Pith. sign in

Paper Citation Record · LEDGER

Deep Reinforcement Learning for Long-Short Portfolio Optimization

As of 7 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2012.13773.

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

pith.paper-citation-record.v1
2012.13773 v8

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-07T06:34:17.273281+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-01T16:29:15.928717Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-05-23T02:55:19.626845Z

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 0a8e97ad-8776-4cfb-9f00-50acbc28c048 · inbound

Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation cites this paper.

Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation Deep Reinforcement Learning for Long-Short Portfolio Optimization

Reference 14

Resolution
verified exact
arxiv_id, observed 2026-05-23T02:55:19.629151Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-05-23T02:54:08.887874Z digest=sha256:023553c7963d95a52a46d7b302783d3235c43213eb3265ee1659804369319023

Observation 7c1f870a-16e7-47a5-9cda-8a2f7f1cf060 · inbound

AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios cites this paper.

AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios Deep Reinforcement Learning for Long-Short Portfolio Optimization

Reference 34

Resolution
unresolved
no resolver link, observed 2026-08-01T16:29:15.928717Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-01T16:29:15.928717Z digest=sha256:461f43e8c06f140d1d0b9e6212d7a529e7d1c7683661ee42f2a0b63169f362db