Pith Number

pith:YBC5O2ZW

pith:2018:YBC5O2ZWDZ3MYXUAQDCZGQBA5M

not attested not anchored not stored refs pending

Mean Reverting Portfolios via Penalized OU-Likelihood Estimation

Aleksandr Y. Aravkin, Jize Zhang, Tim Leung

arxiv:1803.06460 v1 · 2018-03-17 · q-fin.PM · math.OC · stat.ML

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{YBC5O2ZWDZ3MYXUAQDCZGQBA5M}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Receipt and verification

First computed	2026-05-18T00:20:45.846522Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

c045d76b361e76cc5e8080c5934020eb26950aeed17ce73ed0ea4905c4a7d2fe

Aliases

arxiv: 1803.06460 · arxiv_version: 1803.06460v1 · doi: 10.48550/arxiv.1803.06460 · pith_short_12: YBC5O2ZWDZ3M · pith_short_16: YBC5O2ZWDZ3MYXUA · pith_short_8: YBC5O2ZW

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/YBC5O2ZWDZ3MYXUAQDCZGQBA5M \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: c045d76b361e76cc5e8080c5934020eb26950aeed17ce73ed0ea4905c4a7d2fe

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "190b558e9c5b75bf07078d8ae0d16ee2e6413ce877bd1efc88b00beece602458",
    "cross_cats_sorted": [
      "math.OC",
      "stat.ML"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PM",
    "submitted_at": "2018-03-17T04:36:27Z",
    "title_canon_sha256": "aa92255df05737eec87fca59879ba517309a7191a96e1cd5f22a7e5b12f94a33"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1803.06460",
    "kind": "arxiv",
    "version": 1
  }
}