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Paper Citation Record · LEDGER

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making

As of 8 August 2026, this Paper Citation Record lists 100 of 112 outbound references and 0 inbound Pith citation observations for arXiv:2607.08291.

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

pith.paper-citation-record.v1
2607.08291 v1

Coverage vector

measured 100 of 112 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-10T09:56:20.351339Z

measured 100 of 100 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+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

100 of 112 outbound references displayed

  • verified exact11
  • verified fuzzy83
  • unresolved3
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch3

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ca78f6dc-f00e-4fd9-a83b-ea37a79b96c7 · outbound

This paper cites Mathematics and financial economics , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics and financial economics , volume=

Reference 1

Resolution
verified fuzzy
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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ae5b7211e00aba832b6cf3680783a0dd4e896b4a962aa1596357ea4140fbf77c

Observation 5028cd6d-8e0f-4dbf-a4f0-f215138eb5b8 · outbound

This paper cites 2011 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2011 , publisher=

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.980508Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:38c7c6377714f0e16e7c6b72b1967b72f9b819a5af9912d3d70d8c3aa3eec4f4

Observation 9cb2aaa9-e5dc-4a5f-bca0-995923ccbf52 · outbound

This paper cites Applied Mathematical Finance , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume=

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.883629Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:658b91f49f30d02658a836f753586f5154a03059aa30ae79f99168bf92839d6a

Observation 05de028b-3157-446d-a450-3c83260a705e · outbound

This paper cites Mathematics of Operations Research , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics of Operations Research , volume=

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.903064Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ec9b5ba217bd7906c1d13fe1c5141987ab798984692ec8299eaa443a1c23fad1

Observation fe5e74a0-7e16-45e7-a8b7-cb10a00201c3 · outbound

This paper cites Mathematical Programming , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematical Programming , volume=

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.946433Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:320d4b3beb322a7006f936044970442dcd83194e8d4e24b8e84424092982ce04

Observation d3783a72-b65b-4487-933f-9cecc7be9666 · outbound

This paper cites Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model , year=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model , year=

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.985801Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3a89a37d52b267480b16251a51813e50f0f1db9141ed761825aa5377943c5df1

Observation 28945a0c-b6c6-48c2-823a-00912d0c4324 · outbound

This paper cites The Review of Financial Studies , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The Review of Financial Studies , volume=

Reference 8

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.960804Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:bf3a18847dda164cd25b7e57caff68aaddd38b71dd30f66392386590a5d3c04e

Observation f8ba81d0-eab7-4a51-ba6e-20e68a36e087 · outbound

This paper cites The Journal of Portfolio Management , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The Journal of Portfolio Management , volume=

Reference 9

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.988825Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:450a843cb325ff7c3de1c8b0a2a94b1bc6641368dd1481bc72a81c900f2926d4

Observation 4ee15cf7-d0b0-433e-b9c5-14133b3f0f86 · outbound

This paper cites Journal of Financial Economics , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Journal of Financial Economics , volume=

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.893751Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ab41ca4d1951e410fa72a22960e4f499872276103eebd9ba6877631394edaca3

Observation 93c1745d-1793-47b9-bb8d-b637bd86bbbe · outbound

This paper cites Applied Mathematical Finance , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume=

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.883829Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0c82ac91e7d80b3b4267740f37f1c9156ed23d1ad44629bee9f67b572a527499

Observation 55a38ecb-63f7-4682-919a-1bbfd7bda60f · outbound

This paper cites Review of Economic Dynamics , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Review of Economic Dynamics , volume=

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.891872Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f8930a43f395eae94f561917019293afeffc2d39adaa4d1b290e4de8dd923dd0

Observation 7b8337e3-d298-4583-8ce5-528e0eb377df · outbound

This paper cites Management Science , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Management Science , volume=

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.962465Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:45efa7982854afd9be6886276ac0d5320788a229da3efd209e7123b3547d24ba

Observation acae4806-5eaa-44c3-b032-708bad3cf442 · outbound

This paper cites Acta Numerica , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Acta Numerica , volume=

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.959136Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a150e11162acea66d919d47629bfe261c0914e7bfb55909a2a85ff7c43897db0

Observation d93c52de-50b1-4fa9-bc17-e1cdda4162e1 · outbound

This paper cites Management Science , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Management Science , volume=

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.944755Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2823f1fec99be8c5412d142308d871e39e77d2d77349f2e47dcf4e2bfcbf922a

Observation c3bc6806-9ae5-4340-aa27-1f0603b5bc8f · outbound

This paper cites an unresolved cited work.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Unresolved cited work

Reference 16

Resolution
unresolved
raw_fallback, observed 2026-07-10T09:57:00.858768Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2542ea3be033af3bbd245e6661bb376e8f635cffbd5f1dab693bb7234c92ad9b

Observation 6748953f-91ea-41f1-bbb7-d900deffe4d2 · outbound

This paper cites Intraday market making with overnight inventory costs , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Intraday market making with overnight inventory costs , journal =

Reference 17

Resolution
verified exact
arxiv_id, observed 2026-07-10T09:57:00.672323Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b23f406e0a314488f9a2e9a136a188f8888d622a9bef9a8c0b0d6aa76626e877

Observation eba7eb79-e13e-4a8b-b166-098177881223 · outbound

This paper cites 2013 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2013 , publisher=

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.929268Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:44b47ccafd9c5e95e3de2c80f7c1a144b2dc7f2c7840b6341083ed52c497922f

Observation 6006cfa6-30bd-4d18-90c5-a307cc094f10 · outbound

This paper cites 2004 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2004 , publisher=

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.985388Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a8ba3009baecfcadbc1f73b0354f91f6de9d1c327d9fa8f2cf41f0924204541f

Observation ccc5d225-3a0a-464a-8b47-577715708259 · outbound

This paper cites Journal of the Operational Research Society , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Journal of the Operational Research Society , volume=

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.951902Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ea847da1a26fc5b85e44876b006f818e37498ccbfef35a34528c2c1fa066e412

Observation dc00328d-59c9-422b-8b2f-e7e031c69a69 · outbound

This paper cites 2009 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2009 , publisher=

Reference 22

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.989058Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9c64caa0b25727e543e20e8f27fc99583619238d7b81c7eff56f9df78dd98561

Observation 3a2f481c-80aa-4913-abe7-7832de080c8b · outbound

This paper cites Management Science , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Management Science , volume=

Reference 23

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.918936Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3cbea6baccdeb607e5530a85e307a9bd7f6a221e8902d00dcebf639f5f325ff7

Observation a8af04d3-5f51-4dc0-aecf-13a15e949974 · outbound

This paper cites Histological and Histochemical Methods - Theory and Practice.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Histological and Histochemical Methods - Theory and Practice

Reference 25

Resolution
metadata mismatch
arxiv_id, observed 2026-07-10T09:57:00.657557Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9d2f202f51bae568345e641ab8203c17a35ad5fa8dfa66c9c7d2ff4bbc716d45

Observation 914dd3b2-71a3-4f23-8afc-a8ef3ad659c0 · outbound

This paper cites Quantitative Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Quantitative Finance , volume =

Reference 26

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.987380Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3596ae76bd95175c06eab9b2fe1612883b6c25f5d34a74a911ce740c794d21c2

Observation 3bed317a-81f0-42d7-a45f-e0bbbec3f100 · outbound

This paper cites Optimal trading strategy and supply/demand dynamics.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal trading strategy and supply/demand dynamics

Reference 27

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.662065Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4738850225b321eeafed8bceb8cf8435681d43af2a72268698100366a246cf52

Observation b7301f4a-ec21-41c7-bdca-185d7b676d87 · outbound

This paper cites Dealing with the Inventory Risk. A solution to the market making problem.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Dealing with the Inventory Risk. A solution to the market making problem

Reference 28

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.634053Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f3a1cdbc9113e50fd75a4eb7ec45582230f611228227e661c7f29af23f62bcf0

Observation 70f2b50e-de47-4f01-ad45-b7e33427c3d9 · outbound

This paper cites Optimal Make-Take Fees in a Multi Market-Maker Environment , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal Make-Take Fees in a Multi Market-Maker Environment , journal =

Reference 29

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.880154Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:83e7a0aa348dfcb6bd99ef793318ba3de09876928fbe768c5c94f7d65219a475

Observation de1e229e-a8fc-4de0-a99b-ead9bdfc04d4 · outbound

This paper cites Applied Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume =

Reference 30

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.969620Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0a82f9170d1001a983bbd3b33a59a3a5825ecd96cb06d75eee0cfdcb77a3bbbf

Observation c1ef225f-7879-42b9-9e0b-9644966c958b · outbound

This paper cites Buy Low, Sell High: A High Frequency Trading Perspective , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Buy Low, Sell High: A High Frequency Trading Perspective , journal =

Reference 32

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.908531Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:088fbc1bcd2a1fb162abad7c1ba1a1580c416d63e77db14b9830aaaf2d833051

Observation 5bf9a22e-48b8-4f5b-8fe2-417e8cb12aa9 · outbound

This paper cites Applied Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume =

Reference 33

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.926258Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:00dda4b93bd2ac822906d263b2d4219f36b49ef743eee672ffb603fe220ee2a9

Observation 6b1704db-c702-462a-8b49-e41d4b927d01 · outbound

This paper cites Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematical Finance , volume =

Reference 34

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.669240Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:837eebbb6be30861659efcc18bf13a1a47916035f1e99d0be0bad9bcb9eaad19

Observation 68f6bc1d-db3f-44ab-a2e7-9bc92ebf86d9 · outbound

This paper cites Quantitative Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Quantitative Finance , volume =

Reference 35

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.982256Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:be8dc16735fef85e6aef4c1baf789dfe297909468d38f5e1da34fa17d5c51a9b

Observation 4a5f22a2-45ed-4d5a-85c9-e9bcc872467f · outbound

This paper cites Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems , pages =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems , pages =

Reference 36

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.847539Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:afaaa673bc7d50ff8f5e0c2a58c988a9f93fa0907824da407e5e2c51a97b24d5

Observation 7261a16e-34d3-4f2c-b6ae-a43850cff57e · outbound

This paper cites Applied Mathematical Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Applied Mathematical Finance , volume =

Reference 37

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.972863Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:330f8425f549e20ba2c4b97b666232265be9cb86b72801661ea5f4bede9921b2

Observation d2e0f06c-ea65-428b-a6de-bea038fcf862 · outbound

This paper cites Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence , articleno =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence , articleno =

Reference 38

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.955451Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fbbf7727190152838f96cbb48a68e75facbd07ca6920a08215a9f85df2673f44

Observation 76794271-cb82-489a-a53c-e8cf4010e8e6 · outbound

This paper cites 2019 , eprint=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2019 , eprint=

Reference 39

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.945476Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3645882f8b3463d5ce8eeda3d060865e2064408f23405afe6b3074bfa7cc6e6c

Observation 9395fe20-da12-464e-ab98-ab0c96d2b8f5 · outbound

This paper cites Online Robust Reinforcement Learning with Model Uncertainty , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Online Robust Reinforcement Learning with Model Uncertainty , volume =

Reference 40

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.980731Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:18d14cad3098e262035ef33a1ad574aca97ddc3edd0469d2c3b427f482640df3

Observation fb981576-0992-40bf-a46a-09dd7dbe0779 · outbound

This paper cites Kernel-Based Reinforcement Learning in Robust.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Kernel-Based Reinforcement Learning in Robust

Reference 41

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.915388Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e55aa2f83c48c45c5e4ddd3e57eb34cb0079a050558a7458a255d596cd84022b

Observation 18630481-647e-4592-b256-ec098ad405f0 · outbound

This paper cites Reinforcement Learning under Model Mismatch , url =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Reinforcement Learning under Model Mismatch , url =

Reference 42

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.922369Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:97a3b6ed1c49713bec78605fe0221ef2fde9d5619e8c66af081c983f9efe36f8

Observation cb6f549c-b78e-4b89-8831-f1330f436d48 · outbound

This paper cites Proceedings of the 31st International Conference on Machine Learning , pages =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the 31st International Conference on Machine Learning , pages =

Reference 43

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.924006Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:bf0c489ac285f9daaf7fbc68daa111d623a34676da2ca43ce3dcac520102e09c

Observation a5fefb80-3462-4f31-b059-760260d92cce · outbound

This paper cites Robust Markov Decision Processes , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robust Markov Decision Processes , journal =

Reference 44

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.943016Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0cbd08e871267b9a1e21a98f1988f5edc23a7dfd7a2dc2579730a3ac25055689

Observation a362c6bf-bbe4-47a6-87c9-386b7255ebfb · outbound

This paper cites Robust Markov Decision Processes: Beyond Rectangularity , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robust Markov Decision Processes: Beyond Rectangularity , journal =

Reference 45

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.959323Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:308a6f6f6b99064f4750df6d0c78f9891928913c00d5af845712a6fe1ab8a8fb

Observation 2884f62d-5c62-43e9-8d50-c6ff00fa105c · outbound

This paper cites and Singh, Sundeep and Moore, David , title =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making and Singh, Sundeep and Moore, David , title =

Reference 46

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.987119Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:66c90a3f135ad13120a75b7c7d853fe08d74310455209354e12519f2654076f6

Observation 54250dfb-a44a-4a39-85b5-6ab5145d87c6 · outbound

This paper cites Mathematics of Operations Research , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics of Operations Research , volume =

Reference 47

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.927969Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:eaefdcd46aeb496d91e706a6e5ca03d6df6133e5bd3afd2d9e9f1fd29d8cb997

Observation 34fb49ea-f0f9-4ed1-a137-ce2f27193aff · outbound

This paper cites an unresolved cited work.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Unresolved cited work

Reference 48

Resolution
unresolved
raw_fallback, observed 2026-07-10T09:57:00.932544Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:28edb9250eea31c2513501bb2a9c2a5510a5334ac22bfa7d36c88dbb25c750af

Observation fd1cd453-5dba-40a0-bb60-5400e881b470 · outbound

This paper cites , title =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making , title =

Reference 49

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.971217Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fa7c73dc9d1e9374d8edc34e6822d8ca09ffb4a6ef7191ce1494fd181218083c

Observation 2469b0ac-989f-45a6-82b8-81ccc15d576d · outbound

This paper cites Operations Research , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Operations Research , volume=

Reference 50

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.966134Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ffe5c5e029fd42f8dff4ccd6245e11a1d659821d5eeeff2297e240c4d816d932

Observation b4a5ff80-4545-478a-a9c6-dda42e33a626 · outbound

This paper cites Neural computation , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Neural computation , volume=

Reference 51

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.976577Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:efd4cf37df8f5ba7982588e31d94eba706a97f93cafd24eddde189294b797d9a

Observation 02f48ab4-0279-416d-8a45-a2aa7c453b07 · outbound

This paper cites and Border, Kim C.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making and Border, Kim C

Reference 52

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.849729Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:44e3b6835ea147543a96c7656c66c27b8851cd06bd0ba249e11afb28e1e5cbeb

Observation f79146fe-c107-4749-82d3-0a6b5bb6369e · outbound

This paper cites High Frequency Traders and Asset Prices , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making High Frequency Traders and Asset Prices , journal =

Reference 53

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.973177Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9338192ed3e4407293c82a049e33e94a801c4c172550638f612b7dea7596e12a

Observation ba28d259-96a7-4041-a8e9-4abd0ba0be63 · outbound

This paper cites Quantitative Finance , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Quantitative Finance , volume =

Reference 54

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.895651Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e3a7add4aa78593f08f4ac0c0b045a4a1596886a01ddb14173151ccd2dcb857d

Observation 13a11fd3-92c2-4f7d-aa8d-174e0fac70bc · outbound

This paper cites Market Making With Signals Through Deep Reinforcement Learning , year=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Market Making With Signals Through Deep Reinforcement Learning , year=

Reference 55

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.919121Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:eda67a72713ac76f11b602977957b277bbd229e0cc1eef5f73c75aaac1ab17e3

Observation cb2cc2f7-1925-497b-ad74-9da445d549ee · outbound

This paper cites Proceedings of the AAAI conference on artificial intelligence , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the AAAI conference on artificial intelligence , volume=

Reference 56

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.887520Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c040e086ff6e8a93215debea54098d43783df80ee9afa5f88dde67c52146cfe3

Observation e5e4faae-e1e4-49dc-8e31-a02d568f53e4 · outbound

This paper cites 1921 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 1921 , publisher=

Reference 57

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.924441Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c04de17ffe693378df3f0900b29d7989c78d75879a127abfb68bfa58629cd6c3

Observation 2a0bb906-8621-482f-be10-d165208c39af · outbound

This paper cites Mathematics , VOLUME =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematics , VOLUME =

Reference 58

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.866861Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7229c989346dae2a3a60fda5c8f0de1bcf5c8d32a66f1c423c30d63a679bf756

Observation 6ede8cd2-e766-42c5-8c73-bc445bc8238f · outbound

This paper cites Proceedings of the Second ACM International Conference on AI in Finance , articleno =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Proceedings of the Second ACM International Conference on AI in Finance , articleno =

Reference 59

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.990702Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1d4db1201e9de72dcada34dd13651d7ba2ea85594b1311817ddc7b88570db84a

Observation fde1b3c0-ce3c-4f19-ad7b-6dcefd1aa9df · outbound

This paper cites Advances in Neural Information Processing Systems , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Advances in Neural Information Processing Systems , volume=

Reference 60

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.917190Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:239c3f93f16287ea2f429a216e61944f6cfe0d6f75f8d8bf572e7d940b321694

Observation 8685d7f5-3870-4a54-8fed-8d5a917a298b · outbound

This paper cites 2013 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2013 , publisher=

Reference 61

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.886794Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f143164bb4022e3aa371fec4074deabf97bfe2a5d9ca9f6b24d8fa4cc80decdc

Observation f99531e8-ae73-4587-bf58-36cebcbc2a01 · outbound

This paper cites 2007 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2007 , publisher=

Reference 62

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.957320Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:070a8dcef98a93bba1537c73f652ce8fdb8ca7fb62edb75ee98e9ab746a528ca

Observation e8e61e87-8138-4de9-b735-fa342aef5c4b · outbound

This paper cites 1981 , author =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 1981 , author =

Reference 63

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.950551Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2b08770a4ee5aa05295d6154e8d1e33be836900bf604eedb508af4405cbc1e70

Observation e04de940-3687-4f42-ae8f-d39533142797 · outbound

This paper cites Mathematical Finance , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Mathematical Finance , volume=

Reference 64

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.969819Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1d0701a442b57d72139bea79067811a0058eb565e754c2cef7f4fe96ae18cc83

Observation e93e8719-6379-45ae-ad6c-1fe4397bb1c5 · outbound

This paper cites The Review of Financial Studies , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The Review of Financial Studies , volume =

Reference 65

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.947124Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:98bab5b33eb124a4f05b13083933a06368735f3df055d46902c4b3d6d7240cc2

Observation c5051859-d39e-464c-99e9-af3c79e938d6 · outbound

This paper cites Advances in Neural Information Processing Systems , volume=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Advances in Neural Information Processing Systems , volume=

Reference 68

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.906947Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fe176fdb0dcfba05b38da74dda890c806a7269231626b2f1a5e28856d59e3a1f

Observation cbf0ee43-e8c9-4515-896c-7e029a7166fb · outbound

This paper cites Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models , booktitle =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models , booktitle =

Reference 69

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.948983Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2aae5d188ae918584cb1b15b15fa01e82c027fc8f51718c88013f4fe5607f1bd

Observation d4cbf990-00df-4e4d-860f-7bff6d2e16e3 · outbound

This paper cites Journal of Financial Econometrics , year =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Journal of Financial Econometrics , year =

Reference 70

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.912180Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:451e5443855c1120f1895aafc10382cc328128584c30a526d4f017458f9ee537

Observation ddb6515a-9d71-4d58-afc6-1f98b29c5425 · outbound

This paper cites Turbocharging Monte Carlo pricing for the rough Bergomi model.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Turbocharging Monte Carlo pricing for the rough Bergomi model

Reference 71

Resolution
metadata mismatch
arxiv_id, observed 2026-07-10T09:57:00.654118Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:982f94a9e9e14c783f463c1ef3fa4bcd1b4402d6618e0f7e6e78bbde9055e432

Observation b0dd6992-42fd-4da5-9f3c-0064037d21a9 · outbound

This paper cites and Bollerslev, Tim , title =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making and Bollerslev, Tim , title =

Reference 72

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.882027Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a9fe7bb3ef9e788fe1dea7e9ef2b5bdded9a7f4ca31202c58668c1d72e153a95

Observation 4775adfb-3c07-4898-af75-50ba698c4419 · outbound

This paper cites 2015 , publisher=.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making 2015 , publisher=

Reference 73

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.974811Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a7f31209c09b875a32e67be0981271455ec65c5706703e2ed3ccd8d6eecc0a07

Observation febc2085-d5cb-454f-ad38-47554f25d235 · outbound

This paper cites International Conference on Learning Representations , year =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making International Conference on Learning Representations , year =

Reference 75

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.868753Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:36464e38c2089e17e7dfa382534967a499a9cee115fc65fafc58ef26a1412172

Observation e478df3b-11c4-43bd-8b60-432f55d385e6 · outbound

This paper cites Risk , volume =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Risk , volume =

Reference 76

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.982071Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cf6c557d0bbcdfc310a46c41f92fc573750ad525bc9664254d24abd714e3fae0

Observation ff6deecd-1c51-444c-a61d-97e87a1a9c22 · outbound

This paper cites Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets , journal =.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets , journal =

Reference 77

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.906629Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4689226eb1d9480a92996fc0f845ef0e5d760ebd408607c99f4f73ba89b52d03

Observation cc674c13-ecae-4079-b8eb-de09720a24fd · outbound

This paper cites Direct estimation of equity market impact.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Direct estimation of equity market impact

Reference 78

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.937475Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1f6fcbde9d6e46ac107a0c2900c45581044fe2b3a1eea953fe74a7c6251d005b

Observation 3b349ef1-3e7c-46e3-acff-48864439c3cb · outbound

This paper cites Andersen and Tim Bollerslev.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Andersen and Tim Bollerslev

Reference 79

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.911997Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ad6a074ced3aa862cd4049760afdd9ba03293d2556c8aab795ba368b47c80be3

Observation 2468ab21-806a-461c-bf34-efe5f355fe7b · outbound

This paper cites High Frequency Trading in a Limit Order Book.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making High Frequency Trading in a Limit Order Book

Reference 80

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.665423Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0822bbf5c651fdc72d9de2a585be30c3bd75a2fe979e35130fe2f129d882835c

Observation 930c30dc-bddd-4be4-8501-1c17bfcf558a · outbound

This paper cites Pricing and hedging derivative securities in markets with uncertain volatilities.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Pricing and hedging derivative securities in markets with uncertain volatilities

Reference 81

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.910396Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3ab60575bf6b252a55009248bcde503bf468ff798e5d532ccaad409ea7af37d6

Observation baf988b0-cd35-4180-a08d-2264794e7cd7 · outbound

This paper cites Stock return predictability and model uncertainty.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Stock return predictability and model uncertainty

Reference 82

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.922707Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f0e215fb615268e79decae5137ad2a6b568e304f862cffb621c031a3fb1ab9e8

Observation 9eedabed-1c29-483c-89d2-30dc798c3703 · outbound

This paper cites Optimal make-take fees in a multi market-maker environment.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal make-take fees in a multi market-maker environment

Reference 83

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.654745Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:27b547414b98dd2b5f122409162f6d2b6942d135503dceec9b625264ae1946a3

Observation bd1c66dc-b3c5-4247-ac21-aad861d6bd23 · outbound

This paper cites Best and Robert R.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Best and Robert R

Reference 84

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.976498Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f6af52cc9633995d302c4d2c11b15419710733e55034dbd971fdd8692c118fe2

Observation d9cdd83d-670b-4149-94dd-684ef7de62b4 · outbound

This paper cites Convergence of probability measures.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Convergence of probability measures

Reference 85

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.901307Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4210a01f67cda3fffd9e762ed6a36c5408074fc40085f048d062806b5a3e45b5

Observation 8968aabe-5d6d-4506-81b6-ce1729d19515 · outbound

This paper cites Algorithmic and High-Frequency Trading.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Algorithmic and High-Frequency Trading

Reference 86

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.971560Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c8d4d0b6a149cb22fa6443a411293e92d083d7912fc137c6ca0b15602b4b44f9

Observation de12c6bb-6326-4577-b803-96cf0e16c73c · outbound

This paper cites Risk metrics and fine tuning of high-frequency trading stategies.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Risk metrics and fine tuning of high-frequency trading stategies

Reference 87

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.667921Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fa879e79dfcd25d6ae094e5cd770b5d56d1a845188409e412d3b5a7854e94bcf

Observation d62911cb-f6b1-49ce-b6ed-26257fa1b1ac · outbound

This paper cites Chopra and William T.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Chopra and William T

Reference 88

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.978829Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e28f6f1a0c0a4215b66281e06db26289c7f0056ab3ef42097214e3c70e05477c

Observation 1d32a389-c96f-429f-832b-5bb48f3e9ca9 · outbound

This paper cites Deep reinforcement learning in a handful of trials using probabilistic dynamics models.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep reinforcement learning in a handful of trials using probabilistic dynamics models

Reference 89

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.966425Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:31270c4e84c6bcdfb23e430e6cc714b5d38f3592b500817a955342eca70e990f

Observation 412c8eb6-537c-407a-aaa1-8bfcc0423e29 · outbound

This paper cites The price impact of order book events.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making The price impact of order book events

Reference 90

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.888418Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:32191a71ddefb4a6c836a0ee03e6ecec23fbb9d7d4b6057eba1a5a4bb0e22054

Observation 847f6fb1-b918-4a84-b33d-f436bbbb7360 · outbound

This paper cites Delage and Y.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Delage and Y

Reference 91

Resolution
metadata mismatch
arxiv_id, observed 2026-07-10T09:57:00.666867Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5dabaaa5047be7b6ed499eab396d06cae1301e15f8978a5ecd8dd77cdd435486

Observation 54d86b02-d910-4998-be78-6801f6bc1330 · outbound

This paper cites Distributionally robust stochastic optimization with wasserstein distance.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Distributionally robust stochastic optimization with wasserstein distance

Reference 92

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.964293Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:df634879614fb6713a078c85bfd6b6c746094c64c42d78b3191f520e8c3b3eb6

Observation 5b35fe63-3f5c-4a89-8cd3-db41cfa5b3dd · outbound

This paper cites Limit theorems for markovian hawkes processes with a large initial intensity.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Limit theorems for markovian hawkes processes with a large initial intensity

Reference 93

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.673117Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:60d205cf45a6c6f949674a613898914f2589f5572308e603a7efcfc50d68e1da

Observation 7682aa63-013c-4835-b8ea-4c261c153b27 · outbound

This paper cites Zenios, Sundeep Singh, and David Moore.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Zenios, Sundeep Singh, and David Moore

Reference 94

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.953891Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9f7cb51addb5435453d0dd4d595499fabfe0066dfdf4c487b54afe50ee2f2ffe

Observation 42292ff5-c175-4553-82af-c81fe8a58360 · outbound

This paper cites Robust markov decision processes: Beyond rectangularity.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robust markov decision processes: Beyond rectangularity

Reference 95

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.913913Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7440d9acc383d5a50d98ad05611a5efea0a321110678a09831ed9616242dca7f

Observation 2c60449d-cd58-489a-a436-33b9bc901367 · outbound

This paper cites Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality

Reference 96

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.832419Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:33f9503a5ff68afcce169c4dc09898d4a51c4b995372f8e5ec3a705ccf8fc29f

Observation 433a05ea-bfb8-40e4-9eb5-f0ee6276da70 · outbound

This paper cites Dealing with the inventory risk: a solution to the market making problem.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Dealing with the inventory risk: a solution to the market making problem

Reference 97

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.920639Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7950b1fc5a51095adbcf93bfc03e6bf912b9aea695e3060f2cdaa3de6a599fdd

Observation 985ac7fb-57d6-4fe9-882b-2954123bd65b · outbound

This paper cites Optimal High Frequency Trading with Limit and Market Orders.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Optimal High Frequency Trading with Limit and Market Orders

Reference 98

Resolution
verified exact
arxiv_id, observed 2026-07-10T09:57:00.670836Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4f20cabd5e3d54a93eca4e92c5d008a16efac5a861fb74780af5a6fc3e9cd8e4

Observation 619b2a1b-8875-4644-ad0e-e7c128f1597e · outbound

This paper cites Robustness.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Robustness

Reference 99

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.992541Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b1fd969b346314d235cde28108ed53ce3fc53df915b156971c78b0e6818d4c64

Observation b03e692f-9f3e-44b2-86be-f9e555106762 · outbound

This paper cites an unresolved cited work.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Unresolved cited work

Reference 100

Resolution
unresolved
raw_fallback, observed 2026-07-10T09:57:00.917366Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2486ae5e34e1a6ded9d846349202f1c7c0e367e6ea815443691ab468f584407f

Observation 1ac31e38-9e33-4234-8dde-0c8227d7457a · outbound

This paper cites Distributionally robust optimization.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Distributionally robust optimization

Reference 101

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.830633Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:bee15580558febd1916882aaec8252518f6039c7502726ade348bcc4a689283d

Observation df3dc861-d269-40ee-9b3f-f80f25ef6e79 · outbound

This paper cites Simple and scalable predictive uncertainty estimation using deep ensembles.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Simple and scalable predictive uncertainty estimation using deep ensembles

Reference 102

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.940187Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:032960c8fd0dca87519f0334127560903fa57e94e780df51923f829927a3bef3

Observation 2ecb76d9-40eb-436a-83a4-dec913ee307b · outbound

This paper cites Kernel-based reinforcement learning in robust M arkov decision processes.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Kernel-based reinforcement learning in robust M arkov decision processes

Reference 103

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.948182Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a05b180fc84d26ddf0f6ee6fe6c194fdf31acc4e06ab0f3b27854b88d6390d6a

Observation 3b3356ef-ab80-45f7-95ec-f62a627791ae · outbound

This paper cites Decoupled weight decay regularization.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Decoupled weight decay regularization

Reference 104

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.962696Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0043fb0648e00ef88d227bb2ee56f7db6605c239099d39abf417cb29e48a4546

Observation 8e06f30b-2c3b-48d9-8ffd-d411166a95ae · outbound

This paper cites Distributionally Robust Deep Q-Learning.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Distributionally Robust Deep Q-Learning

Reference 105

Resolution
verified exact
local_arxiv, observed 2026-07-10T09:57:00.795026Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3852bbd2ae854d6be196a184692998d7a7152c9785212f2b8a1c8b9254d3e6bf

Observation bb2fbd89-082b-4d7d-a2de-e7ac8cbe0834 · outbound

This paper cites Price fluctuations from the order book perspective—empirical facts and a simple model.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Price fluctuations from the order book perspective—empirical facts and a simple model

Reference 106

Resolution
verified exact
doi, observed 2026-07-10T09:57:00.660106Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:697369d7781e994fa8d42bc1dc2cde89595bf03cb47bae48328943f881796b81

Observation 9962c425-3146-4fea-a527-1ec2ffb5520f · outbound

This paper cites Data-driven distributionally robust optimization using the wasserstein metric: Performance guarantees and tractable reformulations.

Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making Data-driven distributionally robust optimization using the wasserstein metric: Performance guarantees and tractable reformulations

Reference 107

Resolution
verified fuzzy
raw_fallback, observed 2026-07-10T09:57:00.955675Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7a0688f06bb0ffc43d3b2b424b7dcbc8d4592b508dfa10f1ca1c46412c82f33d

Pith citing papers

No inbound Pith citation observations are available.