Paper Citation Record · LEDGER

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network

As of 13 August 2026, this Paper Citation Record lists 43 of 43 outbound references and 0 inbound Pith citation observations for arXiv:2411.18997.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2411.18997 v1

Coverage vector

measured 43 of 43 reference resolution

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measured 43 of 43 standing notices

One-hop event checks from named stored sources.

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Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

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Reference resolution

43 of 43 outbound references displayed

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verified fuzzy10
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External citation measurements

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Outbound references

Observation 1b987e61-eb54-4d44-b104-eac58fa52528 · outbound

This paper cites Journal of Pension Economics and Finance 19(1), 1–20 (2020) https://doi.org/10.1017/S1474747218000227.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Journal of Pension Economics and Finance 19(1), 1–20 (2020) https://doi.org/10.1017/S1474747218000227

Reference 1

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Observation baf53f4c-be9f-4f07-9772-58a083083d5a · outbound

This paper cites Journal of Business Ethics 150(1), 15–40 (2018) https://doi.org/10.1007/ s10551-016-3122-x.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Journal of Business Ethics 150(1), 15–40 (2018) https://doi.org/10.1007/ s10551-016-3122-x

Reference 2

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This paper cites The North American Journal of Economics and Finance 37, 374–392 (2016) https://doi.org/10.1016/j.najef.2016.05.007 13.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network The North American Journal of Economics and Finance 37, 374–392 (2016) https://doi.org/10.1016/j.najef.2016.05.007 13

Reference 3

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Observation 1148394c-1593-449a-a284-fcfcbfe6918b · outbound

This paper cites Inter- national Journal of Disaster Recovery and Business Continuity 11(3), 977–990 (2020).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Inter- national Journal of Disaster Recovery and Business Continuity 11(3), 977–990 (2020)

Reference 4

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Observation caaffc83-6a65-4dd4-a0a5-5cc17d5caacf · outbound

This paper cites Sustainabil- ity Accounting, Management and Policy Journal 12(2), 241–266 (2021) https: //doi.org/10.1108/SAMPJ-03-2019-0114.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Sustainabil- ity Accounting, Management and Policy Journal 12(2), 241–266 (2021) https: //doi.org/10.1108/SAMPJ-03-2019-0114

Reference 5

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Observation a33d78a2-0a54-45ba-8fba-5a6cd1c46609 · outbound

This paper cites Expert Systems with Applications 184, 115537 (2021) https://doi.org/ 10.1016/j.eswa.2021.115537.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert Systems with Applications 184, 115537 (2021) https://doi.org/ 10.1016/j.eswa.2021.115537

Reference 6

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Observation e08dbcb9-82c6-40ce-b873-230ac1fc1c8c · outbound

This paper cites Expert systems with applications 42(1), 259–268 (2015).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert systems with applications 42(1), 259–268 (2015)

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.885158Z

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Observation 8adefef8-b7a1-43ec-b365-f3448968326d · outbound

This paper cites Expert Systems with Applications 208, 118128 (2022) https://doi.org/10.1016/j.eswa.2022.118128.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert Systems with Applications 208, 118128 (2022) https://doi.org/10.1016/j.eswa.2022.118128

Reference 8

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Observation e6630cba-945a-490d-bf76-ce20aacc39d2 · outbound

This paper cites Applied Soft Computing 64, 596–613 (2018) https://doi.org/10.1016/j.asoc.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Applied Soft Computing 64, 596–613 (2018) https://doi.org/10.1016/j.asoc

Reference 9

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Observation 578b9a53-9eb5-4804-90b5-78fbc700be25 · outbound

This paper cites Expert Systems with Applications 207, 117986 (2022) https://doi.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert Systems with Applications 207, 117986 (2022) https://doi

Reference 10

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Observation ed091b1d-9ac6-4c9a-86df-f10ac88ab482 · outbound

This paper cites MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction

Reference 11

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Observation 00faf2e8-5ee9-400f-a694-bb249cc1a772 · outbound

This paper cites HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 12

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Observation 6782bf18-400f-4e9c-add4-08fbd7e84f39 · outbound

This paper cites Information Processing & Management 50(2), 426–441 (2014) https://doi.org/10.1016/j.ipm.2013.12.002.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Information Processing & Management 50(2), 426–441 (2014) https://doi.org/10.1016/j.ipm.2013.12.002

Reference 13

Resolution: verified exact; doi, observed 2026-08-12T10:42:11.255039Z

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Observation 2da68570-5fdb-4778-88de-015c6808ac34 · outbound

This paper cites Accounting and Business Research 33(3), 171–185 (2003) https://doi.org/10.1080/00014788.2003.9729645 14.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Accounting and Business Research 33(3), 171–185 (2003) https://doi.org/10.1080/00014788.2003.9729645 14

Reference 14

Resolution: verified exact; raw_fallback, observed 2026-08-12T10:42:12.463682Z

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Observation 1e5d5cef-8cc2-419f-807c-e671eb71e7ba · outbound

This paper cites Decision Support Systems 50(4), 651–661 (2011) https://doi.org/10.1016/j.dss.2010.08.017.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Decision Support Systems 50(4), 651–661 (2011) https://doi.org/10.1016/j.dss.2010.08.017

Reference 15

Resolution: verified exact; doi, observed 2026-08-12T10:42:11.239264Z

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This paper cites Expert Systems with Applications 204, 117478 (2022) https://doi.org/10.1016/ j.eswa.2022.117478.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert Systems with Applications 204, 117478 (2022) https://doi.org/10.1016/ j.eswa.2022.117478

Reference 16

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Observation 3382d0f3-9476-47a7-b236-5f446b5c8fb4 · outbound

This paper cites In: 2010 International Conference on Computer Information Systems and Industrial Management Applications (CISIM), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2010 International Conference on Computer Information Systems and Industrial Management Applications (CISIM), pp

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.869303Z

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Observation c795a8fb-7faf-42d0-abe6-87a996cd5c65 · outbound

This paper cites In: 2017 International Joint Con- ference on Neural Networks (IJCNN), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2017 International Joint Con- ference on Neural Networks (IJCNN), pp

Reference 18

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Observation b2e94f35-79c3-42e2-b864-ac111cea44b5 · outbound

This paper cites In: 2021 International Conference on Computer Infor- mation Science and Artificial Intelligence (CISAI), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2021 International Conference on Computer Infor- mation Science and Artificial Intelligence (CISAI), pp

Reference 19

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Observation d33820c0-f8a7-490b-aa15-71165c39ac03 · outbound

This paper cites In: 2020 25th International Con- ference on Pattern Recognition (ICPR), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2020 25th International Con- ference on Pattern Recognition (ICPR), pp

Reference 20

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This paper cites Information & Management 57(8), 103387 (2020) https://doi.org/10.1016/j.im.2020.103387.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Information & Management 57(8), 103387 (2020) https://doi.org/10.1016/j.im.2020.103387

Reference 21

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This paper cites Expert Systems with Applications 178, 115019 (2021) https://doi.org/10.1016/j.eswa.2021.115019.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert Systems with Applications 178, 115019 (2021) https://doi.org/10.1016/j.eswa.2021.115019

Reference 22

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Observation 4476d7a7-90cb-4164-b7c6-648922dffaa2 · outbound

This paper cites https://doi.org/10.1145/3097983.3098117.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network https://doi.org/10.1145/3097983.3098117

Reference 23

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Observation c5ffe867-70fc-48b4-819e-3166ae8459cb · outbound

This paper cites Journal of Interaction Science 5, 75–89 (2016).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Journal of Interaction Science 5, 75–89 (2016)

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.853240Z

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Observation 210e6de0-5472-4b4e-aec7-da936f538fa9 · outbound

This paper cites Risk Management & Analysis in Financial Institutions eJournal (2015).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Risk Management & Analysis in Financial Institutions eJournal (2015)

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.837322Z

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Observation 7fa3884e-06eb-4348-9f5c-7a8af1caf873 · outbound

This paper cites Qlib: An AI-oriented Quantitative Investment Platform.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Qlib: An AI-oriented Quantitative Investment Platform

Reference 26

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This paper cites IEEE Transactions on Knowledge and Data Engineering 35(1), 469–481 (2023) https://doi.org/10.1109/TKDE.2021.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network IEEE Transactions on Knowledge and Data Engineering 35(1), 469–481 (2023) https://doi.org/10.1109/TKDE.2021

Reference 27

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Observation e64aadaf-a036-4cb8-8e77-cd3734e80282 · outbound

This paper cites Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining (2021).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining (2021)

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.820183Z

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This paper cites In: 2023 International Conference on Research Methodologies in Knowledge Management, Artificial Intelligence and Telecommunication Engineering (RMKMATE), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2023 International Conference on Research Methodologies in Knowledge Management, Artificial Intelligence and Telecommunication Engineering (RMKMATE), pp

Reference 29

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This paper cites Expert Systems with Applications 243, 122956 (2024) https://doi.org/10.1016/j.eswa.2023.122956.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Expert Systems with Applications 243, 122956 (2024) https://doi.org/10.1016/j.eswa.2023.122956

Reference 30

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Observation 4391ed3a-5be9-4108-a36e-285214a55c5a · outbound

This paper cites In: 2017 IEEE 60th International Midwest Symposium on Circuits and Systems (MWSCAS), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2017 IEEE 60th International Midwest Symposium on Circuits and Systems (MWSCAS), pp

Reference 31

Resolution: metadata mismatch; raw_fallback, observed 2026-08-12T10:42:11.612276Z

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Observation c67f2c20-d877-4557-ba3b-3160e1c792f7 · outbound

This paper cites Neural Computation 31(7), 1235–1270 (2019) https://doi.org/10.1162/neco a 01199.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Neural Computation 31(7), 1235–1270 (2019) https://doi.org/10.1162/neco a 01199

Reference 32

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This paper cites Neurocomputing 399, 342–351 (2020) https: //doi.org/10.1016/j.neucom.2020.02.065.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Neurocomputing 399, 342–351 (2020) https: //doi.org/10.1016/j.neucom.2020.02.065

Reference 33

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Observation 0c611477-3118-46a5-ac68-56b36f8503bc · outbound

This paper cites arXiv (2017).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network arXiv (2017)

Reference 34

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This paper cites Information Systems 69, 81–92 (2017) https://doi.org/10.1016/j.is.2016.10.001.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Information Systems 69, 81–92 (2017) https://doi.org/10.1016/j.is.2016.10.001

Reference 35

Resolution: verified exact; doi, observed 2026-08-12T10:42:11.186987Z

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GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Big Data Cogn

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.790775Z

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Observation c27f348f-40e0-4f7d-9719-0738ab201f9c · outbound

This paper cites In: 2016 IEEE/ACIS 15th 16 International Conference on Computer and Information Science (ICIS), pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2016 IEEE/ACIS 15th 16 International Conference on Computer and Information Science (ICIS), pp

Reference 37

Resolution: metadata mismatch; raw_fallback, observed 2026-08-12T10:42:11.534970Z

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This paper cites Finanse, Rynki Finansowe, Ubezpieczenia (79), 13–26 (2016).

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Finanse, Rynki Finansowe, Ubezpieczenia (79), 13–26 (2016)

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.775934Z

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Observation 409c98a3-72ab-437c-bd82-7250ae154477 · outbound

This paper cites In: 2017 International Conference on Service Systems and Service Management, pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2017 International Conference on Service Systems and Service Management, pp

Reference 39

Resolution: metadata mismatch; raw_fallback, observed 2026-08-12T10:42:11.461358Z

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Observation 54a4c431-f82a-48be-93cd-72daf4d6285b · outbound

This paper cites an unresolved cited work.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Unresolved cited work

Reference 40

Resolution: verified exact; doi, observed 2026-08-12T10:42:11.171889Z

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Observation b8aa06d6-69d9-4b0d-8c2d-70cb934c3605 · outbound

This paper cites Journal of Economic Dynamics and Control 69, 375–408 (2016) https://doi.org/ 10.1016/j.jedc.2016.06.001.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Journal of Economic Dynamics and Control 69, 375–408 (2016) https://doi.org/ 10.1016/j.jedc.2016.06.001

Reference 41

Resolution: unresolved; no resolver link, observed 2026-08-12T10:42:11.115361Z

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Observation af02ff4d-88b1-4fac-a202-fae54c06c76f · outbound

This paper cites In: 2016 4th International Conference on Cyber and IT Service Management, pp.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network In: 2016 4th International Conference on Cyber and IT Service Management, pp

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-12T10:42:12.761715Z

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Observation b027c2b7-86d3-4bf6-8e0e-7a33ad7603bf · outbound

This paper cites an unresolved cited work.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network Unresolved cited work

Reference 136

Resolution: metadata mismatch; raw_fallback, observed 2026-08-12T10:42:12.290821Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.

Pith citing papers

No inbound Pith citation observations are available.