Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
As of 9 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2505.10099.
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 2026-08-08T06:32:00.761636+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-04T15:59:25.534767Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-07-04T05:59:37.723511Z
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 3375232d-8228-444f-b92f-0cdccae4aab7 · inbound
Quantum Portfolio Optimization: An Extensive Benchmark cites this paper.
Quantum Portfolio Optimization: An Extensive Benchmark A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Reference 30
- Resolution
- unresolved
- no resolver link, observed 2026-08-04T15:59:25.534767Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 3858f76e-95a5-4b4d-8588-a38d37284e13 · inbound
DASH: A Dimensionality Reduction Method for Large-scale Convex MIQP with Applications in Subset Portfolio Selection cites this paper.
DASH: A Dimensionality Reduction Method for Large-scale Convex MIQP with Applications in Subset Portfolio Selection A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Reference 25
- Resolution
- verified exact
- arxiv_id, observed 2026-07-04T05:59:37.726228Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.
Observation e25cffef-b59d-4b3e-aef9-2add7b366bbf · inbound
How does academic performance affect self-efficacy? Interpretable modelling through latent academic achievement cites this paper.
How does academic performance affect self-efficacy? Interpretable modelling through latent academic achievement A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Reference 98
- Resolution
- verified exact
- arxiv_id, observed 2026-07-02T07:56:46.898753Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.