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Paper Citation Record · LEDGER

A Universal End-to-End Approach to Portfolio Optimization via Deep Learning

As of 11 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 5 inbound Pith citation observations for arXiv:2111.09170.

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

pith.paper-citation-record.v1
2111.09170 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 5 of 5 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00

measured 5 of 5 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-09T17:38:20.841824Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-04T20:20:07.257954Z

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 d1ab4597-cea8-48d7-b5c2-3befd07ad926 · inbound

Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization cites this paper.

Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization A Universal End-to-End Approach to Portfolio Optimization via Deep Learning

Reference 2021

Resolution
unresolved
no resolver link, observed 2026-08-09T17:38:20.841824Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T17:38:20.841824Z digest=sha256:7d9ca20b23bdaaf16d241d4fe6cebaebc467ef087d80bbc6242d421f4fd053ef

Observation 41466854-6874-4994-a799-506d8f17b9b4 · inbound

A Systematic Review of Recent Advancements in PINN Augmented Deep Learning and Mathematical Modeling for Efficient Portfolio Management cites this paper.

A Systematic Review of Recent Advancements in PINN Augmented Deep Learning and Mathematical Modeling for Efficient Portfolio Management A Universal End-to-End Approach to Portfolio Optimization via Deep Learning

Reference 66

Resolution
verified exact
arxiv_id, observed 2026-05-12T10:26:30.275966Z

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.

source=pdf_text observed=2026-05-07T06:09:57.441768Z digest=sha256:b7ab8da6f877750160adca767d2aa603d6f61da2ae93972bbdcecff61c54d98b

Observation 273e317e-1828-42ea-8bb5-a0cc9628975f · inbound

Generating Input Distributions for Explaining Portfolio Optimization Pipelines cites this paper.

Generating Input Distributions for Explaining Portfolio Optimization Pipelines A Universal End-to-End Approach to Portfolio Optimization via Deep Learning

Reference 44

Resolution
malformed identifier
arxiv_id, observed 2026-07-04T20:20:07.259275Z

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.

source=pdf_text observed=2026-06-25T20:21:08.550997Z digest=sha256:02bc58bfdca480f389aa052067154add6645ca5c65960be8cc7cf71e21aea28f

Observation 71ecc5c7-5f72-41e2-b863-2a3a5027c9c5 · inbound

End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules? cites this paper.

End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules? A Universal End-to-End Approach to Portfolio Optimization via Deep Learning

Reference 7

Resolution
verified exact
arxiv_id, observed 2026-07-02T02:16:25.696341Z

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.

source=pdf_text observed=2026-07-02T02:12:42.753066Z digest=sha256:c175371228bb15fc49f4a0ce044e91564aea694b5746c1c354705948c52acfa8

Observation 0bd4fa11-b041-4dd7-a816-5d13e77fb8ed · inbound

Smooth Learning with Hard Constraints via Legendre-Regularized Policies cites this paper.

Smooth Learning with Hard Constraints via Legendre-Regularized Policies A Universal End-to-End Approach to Portfolio Optimization via Deep Learning

Reference 16

Resolution
unresolved
no resolver link, observed 2026-07-31T23:30:16.920235Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-07-31T23:30:16.920235Z digest=sha256:33c6c2536cc2efd82b9eeb1547a7a16b8d400becd1253b07296d7b36a97e6f0e