Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
As of 4 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2112.06753.
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 2026-08-03T06:30:56.289259+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-05-19T23:05:54.365741Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-05-19T23:07:51.190098Z
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 a2a3af3c-7cb2-4ffe-b15a-ff7bc906487d · inbound
The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence cites this paper.
The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
Reference 15
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-05-19T19:22:44.881569Z
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.
Observation c9b1a15b-bc53-4cbd-9c55-664ba065cb7b · inbound
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets cites this paper.
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
Reference 23
- Resolution
- verified exact
- arxiv_id, observed 2026-05-19T23:07:51.191784Z
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.