{"as_of":"2026-08-08T23:29:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:570b2b0dd7e61f4204b2100433dbe61373fb70d42dd7b12d69ca3635cf964a7e","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":3,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":3,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-08T06:32:00.761636+00:00","state":"measured"},{"denominator":3,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":3,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-08T17:06:22.660571Z","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":"2026-08-07T11:19:57.514165Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2406.13794","last_updated":"2025-03-29T03:14:40Z","snapshot_observed_at":"2026-08-07T23:49:40.156052Z","submitted_at":"2024-06-19T19:42:38Z","title":"Adaptive Curves for Optimally Efficient Market Making","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2406.13794","snapshot_observed_at":"2026-08-08T17:06:22.660571Z","title":"Adaptive curves for optimally efficient market making","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2502.06028","last_updated":"2025-05-26T17:52:37Z","snapshot_observed_at":"2026-08-08T16:56:58.024792Z","submitted_at":"2025-02-09T20:54:07Z","title":"Perpetual Demand Lending Pools","version":2},"reference_index":50,"source":"arxiv_source","source_observed_at":"2026-08-08T17:06:22.660571Z"},"links":{"cited_paper":"/paper/2406.13794","citing_paper":"/paper/2502.06028"},"observation_digest":"sha256:0032af7c06e344bccde8930cab66a5d31117af7181b4e67f1cdc851c62c4d26b","observation_id":"5dbf4adc-a8d6-4011-a389-5fd18dc5463a","resolution":{"observed_at":"2026-08-08T17:06:22.660571Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2406.13794","last_updated":"2025-03-29T03:14:40Z","snapshot_observed_at":"2026-08-07T23:49:40.156052Z","submitted_at":"2024-06-19T19:42:38Z","title":"Adaptive Curves for Optimally Efficient Market Making","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2406.13794","snapshot_observed_at":"2026-08-07T13:13:21.347703Z","title":"Adaptive curves for optimally efficient market making.arXiv preprint arXiv:2406.13794, 2024","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2505.22784","last_updated":"2025-08-06T02:15:00Z","snapshot_observed_at":"2026-08-07T12:58:15.812175Z","submitted_at":"2025-05-28T18:57:28Z","title":"Split the Yield, Share the Risk: Pricing, Hedging and Fixed rates in DeFi","version":3},"reference_index":62,"source":"pdf_text","source_observed_at":"2026-08-07T13:13:21.347703Z"},"links":{"cited_paper":"/paper/2406.13794","citing_paper":"/paper/2505.22784"},"observation_digest":"sha256:b5b3ac29a0590c419a2df0dc3ded6e0b0a899e8427aacd6033ae0ee5a2324679","observation_id":"068adbb7-b50c-4550-8385-2d9fb91f9b76","resolution":{"observed_at":"2026-08-07T13:13:21.347703Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2406.13794","last_updated":"2025-03-29T03:14:40Z","snapshot_observed_at":"2026-08-07T23:49:40.156052Z","submitted_at":"2024-06-19T19:42:38Z","title":"Adaptive Curves for Optimally Efficient Market Making","version":2},"cited_work":{"arxiv_id":"2406.13794","doi":null,"metadata_source":"pith","pith_arxiv_id":"2406.13794","snapshot_observed_at":"2026-08-07T11:19:57.514165Z","title":"Adaptive Curves for Optimally Efficient Market Making","venue":"eess.SY","work_id":"1938d09f-b8af-4504-926f-546729030727","year":2024},"citing_paper":{"arxiv_id":"2506.02869","last_updated":"2026-07-30T14:22:46Z","snapshot_observed_at":"2026-08-07T11:11:34.901345Z","submitted_at":"2025-06-03T13:34:28Z","title":"Optimal Dynamic Fees in Automated Market Makers","version":3},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-07T11:19:57.137261Z"},"links":{"cited_paper":"/paper/2406.13794","citing_paper":"/paper/2506.02869"},"observation_digest":"sha256:1654a3a2b2e177e7f25eaa193abd22db3d933405ab2ca7fa3fa8a6d22e00610b","observation_id":"96b2acb8-b42d-4193-9399-2d204eac19ed","resolution":{"observed_at":"2026-08-07T11:19:57.590203Z","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/2406.13794/citation-record","integrity":"/paper/2406.13794/integrity","json":"/paper/2406.13794/citation-record.json","paper":"/paper/2406.13794"},"outbound":[],"paper":{"arxiv_id":"2406.13794","last_updated":"2025-03-29T03:14:40Z","latest_version":2,"primary_category":"eess.SY","snapshot_observed_at":"2026-08-07T23:49:40.156052Z","submitted_at":"2024-06-19T19:42:38Z","title":"Adaptive Curves for Optimally Efficient Market Making"},"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 8 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2406.13794."}