{"as_of":"2026-08-09T01:02:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:951b29ef1cd950fd134a058784f7c07359f3855d271a52e84d7ce187ea203128","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":1,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-08T06:32:00.761636+00:00","state":"measured"},{"denominator":1,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":1,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-07T13:05:34.491713Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-08-07T13:05:35.919659Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2004.01504","last_updated":"2020-03-31T18:14:18Z","snapshot_observed_at":"2026-08-08T19:43:09.834732Z","submitted_at":"2020-03-31T18:14:18Z","title":"Machine Learning Algorithms for Financial Asset Price Forecasting","version":1},"cited_work":{"arxiv_id":"2004.01504","doi":null,"metadata_source":"pith","pith_arxiv_id":"2004.01504","snapshot_observed_at":"2026-08-07T13:05:35.919659Z","title":"Machine Learning Algorithms for Financial Asset Price Forecasting","venue":"q-fin.ST","work_id":"36ce4eb5-5bb5-45c6-be1a-e81054b7d671","year":2020},"citing_paper":{"arxiv_id":"2505.22957","last_updated":"2025-05-29T00:42:56Z","snapshot_observed_at":"2026-08-07T12:54:15.712314Z","submitted_at":"2025-05-29T00:42:56Z","title":"Fast Derivative Valuation from Volatility Surfaces using Machine Learning","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-07T13:05:34.491713Z"},"links":{"cited_paper":"/paper/2004.01504","citing_paper":"/paper/2505.22957"},"observation_digest":"sha256:936b7cea969d74844c3d1a1f422952e4c2817153a5f0bdc79a700a2b7581aa84","observation_id":"36c3503f-620a-414d-8b64-e0495ea1b494","resolution":{"observed_at":"2026-08-07T13:05:35.984809Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2004.01504/citation-record","integrity":"/paper/2004.01504/integrity","json":"/paper/2004.01504/citation-record.json","paper":"/paper/2004.01504"},"outbound":[],"paper":{"arxiv_id":"2004.01504","last_updated":"2020-03-31T18:14:18Z","latest_version":1,"primary_category":"q-fin.ST","snapshot_observed_at":"2026-08-08T19:43:09.834732Z","submitted_at":"2020-03-31T18:14:18Z","title":"Machine Learning Algorithms for Financial Asset Price Forecasting"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"thesis":"As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2004.01504."}