Paper Citation Record · LEDGER

Financial Fine-tuning a Large Time Series Model

As of 7 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 4 inbound Pith citation observations for arXiv:2412.09880.

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

pith.paper-citation-record.v1
2412.09880 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 4 of 4 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-07T06:34:17.273281+00:00

measured 4 of 4 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-07T05:23:43.364606Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-05T14:28:04.379318Z

Reference resolution

0 of 0 outbound references displayed

verified exact0
verified fuzzy0
unresolved0
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation abb042af-2946-4dfe-b16b-d2afe9abaa90 · inbound

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting cites this paper.

Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting Financial Fine-tuning a Large Time Series Model

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-07T05:23:43.364606Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 69dcd7e4-c933-43bd-9849-7dbdb3755734 · inbound

Time Series Foundation Models for Multivariate Financial Time Series Forecasting cites this paper.

Time Series Foundation Models for Multivariate Financial Time Series Forecasting Financial Fine-tuning a Large Time Series Model

Reference 41

Resolution: unresolved; no resolver link, observed 2026-08-06T18:49:21.433599Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 718da173-8d94-4f58-a72c-26a46e90dbeb · inbound

CALM: A Framework for Continuous, Adaptive, and LLM-Mediated Anomaly Detection in Time-Series Streams cites this paper.

CALM: A Framework for Continuous, Adaptive, and LLM-Mediated Anomaly Detection in Time-Series Streams Financial Fine-tuning a Large Time Series Model

Reference 2023

Resolution: verified exact; local_arxiv, observed 2026-08-05T14:28:04.460962Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Observation d426528b-9a7c-46fc-955b-968877720724 · inbound

When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting cites this paper.

When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting Financial Fine-tuning a Large Time Series Model

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-02T06:40:18.346954Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.