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Paper Citation Record · LEDGER

From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing

As of 7 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2403.06779.

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

pith.paper-citation-record.v1
2403.06779 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 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 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-01T16:29:19.620300Z

measured 0 of 1 external citation measurements

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

Source: cited_works

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 0cf06beb-35bb-46f9-aeaf-1f1bd4658d80 · inbound

Can Agentic Trading Systems Pay for Their Own Intelligence? cites this paper.

Can Agentic Trading Systems Pay for Their Own Intelligence? From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing

Reference 77

Resolution
unresolved
no resolver link, observed 2026-07-14T12:55:03.577199Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-07-14T12:55:03.577199Z digest=sha256:fcaa986862df282f3a92fd35cec5c0129b75000faf4082414c61ff8a3d095306

Observation b892f413-4be1-43e3-9a1a-b36f24d82119 · inbound

AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios cites this paper.

AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing

Reference 70

Resolution
unresolved
no resolver link, observed 2026-08-01T16:29:19.620300Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-01T16:29:19.620300Z digest=sha256:93d515b40b1d78b86c9774c864bce921c9c8a84f47cf84ea82b0c4630b27b026