{"as_of":"2026-08-17T13:17:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:dd8827d7b6b7bed51fa7541966f0c823df350d59b4e86995fa07075f11626bef","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":2,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":2,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-17T06:30:58.91139+00:00","state":"measured"},{"denominator":2,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":2,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-12T10:22:36.181543Z","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":"2026-07-02T01:56:27.133639Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2104.09476","last_updated":"2021-04-19T17:37:17Z","snapshot_observed_at":"2026-08-16T19:58:55.634745Z","submitted_at":"2021-04-19T17:37:17Z","title":"Interpretability in deep learning for finance: a case study for the Heston model","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2104.09476","snapshot_observed_at":"2026-08-12T10:22:36.181543Z","title":"B rigo, X","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2411.19317","last_updated":"2024-11-28T18:42:44Z","snapshot_observed_at":"2026-08-14T21:07:06.674931Z","submitted_at":"2024-11-28T18:42:44Z","title":"Deep learning interpretability for rough volatility","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-12T10:22:36.181543Z"},"links":{"cited_paper":"/paper/2104.09476","citing_paper":"/paper/2411.19317"},"observation_digest":"sha256:7b16d6aa4b49a87c8099969dc10efaea6551d08ac49b858ed8b7551cc1962082","observation_id":"2e9c7e4c-255b-4c6f-b18e-886a4b9e7fe8","resolution":{"observed_at":"2026-08-12T10:22:36.181543Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2104.09476","last_updated":"2021-04-19T17:37:17Z","snapshot_observed_at":"2026-08-16T19:58:55.634745Z","submitted_at":"2021-04-19T17:37:17Z","title":"Interpretability in deep learning for finance: a case study for the Heston model","version":1},"cited_work":{"arxiv_id":"2104.09476","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2104.09476","snapshot_observed_at":"2026-07-02T01:56:27.133639Z","title":"arXiv preprint arXiv:2104.09476 , year=","venue":null,"work_id":"a60465af-c4f2-4a6a-ae6b-20e640fcd42f","year":null},"citing_paper":{"arxiv_id":"2607.00856","last_updated":"2026-07-01T12:22:04Z","snapshot_observed_at":"2026-08-07T15:02:20.980878Z","submitted_at":"2026-07-01T12:22:04Z","title":"Shapley in Context: Explaining Financial Language with Domain Expertise","version":1},"reference_index":197,"source":"arxiv_source","source_observed_at":"2026-07-02T01:46:33.186116Z"},"links":{"cited_paper":"/paper/2104.09476","citing_paper":"/paper/2607.00856"},"observation_digest":"sha256:5a03876ffdcf7aee6b340aaa58e657fc5147e6c17fa8cfd480ba78c4d0c93d2e","observation_id":"2cfd1649-53b0-4a4a-a1fa-8c756e87c6e3","resolution":{"observed_at":"2026-07-02T01:56:27.136776Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2104.09476/citation-record","integrity":"/paper/2104.09476/integrity","json":"/paper/2104.09476/citation-record.json","paper":"/paper/2104.09476"},"outbound":[],"paper":{"arxiv_id":"2104.09476","last_updated":"2021-04-19T17:37:17Z","latest_version":1,"primary_category":"q-fin.PR","snapshot_observed_at":"2026-08-16T19:58:55.634745Z","submitted_at":"2021-04-19T17:37:17Z","title":"Interpretability in deep learning for finance: a case study for the Heston model"},"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":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"thesis":"As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2104.09476."}