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Paper Citation Record · LEDGER

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers

As of 15 August 2026, this Paper Citation Record lists 13 of 13 outbound references and 0 inbound Pith citation observations for arXiv:2509.02941.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2509.02941 v1

Coverage vector

measured 13 of 13 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-05T11:20:08.986616Z

measured 13 of 13 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-14T06:32:32.682623+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

13 of 13 outbound references displayed

  • verified exact6
  • verified fuzzy6
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch1

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 14b27f1f-ce9c-405b-b38e-bea8091f40e0 · outbound

This paper cites Uniswap v3 Core.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Uniswap v3 Core

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.635311Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:07.796221Z digest=sha256:19f3e9b2472f2b6bd06727e63c25d526b1f0aebf0ba0826d804664d8940143d3

Observation 9cb059d7-5938-47ff-83bb-152c6575652e · outbound

This paper cites The Pricing of Options and Corporate Liabilities.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers The Pricing of Options and Corporate Liabilities

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.610837Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:07.902389Z digest=sha256:88db9a9bd3c42fd051270fb3ea65a49cbc8897ce20fbc28373161b53534a504a

Observation 50883ee4-8a16-4b4b-84cf-54437544df89 · outbound

This paper cites Dash, Quantitative Finance and Risk Management: a Physicist’s Approach , Second Edition, World Scientific (2016).

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Dash, Quantitative Finance and Risk Management: a Physicist’s Approach , Second Edition, World Scientific (2016)

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.588712Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.052251Z digest=sha256:d6a48dee2926b0ad275dca52378bf0dc32d4e0928021a9bc97d27ca2d679fc53

Observation 25440431-ea42-40c0-9921-96daa5a7ad8a · outbound

This paper cites Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004).

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Gardiner, Handbook of Stochastic Methods, Third Ed., Springer (2004)

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.565408Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.155294Z digest=sha256:62f2457a0063c75a55201fb2d5eb80e519d7073d48235a7907ed5851086929dc

Observation 18988550-ea13-4d06-9a67-c904c2367190 · outbound

This paper cites A Disruptive Research Playbook for Studying Disruptive Innovations.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers A Disruptive Research Playbook for Studying Disruptive Innovations

Reference 5

Resolution
metadata mismatch
local_arxiv, observed 2026-08-05T11:20:10.495778Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.273018Z digest=sha256:aecef294b2a5f2143a6a81e9babf35c8891a12eaccb99084c4dc5c74ffa811aa

Observation ae89d828-3b70-482b-9f3e-6b877db82b2a · outbound

This paper cites kramersmoyal: Kramers--Moyal coefficients for stochastic processes.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers kramersmoyal: Kramers--Moyal coefficients for stochastic processes

Reference 6

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:10.373018Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.424903Z digest=sha256:bd277301a14cd8773b736e377a05b638309ac6e0865d7c7eba665d756d72f4df

Observation ca0662b8-7cfe-41af-827e-c00ed9e8991a · outbound

This paper cites Quantum Equilibrium-Disequilibrium: Asset Price Dynam- ics, Symmetry Breaking, and Defaults as Dissipative Instantons.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Quantum Equilibrium-Disequilibrium: Asset Price Dynam- ics, Symmetry Breaking, and Defaults as Dissipative Instantons

Reference 7

Resolution
verified exact
arxiv_id_nonexistent, observed 2026-08-05T11:20:10.139564Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.485481Z digest=sha256:b4682a65f8cfe371cf1f2bb0b7ce2ae6d2595e3380f515a12ae9726f42916363

Observation c468eec2-b744-463b-a5a6-3bc6a0cffe55 · outbound

This paper cites The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective

Reference 8

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.803404Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.570423Z digest=sha256:141f29c0f8efd56f7518142352f34e1a50779f3e1ab0d7df9925a457623ad139

Observation cf5f0af9-7023-462b-bb63-90c09216baf2 · outbound

This paper cites Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.541887Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.650529Z digest=sha256:148a42079e247f63882e8e84eebdc54b528d6f7408b0edbea7858f4a2cfc1243

Observation 9938f9dc-002d-4327-930b-2662e9ba8400 · outbound

This paper cites Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non- Linear Market with Phase Transitions.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non- Linear Market with Phase Transitions

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-05T11:20:10.517899Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.727363Z digest=sha256:9f4a85dffb6bdff34b2289c53ac920ad145264ce3d7438e9c1ded5daf64f35ca

Observation 8b9d3385-acef-4b5f-b919-8f4f232be767 · outbound

This paper cites Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets

Reference 11

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.582030Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.795393Z digest=sha256:98a0b4b3932a6d9689e988c56554c0d24390223f84745419f25cda5aef54f9c6

Observation c14b49bb-0745-44fb-9276-50131556710f · outbound

This paper cites Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets

Reference 12

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.428716Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.879904Z digest=sha256:aa1c1f2838618b491215203eca5481afdcd3d40478377815cfaec5c79f5949c1

Observation eeb25353-d39b-4193-9cfd-c153c9c101c1 · outbound

This paper cites Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics.

Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics

Reference 13

Resolution
verified exact
local_arxiv, observed 2026-08-05T11:20:09.198325Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-14T06:32:32.682623+00:00.

source=pdf_text observed=2026-08-05T11:20:08.986616Z digest=sha256:f8bad917250225d53fda40def9665173ec86434091e7c79c3c465dc065c4876f

Pith citing papers

No inbound Pith citation observations are available.