Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Constructing trading strategy ensembles by classifying market states
As of 10 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2012.03078.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-08T19:34:08.312014Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-08T19:34:08.653514Z
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 08422b79-d86a-4b5c-b5eb-25d5ed4f742c · inbound
Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums cites this paper.
Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Constructing trading strategy ensembles by classifying market states
Reference 2020
- Resolution
- verified exact
- local_arxiv, observed 2026-08-08T19:34:08.657080Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.