Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-12T14:06:20.486616Z
Paper Citation Record · LEDGER
Research on Optimal Portfolio Based on Multifractal Features
As of 13 August 2026, this Paper Citation Record lists 22 of 22 outbound references and 0 inbound Pith citation observations for arXiv:2411.15712.
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 2026-08-13T06:32:02.005865+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
22 of 22 outbound references displayed
- verified exact0
- verified fuzzy13
- unresolved9
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation ef6d4d71-bc1a-473d-bc2d-18e735e16d8e · outbound
This paper cites The Journal of Finance, 1952.
Research on Optimal Portfolio Based on Multifractal Features The Journal of Finance, 1952
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.664636Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 1132ee03-9d1e-4934-8522-3c138538a68c · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 2
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.657695Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 915e62c5-36fb-46a4-818e-5a25fc3c75e2 · outbound
This paper cites Management Science, 1997.
Research on Optimal Portfolio Based on Multifractal Features Management Science, 1997
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.650402Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation c02e02ad-b252-4c61-86cb-fd60c60747dc · outbound
This paper cites Applied Mathematical Finance, 2005.
Research on Optimal Portfolio Based on Multifractal Features Applied Mathematical Finance, 2005
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.643507Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 52e0f2fe-f352-433b-a755-55e5726d1d16 · outbound
This paper cites Soft Computing, 2019.
Research on Optimal Portfolio Based on Multifractal Features Soft Computing, 2019
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.637155Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation e267d030-b03a-4f97-a237-3fff1c95aee0 · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 6
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.630135Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation a5a7de48-f072-4894-809b-1aaca9f0f278 · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 7
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.623118Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 19f5b9db-3c4d-463d-9a2c-462cfa910319 · outbound
This paper cites Behe ra, and A.K.
Research on Optimal Portfolio Based on Multifractal Features Behe ra, and A.K
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.616153Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 614961e9-6991-46a5-8487-d3df31f3e223 · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 9
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.608064Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 8abacc10-293e-404b-9ff7-5627b6cbaaee · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 10
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.600377Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation fe334214-91ed-4df2-a4a6-3010fdc421d7 · outbound
This paper cites Physica A: Statistical Mechanics and its Applications, 2002.
Research on Optimal Portfolio Based on Multifractal Features Physica A: Statistical Mechanics and its Applications, 2002
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.593585Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 2bae00f4-ec1a-421c-9a20-5d2e7c468798 · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 12
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.586145Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 1c3562e1-bbce-4ecf-bd76-e642aed26038 · outbound
This paper cites Phys Rev E Stat Nonlin Soft Matter Phys, 2008.
Research on Optimal Portfolio Based on Multifractal Features Phys Rev E Stat Nonlin Soft Matter Phys, 2008
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.578836Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation aba0ecc0-fc98-48a0-a10b-d12002d8d97e · outbound
This paper cites Journal of the Korean Physical Society, 2015.
Research on Optimal Portfolio Based on Multifractal Features Journal of the Korean Physical Society, 2015
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.571008Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 97d42d82-4541-4d58-ae6b-cf5c77b8ee23 · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 15
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.563610Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation ac6e7c59-715e-4b46-a2fe-9223d516001f · outbound
This paper cites Li, and S.
Research on Optimal Portfolio Based on Multifractal Features Li, and S
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.556295Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 1005db70-52fc-4cd8-acde-dfc8051bc00e · outbound
This paper cites Physica A: Statistical Mechanics and its Applications, 2014.
Research on Optimal Portfolio Based on Multifractal Features Physica A: Statistical Mechanics and its Applications, 2014
Reference 17
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.548563Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 5fb91294-fced-4690-909f-527fb9cbc21c · outbound
This paper cites He, and J.
Research on Optimal Portfolio Based on Multifractal Features He, and J
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.539308Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation 4a45a43d-b8d0-4896-8660-be66105fc03a · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 19
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.531709Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation be27596c-1971-4d48-9d57-c250c8d971df · outbound
This paper cites an unresolved cited work.
Research on Optimal Portfolio Based on Multifractal Features Unresolved cited work
Reference 20
- Resolution
- unresolved
- raw_fallback, observed 2026-08-12T14:06:20.523982Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation c9744397-a7d5-4a79-8a8c-b291aeb58bda · outbound
This paper cites Ferreira, and M.Y.
Research on Optimal Portfolio Based on Multifractal Features Ferreira, and M.Y
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.516966Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Observation aa789795-bc86-4e1c-a1f9-2ba4f08989f4 · outbound
This paper cites Journal of Computational and Applied Mathematics, 2021.
Research on Optimal Portfolio Based on Multifractal Features Journal of Computational and Applied Mathematics, 2021
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-12T14:06:20.509712Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.
Pith citing papers
No inbound Pith citation observations are available.