{"as_of":"2026-08-09T04:28:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:469fe3ffa8a9786e442330220aa1372ecde0939671f2029f7f9965799ec8bf96","coverage":[{"denominator":30,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":30,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-07T10:18:59.243242Z","state":"measured"},{"denominator":30,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":30,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-08T06:32:00.761636+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/2506.05799/citation-record","integrity":"/paper/2506.05799/integrity","json":"/paper/2506.05799/citation-record.json","paper":"/paper/2506.05799"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T10:19:07.032631Z","title":"Improving the pricing of op- tions: A neural network approach","venue":null,"work_id":"05897210-f4bb-44bd-83ac-7a7db7f01c6f","year":1998},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:54.301258Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:df054ac0dc09cc34da5245960de22349047f35a343d9de3eada30c494e6278d6","observation_id":"bd89c597-cd80-47cd-8ddb-dd4ff4c4eab0","resolution":{"observed_at":"2026-08-07T10:19:07.111590Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:06.843282Z","title":"Black–scholes versus artificial neural networks in pricing ftse 100 options","venue":null,"work_id":"9f040126-2823-4e04-b274-0c322ed3d834","year":2004},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:54.445083Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:347a9295521a19d77dc38ea55229f7a9b7da3ff5eedbd373700fe251ce8edf8c","observation_id":"6ec4e128-4a12-4c83-a156-9cae74167ea6","resolution":{"observed_at":"2026-08-07T10:19:06.939179Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T10:18:54.622607Z","title":"The pricing of options and corporate liabilities","venue":null,"work_id":null,"year":1973},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:54.622607Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:be5dbb580a72a472d09780bec2e655e43d1cf12c627844de583d20e4c0530b4f","observation_id":"48d5c490-60a3-4425-9dd5-d52606f11ac4","resolution":{"observed_at":"2026-08-07T10:18:54.622607Z","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":"2026-08-07T10:19:06.630855Z","title":"Random forests","venue":null,"work_id":"c088f9a4-9661-45c5-8ce5-160b4519897f","year":2001},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:54.808434Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:d5d4c46a687db36ff99a94a0b4273c8396541401abf601002aca2ccad14258e2","observation_id":"d4738f62-f0e7-4c7f-8810-4ee183d0c94d","resolution":{"observed_at":"2026-08-07T10:19:06.732116Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:06.443754Z","title":"Classifica- tion and regression trees","venue":null,"work_id":"0642aba1-7839-4902-8670-fc5e440ae7cd","year":2017},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:55.089092Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:f484adef756c8a5cd4cae497b540800bdb2393df829bdb018344b49c3e53ef7e","observation_id":"1cc4bf74-ec26-46c4-8a99-a99f1944ca7b","resolution":{"observed_at":"2026-08-07T10:19:06.550130Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:06.215734Z","title":"Introduction to boosted trees","venue":null,"work_id":"8abf8a60-3d31-4abb-845b-5f849942ad8a","year":2014},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:55.237624Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:85c2c30c3f3f7da9e91771da2c9770fac085da89a6060f0d648980aada695b9b","observation_id":"184f9135-a00d-420f-9017-d6767c40abbf","resolution":{"observed_at":"2026-08-07T10:19:06.325806Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:06.024047Z","title":"Xgboost: A scalable tree boosting system, in: Proceedings of the 22nd acm sigkdd international conference on knowledge discovery and data mining, pp","venue":null,"work_id":"113ca3e0-beb8-4cb8-a7ac-ab2c69ed1b58","year":2016},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:55.424856Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:28257884c2252b334f8bb5e747bf08b4adbfe69c5aabc54876bc299d8aabc384","observation_id":"5c147724-4ed2-45a4-8dbc-550c1141cff1","resolution":{"observed_at":"2026-08-07T10:19:06.099045Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1810.11363","last_updated":"2018-10-24T13:08:24Z","snapshot_observed_at":"2026-08-05T11:52:23.809651Z","submitted_at":"2018-10-24T13:08:24Z","title":"CatBoost: gradient boosting with categorical features support","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1810.11363","snapshot_observed_at":"2026-08-07T10:18:55.636880Z","title":"Catboost: gradient boost- ing with categorical features support","venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:55.636880Z"},"links":{"cited_paper":"/paper/1810.11363","citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:9d3649766d1cfea98c1719b8e20f8d405a45dfc8f698ca3433585bcee05cf85e","observation_id":"72ab4774-ac77-4a8f-86ac-d2c5608ef1c9","resolution":{"observed_at":"2026-08-07T10:18:55.636880Z","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":"2026-08-07T10:19:05.698035Z","title":"Ngboost: Natural gradient boosting for probabilistic pre- diction, in: International conference on machine learning, PMLR","venue":null,"work_id":"95b79bbd-5306-40c0-9330-7ffb7d064525","year":2020},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:55.797287Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:906de376b1a4c4b5dd0787f70d4bb8914386249d8d2cdab4f91078cd07e99ac6","observation_id":"f64460ff-e415-4285-a9b8-007d5bac97a9","resolution":{"observed_at":"2026-08-07T10:19:05.858844Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:05.414564Z","title":"Greedy function approximation: a gradient boost- ing machine","venue":null,"work_id":"d4800b61-a94b-4c00-bddc-6ebc735bc054","year":2001},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:55.992431Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:dcc5fadd28fdfeba25e67f29c39d377dd1ed93b7a6fac3c59fc142d4e3888708","observation_id":"1cd8633c-90d8-4c3f-8c47-db295180a6e8","resolution":{"observed_at":"2026-08-07T10:19:05.526146Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:05.123068Z","title":"3d tensor-based deep learning models for predicting option price, in: 2021 International Conference on Information Science and Communications Technologies (ICISCT), IEEE","venue":null,"work_id":"9a55dd65-54d4-4a2b-a3ad-218a28398a85","year":2021},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:56.210566Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:38913417cdfc862369646417fc2f1de091e3b975f138b01cc94ea39aa80b4af2","observation_id":"d8576689-0f4a-4ca2-b6dc-185b6073f8d6","resolution":{"observed_at":"2026-08-07T10:19:05.304153Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:04.876859Z","title":null,"venue":null,"work_id":"3574153a-c052-433d-aa36-f16547c912bd","year":2020},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:56.320493Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:2b386542aa34a7a3f92e64a6da2990943a60feaa544120e15f81df828adbba44","observation_id":"22f90636-5461-4e3b-b087-9e11159c1ce8","resolution":{"observed_at":"2026-08-07T10:19:04.997985Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:04.578405Z","title":null,"venue":null,"work_id":"f4718c8b-f14f-4a1b-a1c9-12372abcd59e","year":1992},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:56.514963Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:756eaeea9a379a540b15496cd97289f0fb77dd6f00cacbaeb960fe479730b223","observation_id":"b1387047-724c-466e-8156-25afc0a96484","resolution":{"observed_at":"2026-08-07T10:19:04.726565Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:04.300469Z","title":"A nonparametric ap- proachtopricingandhedgingderivativesecuritiesvialearningnetworks","venue":null,"work_id":"a2182d0a-122a-4d62-bd65-64b870b14fe1","year":1994},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:56.794129Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:3cc21423ebbb6e3cd425efa87d0f6acdd8f1d37dcce739aefc80e220c002692a","observation_id":"3a31c24f-936b-4d4e-b028-a6c54616e7e0","resolution":{"observed_at":"2026-08-07T10:19:04.444489Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:03.932521Z","title":"Option pricing using machine learning","venue":null,"work_id":"15f6fdc7-6bd3-4f75-a586-30d893ab8878","year":2021},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:56.993569Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:9e7b2c69d90098f32c6b7891c83357b5a04d89cd72781a857bee453413fed898","observation_id":"398c3bbd-2119-4f9c-8913-be381c6e89b5","resolution":{"observed_at":"2026-08-07T10:19:04.082837Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:03.572613Z","title":"Lightgbm: A highly efficient gradient boosting decision tree","venue":null,"work_id":"653d659c-d36c-464b-bd11-8f020aae02a4","year":2017},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:57.148717Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:bed2be983fcd45055da3ec437fd946c2a787fd9f5b76b7a4f237d58e6bbb98f1","observation_id":"4654a315-85b7-4525-a64a-7747388dc550","resolution":{"observed_at":"2026-08-07T10:19:03.750846Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2412.01224","last_updated":"2024-12-02T07:41:16Z","snapshot_observed_at":"2026-07-06T20:00:00.800207Z","submitted_at":"2024-12-02T07:41:16Z","title":"Option Pricing with Convolutional Kolmogorov-Arnold Networks","version":1},"cited_work":{"arxiv_id":"2412.01224","doi":null,"metadata_source":"pith","pith_arxiv_id":"2412.01224","snapshot_observed_at":"2026-08-07T10:18:59.413988Z","title":"Option Pricing with Convolutional Kolmogorov-Arnold Networks","venue":"cs.CE","work_id":"b3faa158-d791-4a02-9b02-a0fc480ed8f2","year":2024},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:57.287295Z"},"links":{"cited_paper":"/paper/2412.01224","citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:8dd446b6d48713b7193ac7c8b0d10f2fca1c9e249cbae78c1e372340f43787db","observation_id":"ec5c6727-0f01-4311-ac88-ed4744fd9b66","resolution":{"observed_at":"2026-08-07T10:18:59.588700Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:03.213492Z","title":"Spectrum of variable- random trees","venue":null,"work_id":"8a637a8b-377e-48b9-b14f-5b6633b60c0e","year":2008},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:57.485824Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:6667c9fcb27be0e233af1e7ef6683271c059294ebdd30f314f56575cf9f2634c","observation_id":"10bb5fcc-884b-44f0-9354-44f53af26b43","resolution":{"observed_at":"2026-08-07T10:19:03.388728Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:02.933338Z","title":"A neural network model for estimating option prices","venue":null,"work_id":"4fafc9ab-a936-4aec-97c3-df6ec75bd2b2","year":1993},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:57.637362Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:72f1de45489c740f65976162b8be1eeb58f5a23a576bef8afc64e405bd809493","observation_id":"18f57512-aac1-422e-910e-ca66331dcac5","resolution":{"observed_at":"2026-08-07T10:19:03.077117Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1412.1193","last_updated":"2020-09-19T15:16:47Z","snapshot_observed_at":"2026-08-06T19:02:23.137226Z","submitted_at":"2014-12-03T05:21:13Z","title":"New insights and perspectives on the natural gradient method","version":11},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1412.1193","snapshot_observed_at":"2026-08-07T10:18:57.823667Z","title":"New insights and perspectives on the natural gradient method","venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:57.823667Z"},"links":{"cited_paper":"/paper/1412.1193","citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:bc33331ea1847457647f016e06e614353da31cfe44f669c6c2f7d6a68ab58703","observation_id":"613f02cc-0b21-46da-9afd-9c8b381c2936","resolution":{"observed_at":"2026-08-07T10:18:57.823667Z","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":"2026-08-07T10:19:02.473293Z","title":"A novel stacked generalization ensemble-based hy- brid lgbm-xgb-mlp model for short-term load forecasting","venue":null,"work_id":"4528d567-4110-4cc3-9824-a5a4196eecb3","year":2021},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:57.994992Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:57a10ac89ac81ff443a6575dc3d01634914c4748fd73b8d1e80a95dda6569ddb","observation_id":"f67a8221-d99a-4610-b370-6140525ea3da","resolution":{"observed_at":"2026-08-07T10:19:02.654602Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:02.078953Z","title":"Theory of rational option pricing","venue":null,"work_id":"8a704646-ff70-4a87-8835-a4f755a42edb","year":1973},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:58.121293Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:5504d93a40ed9d6549934f0fe2924e8d2d20d4c053fb114727af9452118c8b58","observation_id":"c8cd0e64-4330-48b2-86d7-adaeec3140a4","resolution":{"observed_at":"2026-08-07T10:19:02.275424Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:01.797281Z","title":"Classification under streaming emerging new classes: A solution using completely-random trees","venue":null,"work_id":"bedc560b-05e6-4f44-8f0f-8f9b499cf650","year":2017},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:58.298797Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:dc240e09848eabe2d38ecb0908bef201787e790b3f263e3755b6bc8d5e0527ad","observation_id":"e281298f-eb67-45dc-ab26-d31800b858b0","resolution":{"observed_at":"2026-08-07T10:19:01.930201Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:01.383943Z","title":"Approximation theory of the mlp model in neural networks","venue":null,"work_id":"4641a59e-5118-4297-af01-a633925cfcee","year":1999},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:58.442276Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:87e028554dd486dc2e2907b103ed03fbbb4ce9c9efd9ceb75604b26ce7dcb2c1","observation_id":"9a146245-14c6-4fee-b45f-1f94fa4531dc","resolution":{"observed_at":"2026-08-07T10:19:01.625596Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:01.022640Z","title":"Ensemblelearning","venue":null,"work_id":"9931ac43-0731-4a44-b40f-815265974bcb","year":2012},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":25,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:58.570692Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:f69fbadb18d4a28045b850b9620e288292f2088de0e031b210ca7a3bc6021158","observation_id":"f171e285-9a6d-4422-ada5-65a493b64eab","resolution":{"observed_at":"2026-08-07T10:19:01.198996Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1911.05620","last_updated":"2020-05-09T12:45:34Z","snapshot_observed_at":"2026-08-05T19:10:27.791742Z","submitted_at":"2019-11-13T17:01:36Z","title":"Neural networks for option pricing and hedging: a literature review","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1911.05620","snapshot_observed_at":"2026-08-07T10:18:58.707551Z","title":"Neural networks for option pricing and hedg- ing: a literature review","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":26,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:58.707551Z"},"links":{"cited_paper":"/paper/1911.05620","citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:953cacd26b9cc8183043f26bce3ca209a9056bf24323b312ffedfba8e4bc081b","observation_id":"050cccf0-67a9-41a2-92bd-f44f731d10cc","resolution":{"observed_at":"2026-08-07T10:18:58.707551Z","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":"2026-08-07T10:19:00.762330Z","title":null,"venue":null,"work_id":"dea48012-b9c6-4b39-92cc-d1f32aa5b458","year":2023},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":27,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:58.865184Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:1a38c74980c6a8e26966e11c77cfaae3dab5dff4bf5466433dd9e9247482d12e","observation_id":"9440d10e-080c-4923-a93b-bf413b21624b","resolution":{"observed_at":"2026-08-07T10:19:00.879002Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:00.499181Z","title":"Real option valuation with neural networks","venue":null,"work_id":"fbe912d0-9193-4f94-88ef-e37f94e0b59b","year":1998},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:59.062845Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:895de92ab19497513d5617bbd1f5636698e64c00cb93a568d7856167300ef1c8","observation_id":"fc0792cf-948b-4baa-a6ce-3be81ff2688b","resolution":{"observed_at":"2026-08-07T10:19:00.649157Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:19:00.187413Z","title":"Option price forecasting using neural networks","venue":null,"work_id":"462388a9-ca24-4530-849f-fb167fbb8f83","year":2000},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:59.138514Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:b356d209f495a39b94dc222ed9173af8fae1bf9f160f95249df406418805fff8","observation_id":"7f9e22a3-9989-4a90-945e-ec36b94b308a","resolution":{"observed_at":"2026-08-07T10:19:00.321657Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+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":"2026-08-07T10:18:59.838153Z","title":"Deep forest","venue":null,"work_id":"765e5d30-5b68-4e85-8d47-35e6578e88cb","year":2019},"citing_paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning","version":1},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-08-07T10:18:59.243242Z"},"links":{"citing_paper":"/paper/2506.05799"},"observation_digest":"sha256:fdbe6005002c03848c501b389d512993585f958425348cab46d7469c5b6e1f43","observation_id":"bb52c081-ce3b-4526-bb46-e0cd4ba401b8","resolution":{"observed_at":"2026-08-07T10:19:00.032928Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2506.05799","last_updated":"2025-06-06T06:55:49Z","latest_version":1,"primary_category":"cs.LG","snapshot_observed_at":"2026-08-09T00:39:13.989310Z","submitted_at":"2025-06-06T06:55:49Z","title":"Option Pricing Using Ensemble Learning"},"reference_resolution":{"displayed":30,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":7,"verified_exact":1,"verified_fuzzy":22},"total_outbound_references":30},"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":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"thesis":"As of 9 August 2026, this Paper Citation Record lists 30 of 30 outbound references and 0 inbound Pith citation observations for arXiv:2506.05799."}