{"as_of":"2026-08-08T20:02:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:a8c7c14b2f3de803c594a9bcd3209c435af5af17aaeddb7ad04d1670ad2dcdd7","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":5,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":5,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-08T06:32:00.761636+00:00","state":"measured"},{"denominator":5,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":5,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-07T05:44:19.215434Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"arxiv_reference","source_observed_at":"2026-07-10T06:15:00.866473Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-07-06T09:32:45.265756Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-08-07T05:44:19.215434Z","title":"A data-driven market simulator for small data environments.arXiv preprint arXiv:2006.14498, 2020","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2506.07299","last_updated":"2025-06-08T21:55:00Z","snapshot_observed_at":"2026-08-07T05:34:33.953044Z","submitted_at":"2025-06-08T21:55:00Z","title":"Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-07T05:44:19.215434Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2506.07299"},"observation_digest":"sha256:aff2a2971260fe98344c583172a7a116ea7eaec9e41c5b181fe135dad44155ce","observation_id":"9f7429e8-fac5-4e5f-8d02-8d7f95e42526","resolution":{"observed_at":"2026-08-07T05:44:19.215434Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-07-06T09:32:45.265756Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":"2006.14498","doi":"10.48550/arxiv.2006.14498","metadata_source":"arxiv_reference","pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-07-10T06:15:00.866473Z","title":"Working Paper","venue":null,"work_id":"46c6fdc9-c1d1-4003-881c-43c74f94295f","year":2006},"citing_paper":{"arxiv_id":"2604.05008","last_updated":"2026-04-06T13:23:59Z","snapshot_observed_at":"2026-07-06T22:53:51.418227Z","submitted_at":"2026-04-06T13:23:59Z","title":"Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-05-10T19:27:38.760443Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2604.05008"},"observation_digest":"sha256:a34dd556368c9ab494eb6a4086f22c447827e22327556321bf6fa3f0e87fae10","observation_id":"c6e21893-51ac-48f0-95de-ced8a3f36c17","resolution":{"observed_at":"2026-05-10T22:55:51.883085Z","resolver_source":"arxiv_id","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"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-07-06T09:32:45.265756Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":"2006.14498","doi":"10.48550/arxiv.2006.14498","metadata_source":"arxiv_reference","pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-07-10T06:15:00.866473Z","title":"Working Paper","venue":null,"work_id":"46c6fdc9-c1d1-4003-881c-43c74f94295f","year":2006},"citing_paper":{"arxiv_id":"2606.05138","last_updated":"2026-06-03T17:46:50Z","snapshot_observed_at":"2026-07-06T23:45:06.925235Z","submitted_at":"2026-06-03T17:46:50Z","title":"Generating Financial Time Series by Matching Random Convolutional Features","version":1},"reference_index":90,"source":"arxiv_source","source_observed_at":"2026-06-28T06:56:06.376335Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2606.05138"},"observation_digest":"sha256:1578d02802e9878d3d23ba898308b5668c839112463baf86766c1086d0df0074","observation_id":"53a04432-77fa-4f5e-965a-b89000255c13","resolution":{"observed_at":"2026-07-02T07:26:45.964217Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"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"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-07-06T09:32:45.265756Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":"2006.14498","doi":"10.48550/arxiv.2006.14498","metadata_source":"arxiv_reference","pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-07-10T06:15:00.866473Z","title":"Working Paper","venue":null,"work_id":"46c6fdc9-c1d1-4003-881c-43c74f94295f","year":2006},"citing_paper":{"arxiv_id":"2606.23492","last_updated":"2026-06-22T15:39:33Z","snapshot_observed_at":"2026-08-06T19:47:36.081938Z","submitted_at":"2026-06-22T15:39:33Z","title":"Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk","version":1},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-06-26T01:56:25.909340Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2606.23492"},"observation_digest":"sha256:7589da8ebb80a8fd448816c3334227f353aee66a0593d6c932a10a0a406ab143","observation_id":"a02a900e-d761-4258-a984-73ae5bae79aa","resolution":{"observed_at":"2026-06-26T01:58:54.103367Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"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"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-07-06T09:32:45.265756Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-08-06T15:32:02.494671Z","title":"Lyons, Imanol Pérez Arribas, and Ben Wood","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2608.04832","last_updated":"2026-08-05T13:34:00Z","snapshot_observed_at":"2026-08-08T19:13:41.763514Z","submitted_at":"2026-08-05T13:34:00Z","title":"Robust Control under Stationary Ambiguity","version":1},"reference_index":2019,"source":"pdf_text","source_observed_at":"2026-08-06T15:32:02.494671Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2608.04832"},"observation_digest":"sha256:9d97a27682eafa73345cd9e229c0bf23311d0539f68901d502063789d4cf09a1","observation_id":"6ca897fc-c73e-42f7-947e-93d9473d28ae","resolution":{"observed_at":"2026-08-06T15:32:02.494671Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/2006.14498/citation-record","integrity":"/paper/2006.14498/integrity","json":"/paper/2006.14498/citation-record.json","paper":"/paper/2006.14498"},"outbound":[],"paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","latest_version":1,"primary_category":"q-fin.ST","snapshot_observed_at":"2026-07-06T09:32:45.265756Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments"},"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 8 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 5 inbound Pith citation observations for arXiv:2006.14498."}