{"as_of":"2026-08-11T16:42:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:bf318843a97115e30bfeb764f8244662e5ac78064165a54255112e3aab041a83","coverage":[{"denominator":59,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":59,"source":"paper_references, paper_reference_links","source_observed_at":"2026-06-28T20:30:20.156082Z","state":"measured"},{"denominator":59,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":59,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-11T06:34:44.6726+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/2606.00143/citation-record","integrity":"/paper/2606.00143/integrity","json":"/paper/2606.00143/citation-record.json","paper":"/paper/2606.00143"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:456128a701bcf288587ae12820949acf65da5804cb0a9f410ddc6e8c02538667","observation_id":"a37e88c6-ac57-4bbd-afe0-1224c634a770","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:5788818dc8c71210362afb7bf38d812e0543a33c76e4c6c10a75411aedbf85ca","observation_id":"09bf9a29-e662-4799-95ad-dda313f32fdb","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":"Schapire","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:f04342badc1aeb8e7293a8fcfb55d597be1c340e8e73923c74ce802ea1309c3f","observation_id":"f16c3baf-e243-45d9-af37-ff271c996750","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"10.1146/annurev-financial-110311-101808","metadata_source":"openalex","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-05T02:28:24.338817Z","title":"Annual Review of Financial Economics , author =","venue":"Annual Review of Financial Economics","work_id":"3cdb7bd9-ec7c-4c03-a703-fe579cf70b60","year":2012},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:70b74c73713f6ad06f23c8feae16a845b7326d4e3c0ccd6f943808a41e5d756f","observation_id":"faacfbf3-9486-4f3e-ba03-c4d228cd21ac","resolution":{"observed_at":"2026-06-28T20:32:36.727500Z","resolver_source":"doi","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1803.01271","last_updated":"2018-04-19T14:32:38Z","snapshot_observed_at":"2026-07-06T06:26:27.965096Z","submitted_at":"2018-03-04T00:20:29Z","title":"An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling","version":2},"cited_work":{"arxiv_id":"1803.01271","doi":"10.48550/arxiv.1803.01271","metadata_source":"pith","pith_arxiv_id":"1803.01271","snapshot_observed_at":"2026-08-05T02:28:24.338817Z","title":"An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling","venue":"cs.LG","work_id":"04430f4e-b270-479c-9dcd-bee723164789","year":2018},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"cited_paper":"/paper/1803.01271","citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:a549deb6c20f9e825a9e10a18ffa14c7188d4454c3cec3eb69e5e5d0a46b81f7","observation_id":"b25210da-f67e-4536-8235-92d67d977a8d","resolution":{"observed_at":"2026-06-28T20:32:37.264377Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":1997},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:16a98f713a8bb7666ae99c4cd3a5fba9c8e65789789135227de3712001afd0d6","observation_id":"78654cd6-6c7c-4b32-9ab8-dc29c7d26ff8","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2000},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:8cdc8dd11249fcafe3028ca6fa644628d6b97f1bdc49205fffb7fa8cfac28b9d","observation_id":"abd61eaf-6a27-4364-906e-6fdabc045dc2","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2003},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:9a18968b55855bbc07114bdb3dd0c56fc3881775423b64cc4acf5a81e4058230","observation_id":"1770df87-88c4-4482-86d8-07f6cfc79389","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:e826b491de4929d4808f40f3ac0c8b05d51360d2bc63be8756308cddb5efa735","observation_id":"a2f4ecb9-ad91-41ab-a278-5d424814df64","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2010},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:9276fc982a052d1ab2b1dd660a3457789c2030b2014adcb7bd42ae125013ba31","observation_id":"fa89a678-a1e3-4e61-b340-ba3d84cc484b","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2013},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:174b2815b4498efda4c8354a547a6e1afd0a1def3639e217dc61a1f5c5fb39f9","observation_id":"90ab7c7f-aa63-4c65-81d5-c21333d1bcc1","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2204.05928","last_updated":"2022-10-10T15:06:49Z","snapshot_observed_at":"2026-08-11T14:30:49.236478Z","submitted_at":"2022-04-12T16:30:40Z","title":"Dynamic Dialogue Policy for Continual Reinforcement Learning","version":2},"cited_work":{"arxiv_id":"2204.05928","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2204.05928","snapshot_observed_at":"2026-06-28T20:32:37.268632Z","title":null,"venue":null,"work_id":"fdc77fc0-197d-42ce-9357-cea3999624aa","year":2022},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"cited_paper":"/paper/2204.05928","citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:83b3653fece10b9d6342bdf5f6d039f33da794a859b7955b91c9184a111bdefd","observation_id":"035ab232-9f8a-49dd-bcaf-732670ae64ab","resolution":{"observed_at":"2026-06-28T20:32:37.269988Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:e9012e3ccef47af66cd715a97aefa694042818a7421a219786b9e85a215a207e","observation_id":"fcea51de-16c5-48ea-a537-45b99ec840ed","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:02037cafaaadfa2d939875bde0273afb9a1e11e8203b6a7f9e90169b2f701b97","observation_id":"4c522e90-a742-412e-8133-4dd00ee7ccb4","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:473a6bdb26e7fe30e0bfe11a7c85e6bd34930726de623793a3de3801251e2500","observation_id":"ca421aed-bfcf-441c-abc3-2aa67fdade4c","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:19ec71e32ecfb1222af3a337b9566f67fa95797144d76b4af2962ce38b8e8fc8","observation_id":"4bfaf860-7887-42b6-91d8-31b93540a4fd","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:741a4a687e2316a95e0e270c99813532c2e680dc656d8f58b3bcd7a1f0a3170c","observation_id":"7f7c3729-63e6-4198-8a64-f08ba6b75769","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:bf2cae4529baa25c581c23afd8068b0ad33d99dcb9e165e9576b134c375a214e","observation_id":"fcbc1f86-d4e2-405d-9402-fcdb313c4e9a","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":1998},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:0d4ffc3f6ea907d961f63a673fe009782426ade98b87ba033431fb54b08aa3e1","observation_id":"78e2439d-cc1b-4b46-8038-5f0e8dd99eb3","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:7d3c113143ba184c7460ad2f60055fb60fa94b9bc8c26b03a71c62873c479016","observation_id":"9a7db8ea-53fa-426a-a3d7-144ff491df80","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:4d7aacbd34bd91b65c51c8cf4525647fa6a272a4e55a73fe5e560c9dcd36ed71","observation_id":"16cd37c7-2854-4332-8ca6-9bea8d8666f9","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:e2eb2a4ed62f0adb5b1f91e2958bfb1c9c919fc1636016ed1fe000785bd99f28","observation_id":"c652d11a-e68f-403b-8132-a4c95df85145","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1706.10059","last_updated":"2017-07-16T10:29:38Z","snapshot_observed_at":"2026-08-05T13:15:49.754412Z","submitted_at":"2017-06-30T08:31:28Z","title":"A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem","version":2},"cited_work":{"arxiv_id":"1706.10059","doi":"10.48550/arxiv.1706.10059","metadata_source":"pith","pith_arxiv_id":"1706.10059","snapshot_observed_at":"2026-08-05T02:28:24.338817Z","title":"A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem","venue":"q-fin.CP","work_id":"053c8fda-2078-4162-8638-43b6e89e618d","year":2017},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"cited_paper":"/paper/1706.10059","citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:970f9ca28c74fd5f3da0b231ea15c105c5bef60138bc07723f5195a399c1b5a5","observation_id":"84c463fb-df51-426c-9314-448c3e714754","resolution":{"observed_at":"2026-06-28T20:32:37.267414Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:cdc5ba06be159e9307e5c74d4fe0932ce331a475d2308a4038d1fb97af293c20","observation_id":"f5b0c014-43bc-4adb-90d1-bfc3c6e08f2f","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":25,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:0670269eebd86f2d589ea287f31f5b635e181e7430a5d67c9af3ff62aa2fd5a5","observation_id":"121fcbd6-f8c5-4d3f-8338-e2e1bb1aa71b","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":26,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:e67c88ca2d4837e715ab85308c96009409437649d23ee60fa35753c7aea71c53","observation_id":"87e3ffb8-7594-4a4e-99f8-6a4be6615585","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":"Baddar, Kikyung Kim, HUIJIN LEE, Sae- hyun Ahn, Seungju Han, Sungjoo Suh, and Eunho Yang","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":27,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:6c0f4436d728c47cbf310d18f5bdf2b02d967db1f9d15f7654a5f07f60c2d25f","observation_id":"30ced955-5fdf-4d9e-a466-59570ddf4483","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":"Rusu, Kieran Milan, John Quan, Tiago Ramalho, Agnieszka Grabska-Barwinska, Demis Hassabis, Claudia Clopath, Dharshan Kumaran, and Raia Hadsell","venue":null,"work_id":null,"year":2017},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:f24550e2000f7cc12926dd235f5698b5d1019d6e96344ed606ab0b5640df404c","observation_id":"d1530110-cd5a-4db1-9680-d8edb5c6b3b0","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:d30259a2cd56dfa7e55adfd240bfe81cfb5d42751bc51066d1ccfa5d4c18bd83","observation_id":"e6c8c389-a601-418e-a416-98640306746b","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":30,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:906f85f4ebc262f243723b356124e376b862ae211a7b8775189085e94fd48332","observation_id":"b1835d3e-e6f2-4fa7-b2f9-1993ff06303f","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":31,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:18abae1561855bddc96f7563518c1522f1148f905ae88e24d84e3015b7a241bf","observation_id":"da9e3b23-c966-4ee7-a9f5-b8815dd32b5e","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":32,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:d7fd7243c1276f8a823e26588d170200e87e7bf306ee5294226ac98f6b878187","observation_id":"d7fd83a3-5272-453b-90b8-b73bff06b2d1","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":33,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:e38a201c677ce570df94c566228e281e22ae92cb5bf68f986d5ed2aa04549e28","observation_id":"730f5626-6e51-4a4c-91a8-7fa4819e69ca","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":34,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:f80d5e31bbb5f04ee3e8a4864149d17de8ae72de6961597f05d1038d93731fdb","observation_id":"db828b6a-6680-4c18-8920-00b5f8634b2d","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":35,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:16ca1b7f3ab4b128b3943c80d72cb2f8a1f577a76d13a75967d1dfb04bb98e88","observation_id":"dc0ca465-37dd-4c97-a09b-7bc4ed1c71a5","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":36,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:f402a3903366ecc052d285fc5d7b19fa757a559ce190dd8a4a96034abd65a091","observation_id":"d82f5583-15a4-4c26-bc49-0660e239f29f","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2506.21872","last_updated":"2026-04-07T07:52:44Z","snapshot_observed_at":"2026-07-06T21:48:26.210695Z","submitted_at":"2025-06-27T03:10:20Z","title":"A Survey of Continual Reinforcement Learning","version":2},"cited_work":{"arxiv_id":"2506.21872","doi":null,"metadata_source":"pith","pith_arxiv_id":"2506.21872","snapshot_observed_at":"2026-07-04T19:30:07.939680Z","title":"A Survey of Continual Reinforcement Learning","venue":"cs.LG","work_id":"53e5266a-78db-4c8c-aad6-269446580cfc","year":2025},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":37,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"cited_paper":"/paper/2506.21872","citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:828b4667dd8af0affce2e10f457bab24f0327b3c5c15f478d360291afcb749a8","observation_id":"47743675-6bcd-41d1-8d14-00ae3593e0dd","resolution":{"observed_at":"2026-06-28T20:32:37.261070Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":38,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:ab0a440225c595a11cb1b819ec9e0e73839c191c212a0e7ec2ccce89f173bf58","observation_id":"7b03dba0-82b6-40d5-bf39-805ce71f7133","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":39,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:4183c0f1859b10bc07bfaa3d9cbc2eaf4322db1223a3ba2b1a82c4722126c249","observation_id":"af313bad-3d4a-418a-892d-a0b8f52927a4","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":"InCoLLAs, Vol","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":40,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:ace931baf294deba6a4bcd675dd58bb139a999aa0a137eec0b576a18d9c1d55b","observation_id":"207f37ea-e6c4-4373-be0c-5d6f7992d0c3","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":1997},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":41,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:ac8b7135583eddb572f9f46985616b85a39973e120bcf4140518c18760f81962","observation_id":"5a0cfb0e-23ee-4a7e-955a-8a2d0e663fa6","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":42,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:ede81d65104904282c34911ece8727ac29fa5650fc2ffa59d3ef88f78db1048a","observation_id":"1ece559a-a4e4-44f2-9aab-7c2584b8dfda","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1707.06347","last_updated":"2017-08-28T09:20:06Z","snapshot_observed_at":"2026-07-06T02:11:23.670680Z","submitted_at":"2017-07-20T02:32:33Z","title":"Proximal Policy Optimization Algorithms","version":2},"cited_work":{"arxiv_id":"1707.06347","doi":"10.1016/j.artint.2010.12.005","metadata_source":"pith","pith_arxiv_id":"1707.06347","snapshot_observed_at":"2026-08-05T02:28:24.338817Z","title":"Proximal Policy Optimization Algorithms","venue":"cs.LG","work_id":"240c67fe-d14d-4520-91c1-38a4e272ca19","year":2017},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"cited_paper":"/paper/1707.06347","citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:73f7e026d05b86ec994c6a672979548cd9279578160984dff97e24cb12f32d58","observation_id":"dd5b832d-bfd3-4f23-8a52-6601abec7a40","resolution":{"observed_at":"2026-06-28T20:32:37.261524Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":44,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:8bf51419e7a1127766cb04f4ef00a54cc1e30a6801b3d23c881d411c96de2f02","observation_id":"0c652527-5972-4e57-8e1c-4a15a5d23187","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":1970},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":45,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:b3e1ee57bc13c811cfc8dfd9258e327f33984c2bbd05289dbecc79c52b4b1df9","observation_id":"44d6b11c-9b82-4607-986d-dcf8c55d190c","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":46,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:500df244c344193397edc6924e3192a76f6a0019e718ede6565da4fef36235e7","observation_id":"b2923786-6026-4ea5-85ca-c72c2111ca13","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":47,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:a13eefe075c7f7e4cd76b661a56752d07fb805d2958db9e77128c2e7da6a04f0","observation_id":"b5270bfe-eb99-4d10-8a2e-d914201495d3","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":48,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:07c7714a57f8e5aff47479dac2c6dcbb6cf5beea931bf864b5ba59a648e5b637","observation_id":"3a52d11b-5fa1-4602-bec3-e22adf9c7946","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":49,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:88bed55b4d4888f654e05d64629ec3ced3283dea67c630618010511c6266a52e","observation_id":"23373e23-5141-474b-83b8-e73bf580a738","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":50,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:1697e4b1725df9f675647e29bfc807401da7102be30184b6d1622064855075a7","observation_id":"47722d44-3ff6-4b36-8372-6dda9d2135cf","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":51,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:34c7ee4072b630ca14f956411487a5591f9345adf66f7f4fdc5355249a425cdb","observation_id":"fa87e75d-d2df-4f1a-b868-2cc3adace2bd","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":52,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:27afaec8447dbaf9e6a9c426570040b1b1277dbb263b1642277dac651a7d3285","observation_id":"59fbf906-4b99-44c9-832d-a79e754a3a2e","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":"InNeurIPS","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":53,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:e635c896309d9fd8733c762455011e85a04456af92daa6bb7dfa63d34d20da74","observation_id":"3c27a3c0-6a6d-4425-bc15-63beeac2c1e9","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":54,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:0d8085c8aeb94909a431c91d6a50f7733c95df5d1eb5acef810a0b6e641fd085","observation_id":"361866f1-286a-4a1b-97a2-7be60d596414","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":55,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:632f0d300d1d4cb34b14b5162c71b5929cc74a553f3f9a1daba5200eac7f44fb","observation_id":"27bc6621-92fc-492c-b94c-b4741ee75b2d","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":"InAAAI, Vol","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":56,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:890db5fa35c52543fb572515cb671b401df65054832c5dff427f3cbff333b9c2","observation_id":"af951b0c-b538-42d4-9909-e1b179ed0e28","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":57,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:d8b14fc13e3dd5997b158ac395cdc1567d0818d9dfde925c5fad6e85730ed595","observation_id":"63b5bda6-a36f-45af-8d29-585b0d52a102","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":58,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:baa10a8aad2367e4b0c66847a276307cb1b60424818a8763c9e826e1e2278477","observation_id":"598dd90d-a81a-4ab7-9cdb-b4dcb866021e","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","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":"2026-06-28T20:30:20.156082Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management","version":1},"reference_index":59,"source":"pdf_text","source_observed_at":"2026-06-28T20:30:20.156082Z"},"links":{"citing_paper":"/paper/2606.00143"},"observation_digest":"sha256:0cb77dcc0a34dc782901ba6c92e3ec221579da677e9973ec64ffddabfbde283d","observation_id":"b6198c9a-ac04-46f1-bb14-2b39e3dc686b","resolution":{"observed_at":"2026-06-28T20:30:20.156082Z","resolver_source":null,"status":"malformed_identifier"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"paper":{"arxiv_id":"2606.00143","last_updated":"2026-05-29T02:24:45Z","latest_version":1,"primary_category":"q-fin.PM","snapshot_observed_at":"2026-07-06T23:40:51.363776Z","submitted_at":"2026-05-29T02:24:45Z","title":"Regime-Adaptive Continual Learning for Portfolio Management"},"reference_resolution":{"displayed":59,"state_counts":{"malformed_identifier":1,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":52,"verified_exact":6,"verified_fuzzy":0},"total_outbound_references":59},"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":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+00:00","source":"retraction_watch"}],"thesis":"As of 11 August 2026, this Paper Citation Record lists 59 of 59 outbound references and 0 inbound Pith citation observations for arXiv:2606.00143."}