{"as_of":"2026-08-19T13:18:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:6d92143c3088334eab4b4e7465c6b3d01bde57a55c8fd1f4b9f96cc677a4aeba","coverage":[{"denominator":14,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":14,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-15T19:10:54.493006Z","state":"measured"},{"denominator":14,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":14,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-19T06:32:44.657259+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/2506.17511/citation-record","integrity":"/paper/2506.17511/integrity","json":"/paper/2506.17511/citation-record.json","paper":"/paper/2506.17511"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":"10.1016/j.jfineco.2021.12.007","metadata_source":"doi_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T19:10:54.527079Z","title":"doi: https://doi.org/10.1016/j.jfineco.2021.12.007","venue":null,"work_id":"045b96eb-50ef-44b3-b57f-ef61840f3e82","year":2021},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.439657Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:3175215c4c0ae73b30ad22b4f603173574389ed4e59fa04bb201db5cecb9c80b","observation_id":"46b89889-523c-445f-b4f6-bbdc83355261","resolution":{"observed_at":"2026-08-15T19:10:54.533600Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+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":"2026-08-15T19:10:54.923577Z","title":"The us treasury yield curve: 1961 to the present","venue":null,"work_id":"b31fab58-ff74-48ef-9cae-9ed9cc68a2b2","year":1961},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.454777Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:b3eb0c00c573d5a57b7303bd937b99eae97224cb4dc9af2ac9c730d1cf8fed6b","observation_id":"cdf6d22f-97bb-4e55-8849-8864305b8c7f","resolution":{"observed_at":"2026-08-15T19:10:54.929268Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1906.03507","last_updated":"2019-06-08T19:24:42Z","snapshot_observed_at":"2026-08-17T21:15:14.286894Z","submitted_at":"2019-06-08T19:24:42Z","title":"Deep learning calibration of option pricing models: some pitfalls and solutions","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1906.03507","snapshot_observed_at":"2026-08-15T19:10:54.464192Z","title":"Deep learning calibration of option pricing models: some pitfalls and solutions.arXiv preprint arXiv:1906.03507,","venue":null,"work_id":null,"year":1906},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.464192Z"},"links":{"cited_paper":"/paper/1906.03507","citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:87c8ca31d5fd90f4b87dfea4e195702770fe9987595e8a9647960f0edf11e616","observation_id":"7312180f-2386-498c-b1a0-0e7eeec51f06","resolution":{"observed_at":"2026-08-15T19:10:54.464192Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2001.08361","last_updated":"2020-01-23T03:59:20Z","snapshot_observed_at":"2026-08-13T17:41:53.092611Z","submitted_at":"2020-01-23T03:59:20Z","title":"Scaling Laws for Neural Language Models","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2001.08361","snapshot_observed_at":"2026-08-15T19:10:54.469455Z","title":"Scaling laws for neural language models.arXiv preprint arXiv:2001.08361,","venue":null,"work_id":null,"year":2001},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.469455Z"},"links":{"cited_paper":"/paper/2001.08361","citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:6f856339b6331665ee8ed8f1c858d29b221a4130b19c23b813cd510f61a0d352","observation_id":"6f88b9f8-801d-4cd6-b26a-5d7e9aedd6c6","resolution":{"observed_at":"2026-08-15T19:10:54.469455Z","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":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T19:10:54.488414Z","title":"Machine learning for option pricing: an empirical investigation of network architectures.arXiv preprint arXiv:2307.07657,","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.488414Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:d2b4083c7b708b2ed370ced1d20e120242939d838eb25e87c2d23ae83d1e009c","observation_id":"166c7a55-2735-46be-81c8-8c6e1d773a47","resolution":{"observed_at":"2026-08-15T19:10:54.488414Z","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":"3024.7100","doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-15T19:10:54.642274Z","title":"The last six months always serve as the test set","venue":null,"work_id":"3c394fe5-34dd-46b6-8d1a-5d63122eca98","year":2017},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.493006Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:d782684a56ca0f014cc9a535e846065b37dfacc33f582a081c2255cb1146f594","observation_id":"940915e4-b75c-4743-9abf-c2ca2df8e40f","resolution":{"observed_at":"2026-08-15T19:10:54.652852Z","resolver_source":"raw_fallback","status":"malformed_identifier"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+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":"2026-08-15T19:10:54.434938Z","title":"Tim Bollerslev, Michael Gibson, and Hao Zhou","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":1986,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.434938Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:a7b8765b7108f62ecda2460c256a8957bd3f6cbb042a8392c705712264f8c011","observation_id":"380d7a48-f717-4e03-8a3f-9c3bc65babcb","resolution":{"observed_at":"2026-08-15T19:10:54.434938Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2406.00459","last_updated":"2024-06-01T14:57:44Z","snapshot_observed_at":"2026-08-18T23:46:22.645682Z","submitted_at":"2024-06-01T14:57:44Z","title":"Machine Learning Methods for Pricing Financial Derivatives","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2406.00459","snapshot_observed_at":"2026-08-15T19:10:54.449501Z","title":"Machine learning methods for pricing financial derivatives.arXiv preprint arXiv:2406.00459,","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":1994,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.449501Z"},"links":{"cited_paper":"/paper/2406.00459","citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:bedeb1b14809f3a11b8c571f36898be7b55fae230b56b0b01990159259df6b3b","observation_id":"cf49ee86-0551-4f2f-9849-3e76624856c5","resolution":{"observed_at":"2026-08-15T19:10:54.449501Z","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":"2026-08-15T19:10:54.905193Z","title":"Application of machine learning in option pricing: A review","venue":null,"work_id":"b292ed15-6120-41c1-a76b-3259cf1b9db5","year":2022},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":2002,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.474993Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:3d1378722fc1d44aa8f7a3462a2b21e3b8c3c5606b14c672616f0ac785673357","observation_id":"64d01eb2-0166-49dc-9361-868b83ab46b7","resolution":{"observed_at":"2026-08-15T19:10:54.911112Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+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":"2026-08-15T19:10:54.886675Z","title":"Black–scholes option pricing using machine learning","venue":null,"work_id":"c9b91a02-feef-4fed-82e2-e5100ef1c296","year":2022},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":2016,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.483949Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:a010e916ba39779d4c9844c2c74cd13726c8a9d431b7259a2247e6674b3bfb7a","observation_id":"6dcfc431-7824-4669-bfbe-045311e7872c","resolution":{"observed_at":"2026-08-15T19:10:54.892574Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+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":"2026-08-15T19:10:54.479504Z","title":"Dynamics of the implied volatility surface: Theory and empirical evidence","venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":2017,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.479504Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:d8816171dfbe2f3347b560d97b0df94d420486aa24156275e4d072f06c205ac6","observation_id":"109a0d71-2cfa-479c-a97e-49e1df2ff032","resolution":{"observed_at":"2026-08-15T19:10:54.479504Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2103.12551","last_updated":"2021-09-07T06:11:05Z","snapshot_observed_at":"2026-08-18T09:33:18.658426Z","submitted_at":"2021-03-22T05:03:28Z","title":"Deep Learning for Exotic Option Valuation","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2103.12551","snapshot_observed_at":"2026-08-15T19:10:54.444589Z","title":"Deep learning for exotic option valuation.arXiv preprint arXiv:2103.12551,","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":2020,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.444589Z"},"links":{"cited_paper":"/paper/2103.12551","citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:ab0f46460125ef0fa451bb783640c9cd030bb6690352d3f51a3a8d499e57f8f5","observation_id":"1408cde3-387f-47eb-bfac-a3ee96d2bbe3","resolution":{"observed_at":"2026-08-15T19:10:54.444589Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2005.02347","last_updated":"2020-09-30T00:31:30Z","snapshot_observed_at":"2026-08-13T13:41:44.485229Z","submitted_at":"2020-05-05T17:32:37Z","title":"Differential Machine Learning","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2005.02347","snapshot_observed_at":"2026-08-15T19:10:54.459509Z","title":"Differential machine learning.arXiv preprint arXiv:2005.02347,","venue":null,"work_id":null,"year":2005},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":2021,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.459509Z"},"links":{"cited_paper":"/paper/2005.02347","citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:a12e1645a7adc027edb3a6b918f297faf9af0131dec3ba4e4f0422c8b03f77ef","observation_id":"637bc1da-ab1a-45a3-93fd-9975903df2f7","resolution":{"observed_at":"2026-08-15T19:10:54.459509Z","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":"2026-08-15T19:10:54.940141Z","title":"Empirical performance of alternative option pricing models.The Journal of finance, 52(5):2003–2049,","venue":null,"work_id":"d3816d94-9325-4141-9deb-61632325c777","year":2003},"citing_paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices","version":1},"reference_index":2022,"source":"pdf_text","source_observed_at":"2026-08-15T19:10:54.430014Z"},"links":{"citing_paper":"/paper/2506.17511"},"observation_digest":"sha256:74bd57fd11aa91ac9aec596537c9cf1061cce19fdbe232e36feb4ad7a9b38e16","observation_id":"ccd06cc9-5df5-4d60-9699-acc6576209b8","resolution":{"observed_at":"2026-08-15T19:10:54.945082Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2506.17511","last_updated":"2025-06-20T23:21:39Z","latest_version":1,"primary_category":"q-fin.PR","snapshot_observed_at":"2026-08-17T19:01:39.599253Z","submitted_at":"2025-06-20T23:21:39Z","title":"Empirical Models of the Time Evolution of SPX Option Prices"},"reference_resolution":{"displayed":14,"state_counts":{"malformed_identifier":1,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":8,"verified_exact":1,"verified_fuzzy":4},"total_outbound_references":14},"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":"2026-08-19T06:32:44.657259+00:00","source":"crossref"},{"observed_at":"2026-08-19T06:32:39.956319+00:00","source":"retraction_watch"}],"thesis":"As of 19 August 2026, this Paper Citation Record lists 14 of 14 outbound references and 0 inbound Pith citation observations for arXiv:2506.17511."}