Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-06-29T09:26:34.514186Z
Paper Citation Record · LEDGER
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
As of 28 July 2026, this Paper Citation Record lists 3 of 3 outbound references and 0 inbound Pith citation observations for arXiv:2605.27848.
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 2026-07-28T06:31:03.373048+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
3 of 3 outbound references displayed
- verified exact1
- verified fuzzy0
- unresolved2
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation cb77ff5a-0e20-4c46-98ac-eba5c8f6bbf0 · outbound
This paper cites an unresolved cited work.
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning Unresolved cited work
Reference 1
- Resolution
- unresolved
- no resolver link, observed 2026-06-29T09:26:34.514186Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation df59bfb2-60ea-4720-bbcf-7c9932729f01 · outbound
This paper cites Affordance Transfer Learning for Human-Object Interaction Detection.
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning Affordance Transfer Learning for Human-Object Interaction Detection
Reference 2
- Resolution
- verified exact
- arxiv_id, observed 2026-06-29T10:03:17.859704Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-07-28T06:31:03.373048+00:00.
Observation af671a40-7f6a-47e7-9134-01aa9bda4202 · outbound
This paper cites Modelling Volatility Clustering and Regime Switching in Financial Markets.
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning Modelling Volatility Clustering and Regime Switching in Financial Markets
Reference 3
- Resolution
- unresolved
- no resolver link, observed 2026-06-29T09:26:34.514186Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Pith citing papers
No inbound Pith citation observations are available.