{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2024:XJM4WXHIWP7WRNDQSN6SGAFCP3","short_pith_number":"pith:XJM4WXHI","canonical_record":{"source":{"id":"2412.06417","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2024-12-09T11:48:07Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"7075dbfd751517f076484ea5ba317ddcbeb00a43192ac848583e98b631f0b8f2","abstract_canon_sha256":"2bfee4a6ae666b42f1f877677157d95fcd98929caea7f6d2f3b9d1522134e1d9"},"schema_version":"1.0"},"canonical_sha256":"ba59cb5ce8b3ff68b470937d2300a27ec481be2da52fcef52cd692289fa61778","source":{"kind":"arxiv","id":"2412.06417","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2412.06417","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"arxiv_version","alias_value":"2412.06417v1","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2412.06417","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"pith_short_12","alias_value":"XJM4WXHIWP7W","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"pith_short_16","alias_value":"XJM4WXHIWP7WRNDQ","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"pith_short_8","alias_value":"XJM4WXHI","created_at":"2026-07-05T09:46:20Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2024:XJM4WXHIWP7WRNDQSN6SGAFCP3","target":"record","payload":{"canonical_record":{"source":{"id":"2412.06417","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2024-12-09T11:48:07Z","cross_cats_sorted":["q-fin.CP"],"title_canon_sha256":"7075dbfd751517f076484ea5ba317ddcbeb00a43192ac848583e98b631f0b8f2","abstract_canon_sha256":"2bfee4a6ae666b42f1f877677157d95fcd98929caea7f6d2f3b9d1522134e1d9"},"schema_version":"1.0"},"canonical_sha256":"ba59cb5ce8b3ff68b470937d2300a27ec481be2da52fcef52cd692289fa61778","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T09:46:20.329273Z","signature_b64":"BdvI/AOi8DPkhAkh7gAf8+tV8xeWhB9PcmvbfEgWVF5c+vKGyXG8ap1C4WSCPyc8B1DYMCOcX/zcumq8zlmAAg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"ba59cb5ce8b3ff68b470937d2300a27ec481be2da52fcef52cd692289fa61778","last_reissued_at":"2026-07-05T09:46:20.328803Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T09:46:20.328803Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"2412.06417","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":"2026-07-05T09:46:20Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"IBpyR3LVbNiSUsHcQDfWf+Z1THbmv+mbdEGo9st0Xrb375KU/3Oy5trl1mJH0pumbekW90jaAlAlkhx9l/7hAg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-14T09:32:04.044760Z"},"content_sha256":"94b04963c22b66410b39de5274c8e61a8c1a228fcf6173a3c2352d3b151728e6","schema_version":"1.0","event_id":"sha256:94b04963c22b66410b39de5274c8e61a8c1a228fcf6173a3c2352d3b151728e6"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2024:XJM4WXHIWP7WRNDQSN6SGAFCP3","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Systematic comparison of deep generative models applied to multivariate financial time series","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.CP"],"primary_cat":"q-fin.ST","authors_text":"Howard Caulfield, James P. Gleeson","submitted_at":"2024-12-09T11:48:07Z","abstract_excerpt":"Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generation models. Accordingly, there is a strong modelling literature dating back to Bachelier's Theory of Speculation in 1901. Generating FTS using deep generative models (DGMs) is still in its infancy. In this work, we systematically compare DGMs against state-of-the-art parametric alternatives for multivariate FTS generation. We initially compare both DGMs and parametric models over increasingly complex synthetic dataset"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2412.06417","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/2412.06417/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":"2026-07-05T09:46:20Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3Cjj3ALaFtLgMJhv3mk7VlfI8hClGX3p/d/LcKMXSnk6i1bniB/xdGm1oYJSipWluHr7PYriWE7aK0HhcBvxCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-14T09:32:04.045576Z"},"content_sha256":"19cf97a9f4b4f463284732e3fc1c8015130d21f240f31e95054640b7d19046d0","schema_version":"1.0","event_id":"sha256:19cf97a9f4b4f463284732e3fc1c8015130d21f240f31e95054640b7d19046d0"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3/bundle.json","state_url":"https://pith.science/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3/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":"2026-08-14T09:32:04Z","links":{"resolver":"https://pith.science/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3","bundle":"https://pith.science/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3/bundle.json","state":"https://pith.science/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3/state.json","well_known_bundle":"https://pith.science/.well-known/pith/XJM4WXHIWP7WRNDQSN6SGAFCP3/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:XJM4WXHIWP7WRNDQSN6SGAFCP3","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":"2bfee4a6ae666b42f1f877677157d95fcd98929caea7f6d2f3b9d1522134e1d9","cross_cats_sorted":["q-fin.CP"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2024-12-09T11:48:07Z","title_canon_sha256":"7075dbfd751517f076484ea5ba317ddcbeb00a43192ac848583e98b631f0b8f2"},"schema_version":"1.0","source":{"id":"2412.06417","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2412.06417","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"arxiv_version","alias_value":"2412.06417v1","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2412.06417","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"pith_short_12","alias_value":"XJM4WXHIWP7W","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"pith_short_16","alias_value":"XJM4WXHIWP7WRNDQ","created_at":"2026-07-05T09:46:20Z"},{"alias_kind":"pith_short_8","alias_value":"XJM4WXHI","created_at":"2026-07-05T09:46:20Z"}],"graph_snapshots":[{"event_id":"sha256:19cf97a9f4b4f463284732e3fc1c8015130d21f240f31e95054640b7d19046d0","target":"graph","created_at":"2026-07-05T09:46:20Z","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/2412.06417/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Financial time series (FTS) generation models are a core pillar to applications in finance. Risk management and portfolio optimization rely on realistic multivariate price generation models. Accordingly, there is a strong modelling literature dating back to Bachelier's Theory of Speculation in 1901. Generating FTS using deep generative models (DGMs) is still in its infancy. In this work, we systematically compare DGMs against state-of-the-art parametric alternatives for multivariate FTS generation. We initially compare both DGMs and parametric models over increasingly complex synthetic dataset","authors_text":"Howard Caulfield, James P. Gleeson","cross_cats":["q-fin.CP"],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2024-12-09T11:48:07Z","title":"Systematic comparison of deep generative models applied to multivariate financial time series"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2412.06417","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":"sha256:94b04963c22b66410b39de5274c8e61a8c1a228fcf6173a3c2352d3b151728e6","target":"record","created_at":"2026-07-05T09:46:20Z","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":"2bfee4a6ae666b42f1f877677157d95fcd98929caea7f6d2f3b9d1522134e1d9","cross_cats_sorted":["q-fin.CP"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.ST","submitted_at":"2024-12-09T11:48:07Z","title_canon_sha256":"7075dbfd751517f076484ea5ba317ddcbeb00a43192ac848583e98b631f0b8f2"},"schema_version":"1.0","source":{"id":"2412.06417","kind":"arxiv","version":1}},"canonical_sha256":"ba59cb5ce8b3ff68b470937d2300a27ec481be2da52fcef52cd692289fa61778","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"ba59cb5ce8b3ff68b470937d2300a27ec481be2da52fcef52cd692289fa61778","first_computed_at":"2026-07-05T09:46:20.328803Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T09:46:20.328803Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"BdvI/AOi8DPkhAkh7gAf8+tV8xeWhB9PcmvbfEgWVF5c+vKGyXG8ap1C4WSCPyc8B1DYMCOcX/zcumq8zlmAAg==","signature_status":"signed_v1","signed_at":"2026-07-05T09:46:20.329273Z","signed_message":"canonical_sha256_bytes"},"source_id":"2412.06417","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:94b04963c22b66410b39de5274c8e61a8c1a228fcf6173a3c2352d3b151728e6","sha256:19cf97a9f4b4f463284732e3fc1c8015130d21f240f31e95054640b7d19046d0"],"state_sha256":"f1ce1f2cc55b3f55b7dafc85b371a417314afe2b10549b35057921aac06dedce"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"CZpFR7h/6oAefLyYxYXPHG5gCVF9hnNVGPqY9cYBz1tPZ/ka1HyaGHVhYADrEW8c4VGP/0a9+1KKKBzDDXqcDA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-14T09:32:04.052364Z","bundle_sha256":"78c290f2db555069a43b4e81b6601314372805388985a296e78812406ad5afa8"}}