Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-07-08T09:37:54.592301Z
Paper Citation Record · LEDGER
Signature-based identification of volatility models from path geometry
As of 16 August 2026, this Paper Citation Record lists 45 of 45 outbound references and 0 inbound Pith citation observations for arXiv:2607.06340.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
45 of 45 outbound references displayed
- verified exact7
- verified fuzzy33
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch5
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 1a467508-4985-4c6a-95df-d71e72a3fef1 · outbound
This paper cites Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach , journal =.
Signature-based identification of volatility models from path geometry Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach , journal =
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.858907Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3f5e84a5-f2eb-4f19-9240-0bb495add41d · outbound
This paper cites Estimating the Hurst parameter from the zero vanna implied volatility and its dual , journal =.
Signature-based identification of volatility models from path geometry Estimating the Hurst parameter from the zero vanna implied volatility and its dual , journal =
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.848973Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b6abfb7b-a211-4351-8861-f2ca100cb1df · outbound
This paper cites Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions.
Signature-based identification of volatility models from path geometry Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
Reference 3
- Resolution
- verified exact
- local_arxiv, observed 2026-07-08T09:44:49.494768Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7d956173-bd32-4e49-887b-60ecc71bc77b · outbound
This paper cites Organic reaction mechanism classification using machine learning , journal =.
Signature-based identification of volatility models from path geometry Organic reaction mechanism classification using machine learning , journal =
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.851833Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 476e393f-3ec7-45bf-baa3-a5c43affbfc6 · outbound
This paper cites Mathematical Finance , volume=.
Signature-based identification of volatility models from path geometry Mathematical Finance , volume=
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.864979Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ddf3825f-1e9f-460d-8aaf-892da47190d6 · outbound
This paper cites Finance and Stochastics , volume=.
Signature-based identification of volatility models from path geometry Finance and Stochastics , volume=
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.820424Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 917265db-000b-4dd4-90ab-6d4702229d9e · outbound
This paper cites Integration of paths, geometric invariants and a generalized.
Signature-based identification of volatility models from path geometry Integration of paths, geometric invariants and a generalized
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.823108Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c5a8dbe1-c6bc-48ba-8402-017450ea65f8 · outbound
This paper cites Revista Matemática Iberoamericana , volume=.
Signature-based identification of volatility models from path geometry Revista Matemática Iberoamericana , volume=
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.830303Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ce8b4660-f6d4-4deb-be7a-f8f08b757c01 · outbound
This paper cites Lyons and Michael Caruana and Thierry Lévy , title =.
Signature-based identification of volatility models from path geometry Lyons and Michael Caruana and Thierry Lévy , title =
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.833330Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e8dea11c-2885-42d8-b1ab-435c630b0e73 · outbound
This paper cites 2002 , publisher=.
Signature-based identification of volatility models from path geometry 2002 , publisher=
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.840208Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a2568790-ec53-4468-818f-48054a6aeaa0 · outbound
This paper cites Quantitative Finance , volume=.
Signature-based identification of volatility models from path geometry Quantitative Finance , volume=
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.854192Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 47345477-5607-43e9-8fee-9ef2934f7550 · outbound
This paper cites Quantitative Finance , volume=.
Signature-based identification of volatility models from path geometry Quantitative Finance , volume=
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.763954Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 9aea1e12-478b-4374-89c2-7134f20b3803 · outbound
This paper cites Friz and Archil Gulisashvili and Blanka Horvath and Benjamin Stemper , title =.
Signature-based identification of volatility models from path geometry Friz and Archil Gulisashvili and Blanka Horvath and Benjamin Stemper , title =
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.772657Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b28a7e4a-065c-4d80-8136-813daf818e44 · outbound
This paper cites and Jaisson, T.
Signature-based identification of volatility models from path geometry and Jaisson, T
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.767257Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 43dd64f6-e918-4028-849a-dc32b6d3ea50 · outbound
This paper cites Pakkanen , title =.
Signature-based identification of volatility models from path geometry Pakkanen , title =
Reference 15
- Resolution
- verified exact
- doi, observed 2026-07-08T09:44:49.384327Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5be6e1ef-8b4e-4bf5-8df8-078aa9cc9a21 · outbound
This paper cites IISE Transactions , volume =.
Signature-based identification of volatility models from path geometry IISE Transactions , volume =
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.748405Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5115b4a1-e651-4d12-9735-f6516e870f6a · outbound
This paper cites The Journal of Business , year =.
Signature-based identification of volatility models from path geometry The Journal of Business , year =
Reference 17
- Resolution
- verified exact
- doi, observed 2026-07-08T09:44:49.399717Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 04bf6bc0-ba72-4136-a89b-e6a7d013a403 · outbound
This paper cites Physica A: Statistical Mechanics and its Applications , year =.
Signature-based identification of volatility models from path geometry Physica A: Statistical Mechanics and its Applications , year =
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.757804Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 26747359-7a8d-4770-8f53-1dafb7eb4857 · outbound
This paper cites 2022 , eprint =.
Signature-based identification of volatility models from path geometry 2022 , eprint =
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.801351Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6c56d17d-5b60-4753-93a1-a90c38a8f05b · outbound
This paper cites Mathematics and Financial Economics , year =.
Signature-based identification of volatility models from path geometry Mathematics and Financial Economics , year =
Reference 20
- Resolution
- verified exact
- doi, observed 2026-07-08T09:44:49.416694Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 663f2fa2-745b-40b7-ad0d-e81361d6b050 · outbound
This paper cites APACrefauthors \ 2019.
Signature-based identification of volatility models from path geometry APACrefauthors \ 2019
Reference 21
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:44:49.388900Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation fbf8a110-2ae4-4018-a608-2ed97b6c3786 · outbound
This paper cites Quantitative Finance , volume =.
Signature-based identification of volatility models from path geometry Quantitative Finance , volume =
Reference 22
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:44:49.394229Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f12f8134-9c29-4473-a1b8-c3982ddd9aae · outbound
This paper cites Deep Learning Volatility.
Signature-based identification of volatility models from path geometry Deep Learning Volatility
Reference 23
- Resolution
- verified exact
- local_arxiv, observed 2026-07-08T09:44:49.376945Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 519d5fef-42fa-4ca0-8600-641f43ad96e7 · outbound
This paper cites A primer on the signature method in machine learning.
Signature-based identification of volatility models from path geometry A primer on the signature method in machine learning
Reference 24
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:44:49.488706Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 83a73d88-0d1c-49c1-bd7d-95e923f04df3 · outbound
This paper cites SIAM Journal on Financial Mathematics , volume=.
Signature-based identification of volatility models from path geometry SIAM Journal on Financial Mathematics , volume=
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.792328Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 77fc9cad-2fcc-4745-8113-070120a05e89 · outbound
This paper cites Joint calibration to.
Signature-based identification of volatility models from path geometry Joint calibration to
Reference 26
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.817623Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e4233558-78ed-4205-9f0c-e3f9f2d2dd41 · outbound
This paper cites 2021 , url =.
Signature-based identification of volatility models from path geometry 2021 , url =
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.843234Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b338f4eb-90b2-4d34-92ec-962de3fea357 · outbound
This paper cites SIAM Journal on Financial Mathematics , volume=.
Signature-based identification of volatility models from path geometry SIAM Journal on Financial Mathematics , volume=
Reference 28
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.785490Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 310a9cef-8287-478f-ad53-01159d93f284 · outbound
This paper cites The Annals of Applied Probability , volume=.
Signature-based identification of volatility models from path geometry The Annals of Applied Probability , volume=
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.775554Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0b981c6b-939d-4f72-89de-e9132844bd50 · outbound
This paper cites 2010 , publisher =.
Signature-based identification of volatility models from path geometry 2010 , publisher =
Reference 30
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.825905Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 01af341c-53cf-4e4c-b1da-c7df24b765e0 · outbound
This paper cites 2024 , publisher=.
Signature-based identification of volatility models from path geometry 2024 , publisher=
Reference 31
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.760563Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6ed292f9-da56-476a-be9d-0684f10d2d9e · outbound
This paper cites Probability Theory and Related Fields , year =.
Signature-based identification of volatility models from path geometry Probability Theory and Related Fields , year =
Reference 32
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.804134Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 05130f02-5570-47fd-a4ee-37876a0cfaa3 · outbound
This paper cites Chen and C.
Signature-based identification of volatility models from path geometry Chen and C
Reference 33
- Resolution
- metadata mismatch
- arxiv_id, observed 2026-07-08T09:44:49.412746Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 4fc9d580-1be7-4f79-9391-88f0c26614b3 · outbound
This paper cites On deep calibration of (rough) stochastic volatility models.
Signature-based identification of volatility models from path geometry On deep calibration of (rough) stochastic volatility models
Reference 34
- Resolution
- metadata mismatch
- local_arxiv, observed 2026-07-08T09:44:49.491413Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 37e50595-36f3-4023-b316-1636a0fca040 · outbound
This paper cites Risk , year =.
Signature-based identification of volatility models from path geometry Risk , year =
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.752200Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 42f63bff-a55f-46d2-a7bb-c6808a0a66d0 · outbound
This paper cites SSRN Electronic Journal , year =.
Signature-based identification of volatility models from path geometry SSRN Electronic Journal , year =
Reference 36
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.809639Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e22aaa96-af92-4851-a266-64db8e2f8328 · outbound
This paper cites In: 2021 IEEE 3rd International Conference on Fron- tiers Technology of Information and Computer, pp.
Signature-based identification of volatility models from path geometry In: 2021 IEEE 3rd International Conference on Fron- tiers Technology of Information and Computer, pp
Reference 37
- Resolution
- verified exact
- arxiv_id, observed 2026-07-08T09:44:49.407816Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7a916f1f-1af7-46c2-b657-f72fee41f896 · outbound
This paper cites Intelligent Tutoring Systems: 17th International Conference,.
Signature-based identification of volatility models from path geometry Intelligent Tutoring Systems: 17th International Conference,
Reference 38
- Resolution
- verified exact
- doi, observed 2026-07-08T09:44:49.420543Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0ad55170-b6a1-402b-ae25-da3e4a913cd2 · outbound
This paper cites 2025 , month =.
Signature-based identification of volatility models from path geometry 2025 , month =
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.836870Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 77d4af3c-40ec-4d72-808c-d539b9d93468 · outbound
This paper cites Advances in Neural Information Processing Systems , volume =.
Signature-based identification of volatility models from path geometry Advances in Neural Information Processing Systems , volume =
Reference 40
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.795612Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f6e6bc19-1f48-4f42-ad7c-cba0258a34e1 · outbound
This paper cites Information Fusion , volume =.
Signature-based identification of volatility models from path geometry Information Fusion , volume =
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.769927Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 2febd7ae-b710-41ec-a0bf-00a1c8ca96ab · outbound
This paper cites Non‑Adversarial Training of.
Signature-based identification of volatility models from path geometry Non‑Adversarial Training of
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.856813Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ef6e4c93-2321-4f0d-9ea8-0a086ef9df95 · outbound
This paper cites Machine Learning , volume =.
Signature-based identification of volatility models from path geometry Machine Learning , volume =
Reference 43
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.814740Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b3c668e4-c0a7-4851-bc6d-ee5e098c4e63 · outbound
This paper cites , title =.
Signature-based identification of volatility models from path geometry , title =
Reference 44
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.798745Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 8ba82bb1-20a0-43e1-930b-70e9f502a924 · outbound
This paper cites , title =.
Signature-based identification of volatility models from path geometry , title =
Reference 45
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-07-08T09:44:49.789057Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Pith citing papers
No inbound Pith citation observations are available.