Pith. sign in

Paper Citation Record · LEDGER

FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

As of 4 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 12 inbound Pith citation observations for arXiv:2011.09607.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2011.09607 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 12 of 12 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-03T06:30:56.289259+00:00

measured 12 of 12 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-01T23:29:52.003268Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-07-03T04:27:36.822253Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 8ed66bbf-a0a8-4a94-9af3-9e6b78c9d8f2 · inbound

AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading cites this paper.

AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 19

Resolution
verified exact
arxiv_id, observed 2026-05-18T06:56:00.760949Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-05-18T06:55:50.287160Z digest=sha256:0b0559a02a800f63862d9d604a59686013a648f178a20e1797e5c1addfdea7bb

Observation 213b0bdd-dc55-4807-96f8-7384c0f4fdb8 · inbound

From Pixels to Digital Agents: An Empirical Study on the Taxonomy and Technological Trends of Reinforcement Learning Environments cites this paper.

From Pixels to Digital Agents: An Empirical Study on the Taxonomy and Technological Trends of Reinforcement Learning Environments FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 130

Resolution
verified exact
arxiv_id, observed 2026-05-15T01:23:27.252298Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-05-15T01:20:03.181903Z digest=sha256:38a31980c8ae38c520b0223915bf588ebd321a964d2247655a12ff1c40119c50

Observation 5e0d8a76-6d12-4e13-92ad-a0e6aba05388 · inbound

EvoNash-MARL: A Closed-Loop Multi-Agent Reinforcement Learning Framework for Medium-Horizon Equity Allocation cites this paper.

EvoNash-MARL: A Closed-Loop Multi-Agent Reinforcement Learning Framework for Medium-Horizon Equity Allocation FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 8

Resolution
verified exact
arxiv_id, observed 2026-05-11T08:30:57.906891Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-05-10T16:35:51.831651Z digest=sha256:51cbaa4f7354c5360905c0a5cc12a3aedcbc6592b61e9e10358cb27cb34f777d

Observation 00737b9e-dc42-41d7-becd-6ad4a63d55c5 · inbound

Robust Adversarial Policy Optimization Under Dynamics Uncertainty cites this paper.

Robust Adversarial Policy Optimization Under Dynamics Uncertainty FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 8

Resolution
verified exact
arxiv_id, observed 2026-05-11T09:26:03.539218Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-05-10T16:00:33.267264Z digest=sha256:a4587d77eea9d3ee45bb7156067ae0af454c4a8070f70250b945266476aa92e0

Observation a7ed783d-2eba-4775-9185-1b20df3c71e8 · inbound

SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization cites this paper.

SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 11

Resolution
metadata mismatch
arxiv_id, observed 2026-05-11T10:21:04.361331Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=arxiv_source observed=2026-05-10T15:31:21.815468Z digest=sha256:f5622994a82622801bc0cd6eb844646356256e20df46d5925950c1f83f6ba9bb

Observation b0ba222d-c992-4c05-b484-c283c467da48 · inbound

Semantic State Abstraction Interfaces for LLM-Augmented Portfolio Decisions: Multi-Axis News Decomposition and RL Diagnostics cites this paper.

Semantic State Abstraction Interfaces for LLM-Augmented Portfolio Decisions: Multi-Axis News Decomposition and RL Diagnostics FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 4

Resolution
verified exact
arxiv_id, observed 2026-05-11T04:55:59.189996Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-05-11T00:58:24.066300Z digest=sha256:7005a34e03c9a836f1106d463b4f5f8b6d1e7671c8979890318e03383e9e8f33

Observation 4a6650c8-ae61-4f03-bf5c-1df4faef0aaa · inbound

AI-Powered Sustainable Finance: An Integrative Taxonomy and Framework of AI Applications for Sustainable Investment Decision-Making cites this paper.

AI-Powered Sustainable Finance: An Integrative Taxonomy and Framework of AI Applications for Sustainable Investment Decision-Making FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 54

Resolution
verified exact
arxiv_id, observed 2026-06-29T19:13:52.571686Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=arxiv_source observed=2026-06-29T19:10:51.757469Z digest=sha256:32e53231055dac5f4e489570ec0054478cf1efd7d967584ae25aa4f931b8334d

Observation 8aeb9f2f-9d36-46ed-bf38-6b203dff9c3b · inbound

Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning cites this paper.

Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 29

Resolution
verified exact
arxiv_id, observed 2026-07-02T06:06:41.419114Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-06-28T07:38:03.222413Z digest=sha256:de560f4d55abfc96877ad4341e80b957d1a2a09228ae732a627e44267f08f2a4

Observation d9a15692-6951-42de-a794-b663afa00a5d · inbound

Counterfactual Transport Flows for Offline Conservative Trajectory Refinement cites this paper.

Counterfactual Transport Flows for Offline Conservative Trajectory Refinement FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 46

Resolution
metadata mismatch
arxiv_id, observed 2026-07-03T00:07:27.680916Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=arxiv_source observed=2026-06-27T17:33:35.857240Z digest=sha256:8dfa8692931c320ea3acd9f60d5d5679325f8d1edc48a6f2636a87548590211a

Observation 7e5b7654-fb3f-4382-8c5c-118ca2f3bef5 · inbound

Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations cites this paper.

Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 29

Resolution
verified exact
arxiv_id, observed 2026-07-03T04:27:36.823955Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-03T06:30:56.289259+00:00.

source=pdf_text observed=2026-06-27T13:54:35.571139Z digest=sha256:9f3bdb3a41309d64853a28a736ab07bceecefd5c7785296a769c082e8bc947b4

Observation 333c61b8-23ce-4a4c-839b-10da09586400 · inbound

AI Trading: Evaluating Large Language Models for Technical Market Analysis cites this paper.

AI Trading: Evaluating Large Language Models for Technical Market Analysis FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 46

Resolution
unresolved
no resolver link, observed 2026-08-01T23:29:52.003268Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-01T23:29:52.003268Z digest=sha256:1542e7cca196aeeec5527691d1bbeacd371012364e9c9ea51e708517cdcd65d7

Observation aa7edae9-b3ce-407c-a200-d9a31266a98d · inbound

Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features cites this paper.

Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 17

Resolution
unresolved
no resolver link, observed 2026-07-31T23:40:54.681235Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-07-31T23:40:54.681235Z digest=sha256:8cb0463eebac596455d457a8c3b36f24eb393ebd7cb660d32cbeb96fe30de2aa