{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2026:CEPNGLIRJ66G2S2XCAVKH4ACBH","short_pith_number":"pith:CEPNGLIR","canonical_record":{"source":{"id":"2605.21504","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2026-05-08T21:04:19Z","cross_cats_sorted":["cs.AI"],"title_canon_sha256":"07a585849c29487e2d3d1ed187147ebd4fe599670c6458b8f0744f535b28a05f","abstract_canon_sha256":"76c9a406bee08f6183f8d036488ebe5ebbb090993518ee2cd89e3dd0585d3088"},"schema_version":"1.0"},"canonical_sha256":"111ed32d114fbc6d4b57102aa3f00209ec0e2118ef62e4b9fb75254752d06513","source":{"kind":"arxiv","id":"2605.21504","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2605.21504","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"arxiv_version","alias_value":"2605.21504v1","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2605.21504","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"pith_short_12","alias_value":"CEPNGLIRJ66G","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"pith_short_16","alias_value":"CEPNGLIRJ66G2S2X","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"pith_short_8","alias_value":"CEPNGLIR","created_at":"2026-05-22T00:02:27Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2026:CEPNGLIRJ66G2S2XCAVKH4ACBH","target":"record","payload":{"canonical_record":{"source":{"id":"2605.21504","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2026-05-08T21:04:19Z","cross_cats_sorted":["cs.AI"],"title_canon_sha256":"07a585849c29487e2d3d1ed187147ebd4fe599670c6458b8f0744f535b28a05f","abstract_canon_sha256":"76c9a406bee08f6183f8d036488ebe5ebbb090993518ee2cd89e3dd0585d3088"},"schema_version":"1.0"},"canonical_sha256":"111ed32d114fbc6d4b57102aa3f00209ec0e2118ef62e4b9fb75254752d06513","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-22T00:02:27.154077Z","signature_b64":"QzbUhOMviesH5650rzWWOyQ7dsdRiAmm+xWbeTv3O8HlhQ8MjNuEAV+9thcPwyl0qYY0vPV/mBDvDnYgWXpeAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"111ed32d114fbc6d4b57102aa3f00209ec0e2118ef62e4b9fb75254752d06513","last_reissued_at":"2026-05-22T00:02:27.153631Z","signature_status":"signed_v1","first_computed_at":"2026-05-22T00:02:27.153631Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2605.21504","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":"2026-05-22T00:02:27Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"DYU7zJRVZsBHj1yjIe+pi9n3KH1pAwNO9jXy1Z2TsLtp5QFJOUCTkMcaoQt4EfzbXNKt90EcOzkYPA8/ssqQDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T00:18:58.485204Z"},"content_sha256":"a856a3d887705859c106e20af5565965b52b96ea3b99c0c61c02d55b2540f59d","schema_version":"1.0","event_id":"sha256:a856a3d887705859c106e20af5565965b52b96ea3b99c0c61c02d55b2540f59d"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2026:CEPNGLIRJ66G2S2XCAVKH4ACBH","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Multivariate Financial Forecasting using the Chronos Time Series Foundation Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.AI"],"primary_cat":"q-fin.ST","authors_text":"Mohini Yadav, Sanjiv R Das, Taranag Goyal","submitted_at":"2026-05-08T21:04:19Z","abstract_excerpt":"Using Chronos-2, an open-source time-series foundation model, we evaluate pretrained time-series models for economic and financial forecasting with an emphasis on whether multivariate (MV) inputs improve accuracy relative to univariate (UV) baselines. The study covers two panels -- the Magnificent-7 equities and U.S. Treasury interest rates -- as well as a combined panel, using rolling monthly evaluations from 2000--2025. We vary input window lengths and forecast horizons and report RMSE and MAPE. Across datasets, MV forecasts consistently outperform UV forecasts, with especially strong gains "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.21504","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/2605.21504/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":"2026-05-22T00:02:27Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"cK/sg1CHl4RUp3aXJac9sLL7R/kJszzgD2JdzC5+rJ2Gm6ugf9njjTOQL/TNKhYmDKdv7UztXUgzsVuLb8PpAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-06T00:18:58.485945Z"},"content_sha256":"544932e31a4efca84fa011738b0bb069f7f04fbb5d3afe1f1d666b9a65b61330","schema_version":"1.0","event_id":"sha256:544932e31a4efca84fa011738b0bb069f7f04fbb5d3afe1f1d666b9a65b61330"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH/bundle.json","state_url":"https://pith.science/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH/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":"2026-06-06T00:18:58Z","links":{"resolver":"https://pith.science/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH","bundle":"https://pith.science/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH/bundle.json","state":"https://pith.science/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH/state.json","well_known_bundle":"https://pith.science/.well-known/pith/CEPNGLIRJ66G2S2XCAVKH4ACBH/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2026:CEPNGLIRJ66G2S2XCAVKH4ACBH","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":"76c9a406bee08f6183f8d036488ebe5ebbb090993518ee2cd89e3dd0585d3088","cross_cats_sorted":["cs.AI"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2026-05-08T21:04:19Z","title_canon_sha256":"07a585849c29487e2d3d1ed187147ebd4fe599670c6458b8f0744f535b28a05f"},"schema_version":"1.0","source":{"id":"2605.21504","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2605.21504","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"arxiv_version","alias_value":"2605.21504v1","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2605.21504","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"pith_short_12","alias_value":"CEPNGLIRJ66G","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"pith_short_16","alias_value":"CEPNGLIRJ66G2S2X","created_at":"2026-05-22T00:02:27Z"},{"alias_kind":"pith_short_8","alias_value":"CEPNGLIR","created_at":"2026-05-22T00:02:27Z"}],"graph_snapshots":[{"event_id":"sha256:544932e31a4efca84fa011738b0bb069f7f04fbb5d3afe1f1d666b9a65b61330","target":"graph","created_at":"2026-05-22T00:02:27Z","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/2605.21504/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Using Chronos-2, an open-source time-series foundation model, we evaluate pretrained time-series models for economic and financial forecasting with an emphasis on whether multivariate (MV) inputs improve accuracy relative to univariate (UV) baselines. The study covers two panels -- the Magnificent-7 equities and U.S. Treasury interest rates -- as well as a combined panel, using rolling monthly evaluations from 2000--2025. We vary input window lengths and forecast horizons and report RMSE and MAPE. Across datasets, MV forecasts consistently outperform UV forecasts, with especially strong gains ","authors_text":"Mohini Yadav, Sanjiv R Das, Taranag Goyal","cross_cats":["cs.AI"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2026-05-08T21:04:19Z","title":"Multivariate Financial Forecasting using the Chronos Time Series Foundation Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.21504","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:a856a3d887705859c106e20af5565965b52b96ea3b99c0c61c02d55b2540f59d","target":"record","created_at":"2026-05-22T00:02:27Z","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":"76c9a406bee08f6183f8d036488ebe5ebbb090993518ee2cd89e3dd0585d3088","cross_cats_sorted":["cs.AI"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2026-05-08T21:04:19Z","title_canon_sha256":"07a585849c29487e2d3d1ed187147ebd4fe599670c6458b8f0744f535b28a05f"},"schema_version":"1.0","source":{"id":"2605.21504","kind":"arxiv","version":1}},"canonical_sha256":"111ed32d114fbc6d4b57102aa3f00209ec0e2118ef62e4b9fb75254752d06513","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"111ed32d114fbc6d4b57102aa3f00209ec0e2118ef62e4b9fb75254752d06513","first_computed_at":"2026-05-22T00:02:27.153631Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-22T00:02:27.153631Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"QzbUhOMviesH5650rzWWOyQ7dsdRiAmm+xWbeTv3O8HlhQ8MjNuEAV+9thcPwyl0qYY0vPV/mBDvDnYgWXpeAA==","signature_status":"signed_v1","signed_at":"2026-05-22T00:02:27.154077Z","signed_message":"canonical_sha256_bytes"},"source_id":"2605.21504","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:a856a3d887705859c106e20af5565965b52b96ea3b99c0c61c02d55b2540f59d","sha256:544932e31a4efca84fa011738b0bb069f7f04fbb5d3afe1f1d666b9a65b61330"],"state_sha256":"aeb18aca4306df3b6e4c1ca8700640fc81db425db1097aec3bc28187d9adee0f"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"WfPNgJrRbbDMHxrHf3Xo0/L7XB8q0GfAbaXdtomzh2yBtXYf8fzrEDCI79yLyizzzK/f3lO1J43D+5lIDQzJDQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-06T00:18:58.490719Z","bundle_sha256":"556c407122dbc87d23ddb580ef1778dff80b7116ebfefbee478e74581323ddcd"}}