using the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained","authors_text":"Daichi Tada, Hisashi Yamamoto, Takashi Shinzato","cross_cats":["cond-mat.dis-nn","cs.CE","cs.LG","math.OC"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-09-14T05:45:45Z","title":"Random matrix approach for primal-dual portfolio optimization problems"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1709.04620","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":"sha256:015f115dde300911d85b4e5b99f2f68b2ce704d38b993c361c04606244c8ff40","target":"record","created_at":"2026-05-18T00:25:54Z","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":"deeaae524e8c22a47a4bfbda5f9542ad120a1bb453f2bdbf6f05f7c014ddbe6a","cross_cats_sorted":["cond-mat.dis-nn","cs.CE","cs.LG","math.OC"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-09-14T05:45:45Z","title_canon_sha256":"5bfcfc7efd7c713693a84379d0ae158fe57e761dd130d2d9a496232e720ada72"},"schema_version":"1.0","source":{"id":"1709.04620","kind":"arxiv","version":2}},"canonical_sha256":"efba02f3211bffa7b4482b9cfb3bd50caaa3c72a114be2f1607b431d8e308299","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"efba02f3211bffa7b4482b9cfb3bd50caaa3c72a114be2f1607b431d8e308299","first_computed_at":"2026-05-18T00:25:54.971452Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:25:54.971452Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"SCFUoMKgCO88J5Ujr0543O8jK7nUUKzKiRc3X9WT2Uw0jw0MwJtv3chnZaoJnG3ckAVYrCw5qu7xFPgMFZTBAQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:25:54.971949Z","signed_message":"canonical_sha256_bytes"},"source_id":"1709.04620","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:015f115dde300911d85b4e5b99f2f68b2ce704d38b993c361c04606244c8ff40","sha256:3d92754716a86e171dba01b2a8664cebd274ce41c74c973f2014d39279053c35"],"state_sha256":"91ba7eea934051c87edcd7849fd38cc260085306bc174cac06b8b915f9a3776a"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"enKHndu++I9fwuSXBtv/EkQKvn4CIXmPxQxQGt4otpw/p6Lu1L8w8Ic1ksfcfu/QdkBD/ukLcUXnhFOpgg4SBQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-24T21:22:18.026993Z","bundle_sha256":"e41774d77f40eeb6ba3971cb3a9d4686ceda412078c22a4f02411338a9d3be92"}}