{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:DMPUXTP3AH3CI5NKZNTRMMB5YN","short_pith_number":"pith:DMPUXTP3","canonical_record":{"source":{"id":"1902.03714","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.AP","submitted_at":"2019-02-11T03:39:20Z","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"title_canon_sha256":"31912568c25de89e3f933c0336f6e9b349ac9ed8a5611fcffbae8693bfa73648","abstract_canon_sha256":"904c13add26c61dab4e8c2f8759b296e77c480fbbe775bd96f3c558cd70773e5"},"schema_version":"1.0"},"canonical_sha256":"1b1f4bcdfb01f62475aacb6716303dc37e0ecf43f26c3ab2581157ee7256bf6d","source":{"kind":"arxiv","id":"1902.03714","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1902.03714","created_at":"2026-05-17T23:54:19Z"},{"alias_kind":"arxiv_version","alias_value":"1902.03714v1","created_at":"2026-05-17T23:54:19Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1902.03714","created_at":"2026-05-17T23:54:19Z"},{"alias_kind":"pith_short_12","alias_value":"DMPUXTP3AH3C","created_at":"2026-05-18T12:33:15Z"},{"alias_kind":"pith_short_16","alias_value":"DMPUXTP3AH3CI5NK","created_at":"2026-05-18T12:33:15Z"},{"alias_kind":"pith_short_8","alias_value":"DMPUXTP3","created_at":"2026-05-18T12:33:15Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:DMPUXTP3AH3CI5NKZNTRMMB5YN","target":"record","payload":{"canonical_record":{"source":{"id":"1902.03714","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.AP","submitted_at":"2019-02-11T03:39:20Z","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"title_canon_sha256":"31912568c25de89e3f933c0336f6e9b349ac9ed8a5611fcffbae8693bfa73648","abstract_canon_sha256":"904c13add26c61dab4e8c2f8759b296e77c480fbbe775bd96f3c558cd70773e5"},"schema_version":"1.0"},"canonical_sha256":"1b1f4bcdfb01f62475aacb6716303dc37e0ecf43f26c3ab2581157ee7256bf6d","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:54:19.771243Z","signature_b64":"jY42trsdtIbKEG91ngxBCPLTo7Qgw+hB36pUtgSJBPd8Z6/r7CoW9gIsv8sQPjgm4uZ0Dz1uGH1oZE6QK9cNCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"1b1f4bcdfb01f62475aacb6716303dc37e0ecf43f26c3ab2581157ee7256bf6d","last_reissued_at":"2026-05-17T23:54:19.770584Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:54:19.770584Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1902.03714","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":"2026-05-17T23:54:19Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"9Hf8yeUAvu4Yc74zQiFQnS8Fg2ZjWUU3p8NsVoIEQ9nxHgyE8htaKWWawpfX4ER6Th8Ahe97f+D9Oq03fkxEDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-30T03:59:23.862141Z"},"content_sha256":"3e19eb23fb787a3566069ccd459439b1363774cd236b77fc655b4f3ff38615ea","schema_version":"1.0","event_id":"sha256:3e19eb23fb787a3566069ccd459439b1363774cd236b77fc655b4f3ff38615ea"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:DMPUXTP3AH3CI5NKZNTRMMB5YN","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Hawkes processes for credit indices time series analysis: How random are trades arrival times?","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.ST","q-fin.TR"],"primary_cat":"stat.AP","authors_text":"Achraf Bahamou, Maud Doumergue, Philippe Donnat","submitted_at":"2019-02-11T03:39:20Z","abstract_excerpt":"Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual interactions phenomena. The authors propose here a simple yet conclusive method for fitting multidimensional Hawkes processes with exponential kernels, based on a maximum likelihood non-convex optimization. The method was successfully tested on simulated data, then used on new publicly available real trading data for three European credit indices, thus enabling q"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1902.03714","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":"2026-05-17T23:54:19Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"DORITlk3fvKQsSxZb7NW1ZL8g2yg+rfgJsIGtlb54pkp73W0tF/JCbqi+N52Mkh7LLcO7J+OdBy8Ib4Y4H1oDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-30T03:59:23.862758Z"},"content_sha256":"6e6cf909b74c4e6ccf4f74b37b0273aba5002848eb569800d40225956fa2e6c0","schema_version":"1.0","event_id":"sha256:6e6cf909b74c4e6ccf4f74b37b0273aba5002848eb569800d40225956fa2e6c0"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN/bundle.json","state_url":"https://pith.science/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN/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":"2026-06-30T03:59:23Z","links":{"resolver":"https://pith.science/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN","bundle":"https://pith.science/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN/bundle.json","state":"https://pith.science/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN/state.json","well_known_bundle":"https://pith.science/.well-known/pith/DMPUXTP3AH3CI5NKZNTRMMB5YN/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:DMPUXTP3AH3CI5NKZNTRMMB5YN","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":"904c13add26c61dab4e8c2f8759b296e77c480fbbe775bd96f3c558cd70773e5","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.AP","submitted_at":"2019-02-11T03:39:20Z","title_canon_sha256":"31912568c25de89e3f933c0336f6e9b349ac9ed8a5611fcffbae8693bfa73648"},"schema_version":"1.0","source":{"id":"1902.03714","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1902.03714","created_at":"2026-05-17T23:54:19Z"},{"alias_kind":"arxiv_version","alias_value":"1902.03714v1","created_at":"2026-05-17T23:54:19Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1902.03714","created_at":"2026-05-17T23:54:19Z"},{"alias_kind":"pith_short_12","alias_value":"DMPUXTP3AH3C","created_at":"2026-05-18T12:33:15Z"},{"alias_kind":"pith_short_16","alias_value":"DMPUXTP3AH3CI5NK","created_at":"2026-05-18T12:33:15Z"},{"alias_kind":"pith_short_8","alias_value":"DMPUXTP3","created_at":"2026-05-18T12:33:15Z"}],"graph_snapshots":[{"event_id":"sha256:6e6cf909b74c4e6ccf4f74b37b0273aba5002848eb569800d40225956fa2e6c0","target":"graph","created_at":"2026-05-17T23:54:19Z","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":"Targeting a better understanding of credit market dynamics, the authors have studied a stochastic model named the Hawkes process. Describing trades arrival times, this kind of model allows for the capture of self-excitement and mutual interactions phenomena. The authors propose here a simple yet conclusive method for fitting multidimensional Hawkes processes with exponential kernels, based on a maximum likelihood non-convex optimization. The method was successfully tested on simulated data, then used on new publicly available real trading data for three European credit indices, thus enabling q","authors_text":"Achraf Bahamou, Maud Doumergue, Philippe Donnat","cross_cats":["q-fin.ST","q-fin.TR"],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.AP","submitted_at":"2019-02-11T03:39:20Z","title":"Hawkes processes for credit indices time series analysis: How random are trades arrival times?"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1902.03714","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":"sha256:3e19eb23fb787a3566069ccd459439b1363774cd236b77fc655b4f3ff38615ea","target":"record","created_at":"2026-05-17T23:54:19Z","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":"904c13add26c61dab4e8c2f8759b296e77c480fbbe775bd96f3c558cd70773e5","cross_cats_sorted":["q-fin.ST","q-fin.TR"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"stat.AP","submitted_at":"2019-02-11T03:39:20Z","title_canon_sha256":"31912568c25de89e3f933c0336f6e9b349ac9ed8a5611fcffbae8693bfa73648"},"schema_version":"1.0","source":{"id":"1902.03714","kind":"arxiv","version":1}},"canonical_sha256":"1b1f4bcdfb01f62475aacb6716303dc37e0ecf43f26c3ab2581157ee7256bf6d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1b1f4bcdfb01f62475aacb6716303dc37e0ecf43f26c3ab2581157ee7256bf6d","first_computed_at":"2026-05-17T23:54:19.770584Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:54:19.770584Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jY42trsdtIbKEG91ngxBCPLTo7Qgw+hB36pUtgSJBPd8Z6/r7CoW9gIsv8sQPjgm4uZ0Dz1uGH1oZE6QK9cNCw==","signature_status":"signed_v1","signed_at":"2026-05-17T23:54:19.771243Z","signed_message":"canonical_sha256_bytes"},"source_id":"1902.03714","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:3e19eb23fb787a3566069ccd459439b1363774cd236b77fc655b4f3ff38615ea","sha256:6e6cf909b74c4e6ccf4f74b37b0273aba5002848eb569800d40225956fa2e6c0"],"state_sha256":"e3a70a7b6d502e9c30f54b2814e35bbe0c68ed110e11dd82be34da3d1acfc3af"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"uqqxKoO+KRLKP5Bif39bH75z9hJ5L86ZL41yYN3up8QAtmL9x6JMCZg/20JSPkMVdi5zIUWRsSAF7INW5dYGBg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-30T03:59:23.866330Z","bundle_sha256":"d9cf8a07815914f8e148bd390a8f5bb0bb2226ad98b71125bba000f665c3b627"}}