{"as_of":"2026-08-09T05:06:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:f42367a62d31cfee7d7dfdaea69981d0014f663abd185d5e8088eb4d74a86220","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":"2026-08-08T06:32:00.761636+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":"2026-08-06T18:55:23.128675Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-07-11T01:57:51.912552Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2403.07916","last_updated":"2024-02-27T14:08:31Z","snapshot_observed_at":"2026-08-07T13:04:29.320995Z","submitted_at":"2024-02-27T14:08:31Z","title":"Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2403.07916","snapshot_observed_at":"2026-08-06T18:55:23.128675Z","title":"Advancing in- vestment frontiers: industry-grade deep reinforce- ment learning for portfolio optimization,","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2507.07159","last_updated":"2025-07-09T17:46:59Z","snapshot_observed_at":"2026-08-09T03:50:16.184269Z","submitted_at":"2025-07-09T17:46:59Z","title":"Large-scale portfolio optimization with variational neural annealing","version":1},"reference_index":56,"source":"pdf_text","source_observed_at":"2026-08-06T18:55:23.128675Z"},"links":{"cited_paper":"/paper/2403.07916","citing_paper":"/paper/2507.07159"},"observation_digest":"sha256:e03b9ad25407bbbd5bed3e2f98361e4b3d5c7374bf903c05b80aba331e648d6f","observation_id":"5b868a35-bff8-491e-998f-84751988d603","resolution":{"observed_at":"2026-08-06T18:55:23.128675Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2403.07916","last_updated":"2024-02-27T14:08:31Z","snapshot_observed_at":"2026-08-07T13:04:29.320995Z","submitted_at":"2024-02-27T14:08:31Z","title":"Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization","version":1},"cited_work":{"arxiv_id":"2403.07916","doi":null,"metadata_source":"pith","pith_arxiv_id":"2403.07916","snapshot_observed_at":"2026-07-11T01:57:51.912552Z","title":"Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization","venue":"cs.AI","work_id":"ca62382c-21e5-4745-a11f-c53577d95309","year":2024},"citing_paper":{"arxiv_id":"2607.06610","last_updated":"2026-07-07T06:24:32Z","snapshot_observed_at":"2026-08-07T07:07:09.103547Z","submitted_at":"2026-07-07T06:24:32Z","title":"Deep Reinforcement Learning for Reliability Based Bi-Objective Portfolio Optimization","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-07-11T01:54:07.071406Z"},"links":{"cited_paper":"/paper/2403.07916","citing_paper":"/paper/2607.06610"},"observation_digest":"sha256:4506951994d7ce253104381618b3b96a24e1f1eb3c0b14135e62d5b71ca3abff","observation_id":"8c959c6a-72fe-4ff1-8308-2eba54633dfc","resolution":{"observed_at":"2026-07-11T01:57:51.936841Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2403.07916/citation-record","integrity":"/paper/2403.07916/integrity","json":"/paper/2403.07916/citation-record.json","paper":"/paper/2403.07916"},"outbound":[],"paper":{"arxiv_id":"2403.07916","last_updated":"2024-02-27T14:08:31Z","latest_version":1,"primary_category":"cs.AI","snapshot_observed_at":"2026-08-07T13:04:29.320995Z","submitted_at":"2024-02-27T14:08:31Z","title":"Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization"},"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":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"thesis":"As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2403.07916."}