{"as_of":"2026-08-14T06:23:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:28e0d9e37f53e847d7cfb42366a8afdd52acfeee4624c422f944e024bce5aff8","coverage":[{"denominator":18,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":18,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-10T22:17:13.838497Z","state":"measured"},{"denominator":18,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":18,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-13T06:32:02.005865+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2501.03268/citation-record","integrity":"/paper/2501.03268/integrity","json":"/paper/2501.03268/citation-record.json","paper":"/paper/2501.03268"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.154828Z","title":"Zhang and L","venue":null,"work_id":"6799584e-e7c5-486f-861e-bcc26ca71f87","year":2021},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.747233Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:a5ea14aa065ed815984299990cf561e574f2beb5648f169130fc47d1e44e9685","observation_id":"8925a9b4-ee5c-4358-b647-44e0dc4f9ea7","resolution":{"observed_at":"2026-08-10T22:17:14.159354Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.141679Z","title":"Zhang, T","venue":null,"work_id":"464d6b4c-c222-4b47-a926-23d0f9323149","year":2023},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.752509Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:3dd19a0488db3c5cdf653cb8c7e1d39c202413cbf67e6e00a87075c0e78adf72","observation_id":"bce494b8-1748-4e9c-ba13-b433e82cab41","resolution":{"observed_at":"2026-08-10T22:17:14.146194Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.125855Z","title":null,"venue":null,"work_id":"dfdb44b9-da94-4fec-95a6-2f68f56d2ed7","year":2022},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.757115Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:87edfde7a573a2f3345f2c444f4b7afb084be2ded85e69dfab512fbdd69779c7","observation_id":"8d294044-9196-4694-9047-026054f2f135","resolution":{"observed_at":"2026-08-10T22:17:14.132341Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2202.07893","last_updated":"2022-03-21T01:52:33Z","snapshot_observed_at":"2026-08-13T20:41:51.366532Z","submitted_at":"2022-02-16T07:00:52Z","title":"A Survey of Pretraining on Graphs: Taxonomy, Methods, and Applications","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2202.07893","snapshot_observed_at":"2026-08-10T22:17:13.762499Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.762499Z"},"links":{"cited_paper":"/paper/2202.07893","citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:47b02886a376b150591b92cfc5b15c7a9ede89545fa8287deba4afa27d58f6ee","observation_id":"035d0c03-192d-4d37-b53b-5e2cd577bc83","resolution":{"observed_at":"2026-08-10T22:17:13.762499Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.102919Z","title":null,"venue":null,"work_id":"610e099f-a32e-4982-b5f0-43b5f25eaefb","year":2018},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.767909Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:866d9e4a7a185f9df44a470af4d35112d34a08a10eeeb185938f87fcb4b20be0","observation_id":"e26ba214-3087-473f-aefe-01ee61c70a4d","resolution":{"observed_at":"2026-08-10T22:17:14.108703Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.083337Z","title":null,"venue":null,"work_id":"afcb33df-9284-469a-8bec-edbf89d54c62","year":2021},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.772372Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:886f05dab898983305825eea7e29511d3c6fb5165af1fa888e139b2193cdd510","observation_id":"b2b71c08-61dd-4265-9c20-ab8b76560a7d","resolution":{"observed_at":"2026-08-10T22:17:14.088837Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.061874Z","title":null,"venue":null,"work_id":"c537e08e-ca5a-452b-8e12-a450156540a7","year":2019},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.777399Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:d6a03c092e7e6888ba8263661068be70727b00552ad3938889714cddf585386f","observation_id":"b0d05152-fb87-439b-86a6-f24ca2920ea9","resolution":{"observed_at":"2026-08-10T22:17:14.067022Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.046752Z","title":null,"venue":null,"work_id":"ace7c4ef-f294-49f7-b7cd-fa5f488cff0f","year":2020},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.783477Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:8a559584a22222720e9fe2a49a73e9faa214a548e7b7619c1b146d567071a863","observation_id":"887512fe-a428-453b-af34-b9255e23ee80","resolution":{"observed_at":"2026-08-10T22:17:14.051894Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.032334Z","title":"Hasanzadeh, E","venue":null,"work_id":"6bd0578b-b6d9-4363-8b44-3a2505ee8055","year":2019},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.789217Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:9e34d17a4cc9b58b7beb5087173507475b209a5e3064a8c83aaf746c0cb9341f","observation_id":"b190953b-ee92-4a09-8ecf-eeb9947cccfc","resolution":{"observed_at":"2026-08-10T22:17:14.037189Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.019270Z","title":null,"venue":null,"work_id":"21db050e-90a9-4c97-bad9-a5fbbdab1b3b","year":2020},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.795076Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:5ee57e06a3e25dda51410bc293ca6c50dae44ff7c391824fb93dbb3ad65eacee","observation_id":"ee9e7ebe-7064-42f5-9dd1-5e92cdaf3224","resolution":{"observed_at":"2026-08-10T22:17:14.023430Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:14.004968Z","title":null,"venue":null,"work_id":"2d1ab148-359f-4619-b51c-eef2e323eafe","year":2020},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.801486Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:1113cf8e2006875b8bb7a65210c6d2575d3f4955ba18d194d65632457a814f16","observation_id":"0a21fa7a-b123-4fca-b91c-ba070c7b9e87","resolution":{"observed_at":"2026-08-10T22:17:14.009838Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.989085Z","title":null,"venue":null,"work_id":"a8d1cb67-353e-4ec2-8342-5d31ae1ad9fd","year":2020},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.808287Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:75776def7d7fee016b8837cd83ca7d6905b60032d90bafd7844f7568a4537ae4","observation_id":"ce8299e9-6bda-4697-b5f2-7eeeeac5d9c8","resolution":{"observed_at":"2026-08-10T22:17:13.993859Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.971797Z","title":null,"venue":null,"work_id":"fc471235-b5ce-4fff-97c8-ac635996803b","year":2020},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.813254Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:a01bb8956364cdd796330e8a0c122ea47c638fae6b0b5d5d80411e5e6b7a990b","observation_id":"2d636f8e-3021-4afa-9af0-ddf3cfdf1cd2","resolution":{"observed_at":"2026-08-10T22:17:13.977104Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.953834Z","title":null,"venue":null,"work_id":"04dd08dd-a20a-4ada-8ecc-654c7d1a18d8","year":2022},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.818461Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:accb91299314d9eba8c5a5ea69d1b31708a53519f042d4b040fbe0f32445ef13","observation_id":"b2517c84-e8b8-40e6-a909-3e5c67561be7","resolution":{"observed_at":"2026-08-10T22:17:13.958556Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.937933Z","title":null,"venue":null,"work_id":"003a2c7f-94cf-464c-b49a-e401d8835bca","year":2020},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.825040Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:48710ebc9c8b09faac8c98c9e576f8b540937228a416c354b96c3fc5c0b01397","observation_id":"63cea85a-4707-47bf-a837-63dc275aed2e","resolution":{"observed_at":"2026-08-10T22:17:13.942295Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.924350Z","title":"Zhang, Q","venue":null,"work_id":"d583ba42-8c4e-46db-a521-0553cc339b98","year":2021},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.829565Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:d385ce9b43262620a76ec07e9c17ced1ea91721e45da70b2c302acb4ddf6bb9d","observation_id":"f91f044f-9fc2-4f89-8dae-d187776c151c","resolution":{"observed_at":"2026-08-10T22:17:13.929391Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.909626Z","title":null,"venue":null,"work_id":"1dbe549e-418d-48e1-a9fe-d45b6cd8306a","year":2023},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.833660Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:82c957d8c2c3cbf18f7a81e7f7be9daea271072cf938258b656fdf315e5ab4ab","observation_id":"263d6d9d-a7f0-4097-805f-dcd4948d2bd4","resolution":{"observed_at":"2026-08-10T22:17:13.915058Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-10T22:17:13.894331Z","title":null,"venue":null,"work_id":"0871e927-8797-4b1e-988b-85bd7123f7fc","year":2022},"citing_paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-10T22:17:13.838497Z"},"links":{"citing_paper":"/paper/2501.03268"},"observation_digest":"sha256:3f9c9937e9a7f75ed61cac1fbabec08017e76a1a7ad9fd8826fc89b1885fdcf2","observation_id":"9c2885f0-0cb2-445d-b794-75e1f05ffa71","resolution":{"observed_at":"2026-08-10T22:17:13.899931Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2501.03268","last_updated":"2025-01-04T11:10:16Z","latest_version":1,"primary_category":"cs.LG","snapshot_observed_at":"2026-08-13T00:53:42.669849Z","submitted_at":"2025-01-04T11:10:16Z","title":"Heterogeneous Graph Pre-training Based Model for Secure and Efficient Prediction of Default Risk Propagation among Bond Issuers"},"reference_resolution":{"displayed":18,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":14,"verified_exact":0,"verified_fuzzy":4},"total_outbound_references":18},"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":"2026-08-13T06:32:02.005865+00:00","source":"crossref"},{"observed_at":"2026-08-13T06:31:53.387327+00:00","source":"retraction_watch"}],"thesis":"As of 14 August 2026, this Paper Citation Record lists 18 of 18 outbound references and 0 inbound Pith citation observations for arXiv:2501.03268."}