Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
As of 7 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2407.10653.
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 2026-08-07T06:34:17.273281+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-01T16:29:12.452447Z
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 4333698c-2cd1-4167-b9bd-285d7c8d101e · inbound
AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios cites this paper.
AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
Reference 8
- Resolution
- unresolved
- no resolver link, observed 2026-08-01T16:29:12.452447Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.