{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:HDWYL5TESSLR6E25SHJHMKTZB7","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":"31698c1b2f9e77fe85f6c33643deae05b5338d5a1a7cd1380c9f905136cff165","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2018-10-13T16:30:32Z","title_canon_sha256":"47dbd8221f4689ff4280768ef02b8c83d842721b112556d5d287fc19c7e443fc"},"schema_version":"1.0","source":{"id":"1810.05884","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1810.05884","created_at":"2026-05-17T23:50:41Z"},{"alias_kind":"arxiv_version","alias_value":"1810.05884v2","created_at":"2026-05-17T23:50:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1810.05884","created_at":"2026-05-17T23:50:41Z"},{"alias_kind":"pith_short_12","alias_value":"HDWYL5TESSLR","created_at":"2026-05-18T12:32:28Z"},{"alias_kind":"pith_short_16","alias_value":"HDWYL5TESSLR6E25","created_at":"2026-05-18T12:32:28Z"},{"alias_kind":"pith_short_8","alias_value":"HDWYL5TE","created_at":"2026-05-18T12:32:28Z"}],"graph_snapshots":[{"event_id":"sha256:5a6e5fa4fcdc9250d52de4ab033b3e71866083f5c071325a35fdd3ed660b1073","target":"graph","created_at":"2026-05-17T23:50:41Z","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 most illiquid markets, there is no obvious proxy for the market price of an asset. The European corporate bond market is an archetypal example of such an illiquid market where mid-prices can only be estimated with a statistical model. In this OTC market, dealers / market makers only have access, indeed, to partial information about the market. In real time, they know the price associated with their trades on the dealer-to-dealer (D2D) and dealer-to-client (D2C) markets, they know the result of the requests for quotes (RFQ) they answered, and they have access to composite prices (e.g., Bloom","authors_text":"Jiang Pu, Olivier Gu\\'eant","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2018-10-13T16:30:32Z","title":"Mid-price estimation for European corporate bonds: a particle filtering approach"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.05884","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":"sha256:8fec978d921118d2724c2953c0beb66f0437e08860c2b4b70a49b1c769e9918e","target":"record","created_at":"2026-05-17T23:50:41Z","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":"31698c1b2f9e77fe85f6c33643deae05b5338d5a1a7cd1380c9f905136cff165","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.TR","submitted_at":"2018-10-13T16:30:32Z","title_canon_sha256":"47dbd8221f4689ff4280768ef02b8c83d842721b112556d5d287fc19c7e443fc"},"schema_version":"1.0","source":{"id":"1810.05884","kind":"arxiv","version":2}},"canonical_sha256":"38ed85f66494971f135d91d2762a790fc6fd18a3c25b4c7aadb14410a40b0a06","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"38ed85f66494971f135d91d2762a790fc6fd18a3c25b4c7aadb14410a40b0a06","first_computed_at":"2026-05-17T23:50:41.040336Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:50:41.040336Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"zwOG6XKS9kjKzcfAgSG6hbdYNBruW+vJPaM5hIuPw21dapO61zbCySjHmBsLUJ1a3XFfZdQuxK8J5qxoYvW4Ag==","signature_status":"signed_v1","signed_at":"2026-05-17T23:50:41.040754Z","signed_message":"canonical_sha256_bytes"},"source_id":"1810.05884","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:8fec978d921118d2724c2953c0beb66f0437e08860c2b4b70a49b1c769e9918e","sha256:5a6e5fa4fcdc9250d52de4ab033b3e71866083f5c071325a35fdd3ed660b1073"],"state_sha256":"554ce58c4ada730d1a16e68a03e7bfcfd26d5a724567f41ef2f8ec5f1062bed9"}