Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Learning the Market: Sentiment-Based Ensemble Trading Agents
As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2402.01441.
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 2026-08-21T06:32:19.484+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-01T21:38:33.314281Z
A source-named dated measurement, never combined with another source.
Source: cited_works
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 56bf0143-49e8-49a3-9af0-49a909456e11 · inbound
CLaC@FinMMEval 2026 Task 3: Sentiment-Augmented Deep Reinforcement Learning for Active Trading -- An Alpha-Reward Approach cites this paper.
CLaC@FinMMEval 2026 Task 3: Sentiment-Augmented Deep Reinforcement Learning for Active Trading -- An Alpha-Reward Approach Learning the Market: Sentiment-Based Ensemble Trading Agents
Reference 12
- Resolution
- unresolved
- no resolver link, observed 2026-08-01T21:38:33.314281Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.