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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 2026-08-07T06:34:17.273281+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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:9aa741b8ba4bd70600bf79b500d3177b0891107e4fd772a3227221a2e9ac8540

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:274d7d93269ba1b69758b611f384aae33e4c7c6a071f1a67e5a5522c9da3e209

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:627206e532787ad49e18edb907697034dde90bc643930b94487579178eac5a32

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d2289a12889c250c6f0c6b5e0d9fe19ee8c2751ddc874198894c0b660abca98f

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5a6c66002217b96e6760c915afd10f0027aea0084d8eadefb4682246a8929f25

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5758bfb2b84167d6a85d2e537eda580684559eb43738fb82daa8ffdc30edfaa3

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:80f2ae353215459ea68be577c6998314d12cfd3a78a2db5a3b1474c2f2aa7fab

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:70ac3d135c316934df3177a3680f8b3025322288920c42ee7cf23321bea625bd

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a334d40c6e3b0568bda4629095a062813e493f0fa529d8e0453312aa09cbe9e9

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:709019a37b25bfcc64ef36748d434059125671dde6fc7f12e7d1b42178348944

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b8f4cac2e1e395e17403304a7c44722f439b2b93336b0ac43f774ed106bfef72

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b2fe0ef569c441253fa4451021ab13a7c0d64597a5d355a9eacb421994334f1a

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ed7859c2df05f4c7f576776c274f8fb2e224e72710e3fcb20dfc2e2a74692515

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2d745a53efd2ee679bc179656eacd6b7b3cfd49de5d20cf8e8e72ab62b922f5f

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:806e08ba580cdaa8d179548de7f833b6eb121a1db695d78d8056d157a8e85601

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0acb280cc38eed05ee0b2589b90edf2ca65b3c81dc0265b099349ff7dcadead3

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3f08cfc9f896df867333a2803dbb941c1c05727cf9a66480e250bbfbfca863e2

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:01680690805c940e6e9623d9777ca9fad777913478fe4dff880abd3621e9c873

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f0c3fa17cf8bc24f7f91656532f65e5dfb4a775b190f864e56575136e01072ff

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:73fdba581e9b2cc085c83391a6dfc0b603e9d827625610cc5815da9f7c826773

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:40107589419dba600103ae7d5639ef7690c27ff0f3d62fb637e428d884f61c8c

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5e4e53bc04ee96aad0b095b2f89a6aee79744dfa6d932558839844c19a8d90c2

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:176d92b31e862bb8ecf1575e25059de85871d283c9ee2cdb93b9dfcef24bc33e

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f41d96d667777edb63bb90ce8b3bb2226b5d68924f92c7e4ef8df7264fdad225

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:901eb0812bbb3b8b41a237f230bcc319ed716117222758e6164043f23b31bfcd

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:24a58b8ca5fe7486ba19bda2c0d4fa345b60d42833e155b392c755ac9ebb5ed9

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1706b8de7bdab1cbd91e704b0fb551992d1bdcf30ef3454d2adbff69db3be498

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b084d4286fd010eae34154b3f07580726e21ae6779e8af6ff85e0472a9711c2b

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:dd66552e279653386be8fa990f0ab6de37fe9231e2a571159917efa89ac27576

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:fd885c48b8ccc02cb4599de1423f2dd1e0c9c883594d4767ae3b9d35fec2093c

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:54160f5fe0a84a716d9de2616b2b972d64aecd83f8fd060d742e69efacb68b08

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:b483be908a17597891fc68f93089eb02a0b00c5a5bdd3a29d4b09293435035cf

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ac09b24ca6988839e6f894db551a83c436fb6ce837ed55e5ff2274201f440051

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cf69e747995e0dc6999ea9de77e0dcb89aa66388cc95a19c9d47374f65cf790b

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3e801c3d1ec382640ab3550c320793fd7403dde4352f6a1ba6756ab9958fd7fd

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d706d3b2a2446fa7afe0f5624cfc48b01a9bf0a8c154930c6b3142ce0916a531

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:396e302144d2930cfc11e3ee35d03d12990f3ba97a10ef687cd30d84dd3d4db1

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1ff3af6558e78ea77c528d44c79bff5193adafac384b254633fc7f0ea1d01eee

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:12472f93b4f89d8655f67465f8e9ea0f36241f6fefce27a4e11b1d86c4eeb106

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e19e78f6936b3b47fd791746c7146ba0a45bf5e2d7c25be22c7843f04ea3ee97

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:690b95bbef343d86d1d3eda178fd631b96038f204095ebfe0c9df4321d267d2a

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5e12ef97c39e38afa2f8dfe69c49ddec81e683607889fda3aace66517d60d1d4

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ae3dd2db4d689fb2ef42e826bdc78bdcc97c73cdf280ca36ad257d39da8e1b7b

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:0df4181ab4d25dd5e0649660cf412fc2d3eb03cf14f33a4243ed88dcba000511

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:50a96f7e7fb38fb4363446a3d84fa19c0d287261262e0563e82a92ab5dc4e44e

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f769ad1fdfea691e94a6c57bdc4fc4b6ecfac373e4693c44ffbdf778d1761f01

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1cdef2c69b61b089697856d66a731e60053e472c4a67515c1195a6966bc9ef8c

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:381923100982b05e6dd63e880e5c3c466906dbe9f07d3d9a459434a4b4569e9a

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:93d8a18153a9ac193cc50afcf7f262b5689767f454b241a6462701cbe4b464f1

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:966ec6b2e7ca29d9a75611df558df28487e62eba2897dde62505dd7082d73cf9

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:6b10f9d42774c8e661982e15e5881acc0d3e51215d55e1ba32da4d1cc1f2e48f

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:bf3d42402ca8ff3dc3812399f120ed10703ba03851a35adb8369bc4b8079cd5c

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3b53d7406bb5c1e30fad72b352b011ba036b277fd4569ac66358512e4b43b092

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3a84925aa46a59489021e9d46b6398b7fa803e952b3530f0c5377141f28ccf50

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7c58d14f5c6f24a8d49a70de3f60c4cb12e7c9fe2da329df8df385a810a25575

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d7a2fe2dc90ccd9630a1bc7402f89caac44aa59cb3f18d51630468d02eaff18f

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:2a47179cff3e945eab8e8c7919ef198e1e0a91393f6682fa130acb2a7bb6237d

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:387c45e248b0c883ab71d89ade644dfc8bbc9215caa1ccb150fe1bb9aaefc21e

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:3780fe60eb22d7f3af0dff0d078dcbd1237c3016d85973cee5e28fdc00941ee7

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cd5d5c0eba5e3bc533e6d569eec1987941a32cfee9f6101f5d0219e4b98091c1

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:38be6c318fba288a78c837e826ae3279f9dbd474da4f6c407a46eb27c99a2a89

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c5d8061de67f2713abbd3ee272a1dac6725d49e13d3fb39bebbfddc2f74541ee

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:6f47ebd05716bf84d27b96916f4b231e35af192c5552e373f7c8342e33ef333f

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:192489dde856d195c32919c246edf40c36887e6b7b386038b26e89d4c4cc68a0

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f0fdcdec9f668bc6dfc57cb0bd8919ba06f8c926911bec422b36d7fd0c50cbd7

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a73415766bac157ccd0195a87e2b83c2efcec2fc08f629c11691a60b1b028260

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:462203e9a17d8a32ad7e75c3b5adca0e13835a838257919de7d084bcc00fe1bd

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:73245b977b55014dfe1fe9b7e46c2f425ae4453ab307ae398320d1e6a46a8b40

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:356824c23d934229279decbb0c3c4c5fe8cbaea6b961d08dfe3026048febb722

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a1ff4f4cd2d31168642da923a2f4f7f356ea0ed2621db0051c3a951e1edfebf6

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d751ce300973c051d22f91b0e56dc05ee1db9a73260d252b0184fb51e431673b

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e3a677b56574422f982f79e2383895392cb692b50a2101061ffe3fc57ceda922

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7cd56b715f78928a1de0d2b4dce570eca076de97ceffbd0f6ac23d7498e50d66

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:4a183f9b2ddb92a6f1fb22fb1d8ac543f5afe4fd642cfb69afa4abc33fc22e73

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:025496f8613d8427445c71139e0bb2425bce99af9233b504b42d35e3c13d1d50

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:f00812fcdfee93bb6d6e575f1dc1480bfc2da0ad3c6035234c3777777d6cda53

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:284e1e60982fe095243cd00e7b43146bd0806801fc5b53d517ff9533ab0e7434

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:75b9265ef8a764892bff05d09a4f5fea1e8609c91361869e5b6c5bcc99fa0470

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:d13e1234e05ef8694eeb07ed38ebec25286fd719039dcc3cdcbdc566b3dd3038

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:8f3af2951518ec1e8de095017e0fbb347c859c57673693dd4c8fd6dd88d6827a

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:557f0f0b3b4b56d77feeedf3e8d032360753abe4223728e33e88a52b8beb91d9

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:28ad11334c87836287c58fba70ef05c9a69b3f41e82ce4e109f3511b075b7d23

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:cc2eeed9f8f4d10bba8cc16d85180fe25b56cb8d40e1c5334d4d6d7f4a02d7ad

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:31b2f49310ff2bbe2837d4b2801c121bc8aa7611a1e74e60a5b78e812668f67d

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:70b390775710ad6a2031e029e9af224261e1108261f012869aa9dd90abff58cc

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:74b7722ed6bf935bb3f66623057e16ec1f1b6646743224de185b8566dd206bc2

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:c32a8c3e499631f15f0a43ec22156db4f1cc5071c81ad1bd6502574c9cfd706f

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:032480a5e6570e233b261345a3c6b247d3ae8f0ab5f9711a86743b09a364bb7b

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:ce5bf69004874891609106f08150b6f8bb42c25706dc8b5c32e88f067956763e

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a5090f81ffda7208606303cc5879e0dce23029ab6e0828ddf26effc3254c783c

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:7030cbe2dc1279e0260082369d3cbe6bc12fc0f9365d9e661e2411609e9074ba

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:e7100aa6ca7bd175b0734973655087873642a23eb7f4d80cbfd9845dd4240cf5

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:1a92657be5188fadbca886eadef25dece752f69018e3db148b51e60246f49db1

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:a4cd185a617e1a5aec3c15c36f34bc381840fb21936871e2c0a1900ce97e7420

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:8517be3e0025ec5b24321740cf26f7d6100ed7cea2eead90ba5ea075f68b4552

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5dd76b130e2225804f4cfea01f6c4aedad79a0cce0d69dc4544cceb9e9b5c6ed

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:5f8c5dcbb93ed2402385cf7d753a5084236f93200efa8bc042c277242eb18cf8

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:01959317135489de048c8049d2f8b7e7b6f0bbe7f0eccdad1931ceb9b7c2d849

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:283e65755c7849c9bbf2438628bcd84a3d896ce71e362c0b36fb92ff258f43a4

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 2026-08-07T06:34:17.273281+00:00.

source=arxiv_source observed=2026-07-10T09:56:20.351339Z digest=sha256:083bb3cc46f53dcfb81cc0f3aabe112e1b04ceea693773dd2b41d525255d9e61

Pith citing papers

No inbound Pith citation observations are available.