Paper Citation Record · LEDGER

Explicit Signal-Adaptive Sequential Optimal Execution Quotes

As of 15 August 2026, this Paper Citation Record lists 27 of 27 outbound references and 0 inbound Pith citation observations for arXiv:2605.24242.

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

pith.paper-citation-record.v1
2605.24242 v2

Coverage vector

measured 27 of 27 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-06-30T14:23:39.709322Z

measured 27 of 27 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

27 of 27 outbound references displayed

verified exact2
verified fuzzy23
unresolved2
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 0996e2a7-d29d-4a95-97f8-0a474d339c0f · outbound

This paper cites Optimal execution of portfolio transactions.Journal of Risk, 3:5–40, 2001.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal execution of portfolio transactions.Journal of Risk, 3:5–40, 2001

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.914700Z

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.

Observation 0a5aff90-c6c8-41bf-91a8-f0468d1012ec · outbound

This paper cites an unresolved cited work.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Unresolved cited work

Reference 2

Resolution: unresolved; raw_fallback, observed 2026-07-08T23:15:44.884177Z

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.

Observation e86a84c1-c536-4df0-94f5-ae660b8d4ddd · outbound

This paper cites Optimal Quoting under Adverse Selection and Price Reading.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal Quoting under Adverse Selection and Price Reading

Reference 3

Resolution: verified exact; local_arxiv, observed 2026-06-30T14:24:44.813710Z

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.

Observation 3388a523-5b6c-4326-bda7-50b2f2bc8177 · outbound

This paper cites Fx market making with internal liquidity.Available at SSRN 5859484, 2025.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Fx market making with internal liquidity.Available at SSRN 5859484, 2025

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.882310Z

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.

Observation 5c951ac9-d633-495c-b9f9-bb0249b82ef5 · outbound

This paper cites Liquidation in limit order books with controlled intensity.Mathematical Finance, 24:627–650, 10 2014.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Liquidation in limit order books with controlled intensity.Mathematical Finance, 24:627–650, 10 2014

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.886424Z

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.

Observation e527fa61-b6a9-4a21-8918-21232de39c56 · outbound

This paper cites Optimal execution with dynamic order flow imbal- ance.SIAM Journal on Financial Mathematics, 6(1):1123–1151, 2015.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal execution with dynamic order flow imbal- ance.SIAM Journal on Financial Mathematics, 6(1):1123–1151, 2015

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.888925Z

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.

Observation 11c01d16-56eb-4b58-bded-ae9e5990d769 · outbound

This paper cites Closed-form approximations in multi-asset market making.Applied Mathematical Finance, 28:101–142, 3 2021.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Closed-form approximations in multi-asset market making.Applied Mathematical Finance, 28:101–142, 3 2021

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.895524Z

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.

Observation 28eca850-9e93-4d01-a5b4-d5492490f367 · outbound

This paper cites Optimal control of execution costs.Journal of financial markets, 1(1):1–50, 1998.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal control of execution costs.Journal of financial markets, 1(1):1–50, 1998

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.933823Z

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.

Observation a0871274-d5b3-4dae-92ac-3f90b6f01719 · outbound

This paper cites Market making with exogenous competition.SIAM Journal on Financial Mathematics, 16(2):692–706, 2025.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Market making with exogenous competition.SIAM Journal on Financial Mathematics, 16(2):692–706, 2025

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.932106Z

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.

Observation 492b05b2-9785-48d8-9437-aa60f17e038b · outbound

This paper cites Multi-asset market impact and order flow common- ality.Available at SSRN 3706390, 2020.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Multi-asset market impact and order flow common- ality.Available at SSRN 3706390, 2020

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.893106Z

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.

Observation 6ac54d77-2887-4485-84ba-960768d77cba · outbound

This paper cites Enhancing trading strategies with order book signals.Applied Mathematical Finance, 25(1):1–35, 2018.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Enhancing trading strategies with order book signals.Applied Mathematical Finance, 25(1):1–35, 2018

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.937411Z

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.

Observation df8b3825-b59e-484b-943c-a4c1f37a7b8f · outbound

This paper cites Optimal execution with limit and market orders.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal execution with limit and market orders

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.935678Z

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.

Observation 989c3033-6805-4aa9-9bfb-5204becf1f47 · outbound

This paper cites Incorporating order-flow into optimal execution.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Incorporating order-flow into optimal execution

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.921947Z

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.

Observation 1768854d-54bf-4530-8ff1-eefe8875d71c · outbound

This paper cites Cambridge University Press, 2015.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Cambridge University Press, 2015

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.924190Z

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.

Observation 8a2e76ff-bd42-4a50-8162-7f6b334019fb · outbound

This paper cites Buy low, sell high: A high frequency trading perspective.SIAM Journal on Financial Mathematics, 5(1):415–444, 2014.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Buy low, sell high: A high frequency trading perspective.SIAM Journal on Financial Mathematics, 5(1):415–444, 2014

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.925983Z

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.

Observation ef0027dc-0d46-465b-8fef-35216ea59bf6 · outbound

This paper cites Optimal order placement in limit order markets.Quan- titative Finance, 17(1):21–39, 2017.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal order placement in limit order markets.Quan- titative Finance, 17(1):21–39, 2017

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.918471Z

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.

Observation 252be3fe-3d71-49af-9805-8f2fd5965ce6 · outbound

This paper cites The price impact of order book events.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes The price impact of order book events

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.920193Z

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.

Observation cae1b899-1912-4ccc-afa8-42275288336c · outbound

This paper cites Optimal high-frequency trading with limit and market orders.Quantitative Finance, 13(1):79–94.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal high-frequency trading with limit and market orders.Quantitative Finance, 13(1):79–94

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.927799Z

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.

Observation b25b616a-43ee-4943-9021-0bb7d29e1b5b · outbound

This paper cites General intensity shapes in optimal liquidation.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes General intensity shapes in optimal liquidation

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.929720Z

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.

Observation 7d9ac459-b1b2-45e2-ad8d-69d17feeb08f · outbound

This paper cites Optimal portfolio liquidation with limit orders.SIAM Journal on Financial Mathematics, 3:740–764, 11 2012.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal portfolio liquidation with limit orders.SIAM Journal on Financial Mathematics, 3:740–764, 11 2012

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.940301Z

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.

Observation 163baf64-859d-40ec-b5c1-27658ae43a2e · outbound

This paper cites Dealing with the inventory risk: A solution to the market making problem.Mathematics and Financial Economics, 7:477–507, 9 2013.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Dealing with the inventory risk: A solution to the market making problem.Mathematics and Financial Economics, 7:477–507, 9 2013

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.910332Z

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.

Observation 6fb513a6-04ec-44c9-9363-30910f8daf26 · outbound

This paper cites Hawkes processes and their applications to finance: a review.Quantitative Finance, 18(2):193–198, 2018.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Hawkes processes and their applications to finance: a review.Quantitative Finance, 18(2):193–198, 2018

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.916635Z

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.

Observation c538779f-8b44-4da8-be47-5c62210309ea · outbound

This paper cites an unresolved cited work.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Unresolved cited work

Reference 23

Resolution: unresolved; raw_fallback, observed 2026-07-08T23:15:44.907944Z

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.

Observation 705cd9a4-6dcc-4946-b6b2-f5fc560b2b95 · outbound

This paper cites Deep order flow imbalance: Ex- tracting alpha at multiple horizons from the limit order book.Mathematical Finance, 33(4):1044–1081, 2023.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Deep order flow imbalance: Ex- tracting alpha at multiple horizons from the limit order book.Mathematical Finance, 33(4):1044–1081, 2023

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.905968Z

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.

Observation 8cc956fd-1799-4479-b3ff-243c0b9c4943 · outbound

This paper cites Limit order strategic placement with adverse selection risk and the role of latency.Market Microstructure and Liquidity, 03(01):1750009, 2017.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Limit order strategic placement with adverse selection risk and the role of latency.Market Microstructure and Liquidity, 03(01):1750009, 2017

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.899959Z

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.

Observation 4f6a1f5a-b010-44d2-9a71-821aa79d1650 · outbound

This paper cites Optimal liquidity- based trading tactics.Stochastic Systems, 11(4):368–390, 2021.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Optimal liquidity- based trading tactics.Stochastic Systems, 11(4):368–390, 2021

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-07-08T23:15:44.903769Z

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.

Observation 016a5290-a186-4fed-9e7d-e8fcaec19e4a · outbound

This paper cites Fill probabilities in a limit order book with state-dependent stochastic order flows.Available at arXiv 2403.02572, 2026.

Explicit Signal-Adaptive Sequential Optimal Execution Quotes Fill probabilities in a limit order book with state-dependent stochastic order flows.Available at arXiv 2403.02572, 2026

Reference 27

Resolution: verified exact; arxiv_id, observed 2026-06-30T14:24:44.811267Z

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.

Pith citing papers

No inbound Pith citation observations are available.