{"as_of":"2026-08-08T00:45:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:8aa963d71f63bd1dda153680dc9ecbd06d05f5e99f0f74b5cd9a9c3fd09f935c","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":5,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":5,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-07T06:34:17.273281+00:00","state":"measured"},{"denominator":5,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":5,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-06T18:55:23.148609Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"arxiv_reference","source_observed_at":"2026-05-18T21:26:51.907724Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2503.21422","last_updated":"2025-03-27T12:10:15Z","snapshot_observed_at":"2026-08-07T16:33:05.545870Z","submitted_at":"2025-03-27T12:10:15Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2503.21422","snapshot_observed_at":"2026-08-06T18:55:23.148609Z","title":"From deep learning to LLMs: a survey of AI in quantitative invest- ment,","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2507.07159","last_updated":"2025-07-09T17:46:59Z","snapshot_observed_at":"2026-08-06T18:45:28.046553Z","submitted_at":"2025-07-09T17:46:59Z","title":"Large-scale portfolio optimization with variational neural annealing","version":1},"reference_index":60,"source":"pdf_text","source_observed_at":"2026-08-06T18:55:23.148609Z"},"links":{"cited_paper":"/paper/2503.21422","citing_paper":"/paper/2507.07159"},"observation_digest":"sha256:9955877d68db733bb48a773993beaa57607afc871e6f98d90d9e3f525ce4327f","observation_id":"a15cdad5-3251-41c4-add7-872679ffd006","resolution":{"observed_at":"2026-08-06T18:55:23.148609Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2503.21422","last_updated":"2025-03-27T12:10:15Z","snapshot_observed_at":"2026-08-07T16:33:05.545870Z","submitted_at":"2025-03-27T12:10:15Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2503.21422","snapshot_observed_at":"2026-08-06T18:22:15.792036Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2507.08584","last_updated":"2025-07-11T13:29:32Z","snapshot_observed_at":"2026-08-06T18:12:37.071485Z","submitted_at":"2025-07-11T13:29:32Z","title":"To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-06T18:22:15.792036Z"},"links":{"cited_paper":"/paper/2503.21422","citing_paper":"/paper/2507.08584"},"observation_digest":"sha256:8062824992c96d0579e008d72d8063a9f54e2edb286ac685a1b8e6220c816582","observation_id":"bed038a2-d1fb-4fec-88b7-cd948d0a0211","resolution":{"observed_at":"2026-08-06T18:22:15.792036Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2503.21422","last_updated":"2025-03-27T12:10:15Z","snapshot_observed_at":"2026-08-07T16:33:05.545870Z","submitted_at":"2025-03-27T12:10:15Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","version":1},"cited_work":{"arxiv_id":"2503.21422","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2503.21422","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"From deep learning to LLMs: A survey of AI in quantitative investment","venue":null,"work_id":"15ae4b75-a55d-4c21-ae50-0166fa18242c","year":2025},"citing_paper":{"arxiv_id":"2508.20467","last_updated":"2026-04-21T03:38:08Z","snapshot_observed_at":"2026-07-06T22:19:53.551397Z","submitted_at":"2025-08-28T06:37:41Z","title":"QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning","version":2},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-05-18T21:24:30.718571Z"},"links":{"cited_paper":"/paper/2503.21422","citing_paper":"/paper/2508.20467"},"observation_digest":"sha256:47c6b2a5e255d9bb641d78654ee37457fa1a9d1ea8035343f2b7290c159baa9a","observation_id":"b90e4a7e-3642-473f-9cdb-5857488bd869","resolution":{"observed_at":"2026-05-18T21:26:51.911113Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-07T06:34:17.273281+00:00","source":"crossref"},{"observed_at":"2026-08-07T06:34:11.927384+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2503.21422","last_updated":"2025-03-27T12:10:15Z","snapshot_observed_at":"2026-08-07T16:33:05.545870Z","submitted_at":"2025-03-27T12:10:15Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","version":1},"cited_work":{"arxiv_id":"2503.21422","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2503.21422","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"From deep learning to LLMs: A survey of AI in quantitative investment","venue":null,"work_id":"15ae4b75-a55d-4c21-ae50-0166fa18242c","year":2025},"citing_paper":{"arxiv_id":"2604.15367","last_updated":"2026-05-01T15:12:59Z","snapshot_observed_at":"2026-07-06T02:11:23.670680Z","submitted_at":"2026-04-15T01:55:40Z","title":"SoK: Security of Autonomous LLM Agents in Agentic Commerce","version":2},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-05-10T13:55:48.290563Z"},"links":{"cited_paper":"/paper/2503.21422","citing_paper":"/paper/2604.15367"},"observation_digest":"sha256:903e89ae059e7a76a43307a74ae43e758bc927ed2647c5b342447b21da358f12","observation_id":"fe626acb-58a5-4aa9-91a1-7eee48379936","resolution":{"observed_at":"2026-05-10T14:00:29.382913Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-07T06:34:17.273281+00:00","source":"crossref"},{"observed_at":"2026-08-07T06:34:11.927384+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2503.21422","last_updated":"2025-03-27T12:10:15Z","snapshot_observed_at":"2026-08-07T16:33:05.545870Z","submitted_at":"2025-03-27T12:10:15Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2503.21422","snapshot_observed_at":"2026-08-06T00:30:46.567266Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2608.01194","last_updated":"2026-08-02T12:21:00Z","snapshot_observed_at":"2026-08-06T23:26:06.182023Z","submitted_at":"2026-08-02T12:21:00Z","title":"Hybrid Quantum Neural Networks: Theory, Implementations, and Applications","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-06T00:30:46.567266Z"},"links":{"cited_paper":"/paper/2503.21422","citing_paper":"/paper/2608.01194"},"observation_digest":"sha256:5004d6f805afe8a134755c4aeaea5433ae3aeef23e4e1284ff164431bae1e1bb","observation_id":"fd71320c-d86f-4eee-8c08-dc5a12c6eb16","resolution":{"observed_at":"2026-08-06T00:30:46.567266Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/2503.21422/citation-record","integrity":"/paper/2503.21422/integrity","json":"/paper/2503.21422/citation-record.json","paper":"/paper/2503.21422"},"outbound":[],"paper":{"arxiv_id":"2503.21422","last_updated":"2025-03-27T12:10:15Z","latest_version":1,"primary_category":"q-fin.CP","snapshot_observed_at":"2026-08-07T16:33:05.545870Z","submitted_at":"2025-03-27T12:10:15Z","title":"From Deep Learning to LLMs: A survey of AI in Quantitative Investment"},"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":"2026-08-07T06:34:17.273281+00:00","source":"crossref"},{"observed_at":"2026-08-07T06:34:11.927384+00:00","source":"retraction_watch"}],"thesis":"As of 8 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 5 inbound Pith citation observations for arXiv:2503.21422."}