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Paper Citation Record · LEDGER

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)

As of 15 August 2026, this Paper Citation Record lists 47 of 47 outbound references and 0 inbound Pith citation observations for arXiv:2411.19649.

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

pith.paper-citation-record.v1
2411.19649 v1

Coverage vector

measured 47 of 47 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-12T06:03:47.758801Z

measured 47 of 47 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+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

47 of 47 outbound references displayed

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  • verified fuzzy8
  • unresolved18
  • parse uncertain0
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 99cb3463-f474-4572-81bd-d81a98b0f755 · outbound

This paper cites , Alzoubi , O.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Alzoubi , O

Reference 1

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Observation 3ccc0c41-4c96-4366-ba82-24a34a2faf84 · outbound

This paper cites , : Estimating covariance matrices in high-dimensional finance.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , : Estimating covariance matrices in high-dimensional finance

Reference 2

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Observation 15abe5cb-6257-448f-b944-7b783920aa26 · outbound

This paper cites , Fehr , S.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Fehr , S

Reference 3

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Observation 60fa2d6c-302e-4806-b34a-76f4e0351f68 · outbound

This paper cites , Litterman , R.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Litterman , R

Reference 4

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Observation 93976e6f-4ae1-47ef-9675-46d9b94ca357 · outbound

This paper cites , Levina , E.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Levina , E

Reference 5

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source=arxiv_source observed=2026-08-12T06:03:47.564113Z digest=sha256:26c1f6eb242ab803148c4da0157d382e4f7cd9d3eb1848fc9a5bf5b6fed8deef

Observation 9cb67c4b-764d-4697-80fb-5d4c54e73775 · outbound

This paper cites : Generalized autoregressive conditional heteroskedasticity.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Generalized autoregressive conditional heteroskedasticity

Reference 6

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Observation 58a93f50-4062-454e-8e96-03805ddb8385 · outbound

This paper cites : A conditionally heteroskedastic time series model for speculative prices and rates of return.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : A conditionally heteroskedastic time series model for speculative prices and rates of return

Reference 7

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Observation 2344de54-a27e-49c9-8edb-e03c17051472 · outbound

This paper cites : Modelling the coherence of returns in financial markets.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Modelling the coherence of returns in financial markets

Reference 8

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Observation 58bfc114-a564-4bf2-9a4a-2097fa45b20d · outbound

This paper cites : Forecasting volatility and correlations in financial markets with machine learning techniques.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Forecasting volatility and correlations in financial markets with machine learning techniques

Reference 9

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Observation 4393a1fd-9d55-47c8-8ed7-8856e1d442db · outbound

This paper cites , Silverstein , J.W.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Silverstein , J.W

Reference 10

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Observation 8541ffb8-fed3-4348-942b-0df0299f0ea2 · outbound

This paper cites , Vandenberghe , L.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Vandenberghe , L

Reference 11

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Observation 1d14e647-f5de-42d2-987a-dc9eedf7ee4a · outbound

This paper cites , bingjia , X.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , bingjia , X

Reference 12

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No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-08-12T06:03:47.596437Z digest=sha256:f688424525f2eb1599e9175e2b73b26630d69868b928287852ceeac610d03406

Observation 1cb692da-ab49-4b6d-b449-c534bab41c7f · outbound

This paper cites Semantics of higher-order probabilistic programs with conditioning.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) Semantics of higher-order probabilistic programs with conditioning

Reference 13

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Observation 97cc9c2a-c3f6-4b93-9a2b-1f4ce758673e · outbound

This paper cites : Multivariate garch models.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Multivariate garch models

Reference 14

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Observation cd77764c-2b9c-4f03-99a0-92cb135372f5 · outbound

This paper cites : Dynamic conditional correlation: A simple class of multivariate garch models.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Dynamic conditional correlation: A simple class of multivariate garch models

Reference 15

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source=arxiv_source observed=2026-08-12T06:03:47.610442Z digest=sha256:3d878d2cb267500acb0cf1d4ede4588551e3ff56eb8ec83428b01988576892de

Observation df991af6-11a1-4d3d-80de-661f9d51c4ac · outbound

This paper cites : Risk optimization in portfolio management: An application of semi-covariance.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Risk optimization in portfolio management: An application of semi-covariance

Reference 16

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Observation ec7253f3-b872-48b9-a0c8-d35f42cfa0ed · outbound

This paper cites : The semi-covariance matrix: A more intuitive alternative to the covariance matrix in portfolio optimization.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : The semi-covariance matrix: A more intuitive alternative to the covariance matrix in portfolio optimization

Reference 17

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Observation 4ca16d48-74f3-4b45-ad58-b46772c16711 · outbound

This paper cites : Efficient Capital Markets: A Review of Theory and Empirical Work vol.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Efficient Capital Markets: A Review of Theory and Empirical Work vol

Reference 18

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Observation 3bf30579-6612-45ad-b227-c2a6e9ade853 · outbound

This paper cites , French , K.R.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , French , K.R

Reference 19

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Observation b6cc5949-571e-46fa-aeb7-778f280021c6 · outbound

This paper cites , French , K.R.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , French , K.R

Reference 20

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Observation cb9a821a-8f2b-4036-89a7-4038bba9ee7d · outbound

This paper cites , French , K.R.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , French , K.R

Reference 21

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Observation a4e45f38-ca90-4baf-9f18-2a9e0ec41499 · outbound

This paper cites , Hastie , T.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Hastie , T

Reference 22

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Observation 54f3ddf3-3d1b-422e-a86c-80a6b44b3c45 · outbound

This paper cites , Bengio , Y.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Bengio , Y

Reference 23

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Observation 96dab3d4-9275-4e70-9eea-ad3fe6a2730c · outbound

This paper cites , Kumar , A.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Kumar , A

Reference 24

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Observation fd247a32-0a7c-4dfc-9deb-994fa001c1ad · outbound

This paper cites : Computing the nearest correlation matrix—a problem from finance.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Computing the nearest correlation matrix—a problem from finance

Reference 25

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Observation 099618bb-2172-4e9f-a7a7-2712cfe4903c · outbound

This paper cites , Izumi , K.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Izumi , K

Reference 26

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Observation 0fae6c56-47cb-4eb7-83f2-a11a8d52a6f4 · outbound

This paper cites , Polson , N.G.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Polson , N.G

Reference 27

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Observation 70eab597-d7a7-43ad-ae4f-b858a160b1fc · outbound

This paper cites , Li , W.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Li , W

Reference 28

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Observation ab40fb8c-3dac-4b02-808f-ee0fad9b5dec · outbound

This paper cites : Global portfolio optimization: The minimum variance approach.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Global portfolio optimization: The minimum variance approach

Reference 29

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Observation 34b6ddae-bc3f-44e5-a476-38dfcc437104 · outbound

This paper cites , Kaiser , L.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Kaiser , L

Reference 30

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raw_fallback, observed 2026-08-12T06:04:33.893317Z

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No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

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Observation d75b0f39-fd21-4ef3-8b68-4f602a460ddb · outbound

This paper cites , Wolf , M.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Wolf , M

Reference 31

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source=arxiv_source observed=2026-08-12T06:03:47.685073Z digest=sha256:cd1ee0f140e87a6dcab84dd6d2d0eea7adba74fa2c81662b5a301ead621fe9bf

Observation 1b817799-2085-4b26-b1fd-8b7293e5b749 · outbound

This paper cites : Portfolio selection.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Portfolio selection

Reference 32

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Observation cba195d1-22b8-4f99-9fc5-7e4c860e7b12 · outbound

This paper cites : The efficient portfolio: A brief history.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : The efficient portfolio: A brief history

Reference 33

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doi, observed 2026-08-12T06:03:47.867022Z

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No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

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Observation 394c0cf9-41f0-4a43-8031-a27d06de0c13 · outbound

This paper cites : The expected return-covariance matrix in portfolio optimization.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : The expected return-covariance matrix in portfolio optimization

Reference 34

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doi, observed 2026-08-12T06:03:47.851752Z

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No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-08-12T06:03:47.699020Z digest=sha256:b0bb4068a4f7d0b418e733d1a272439ca17d21648548bd65159fbedb70f892ca

Observation fb66429a-1f6c-43fc-bf57-de832d8576a7 · outbound

This paper cites , Zhang , T.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Zhang , T

Reference 35

Resolution
verified exact
doi, observed 2026-08-12T06:03:47.835222Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-08-12T06:03:47.704408Z digest=sha256:7fb15e8d1a030ca3a7ed2c642d2024d4eb5f55973505fcd932dc31dcfbb6ef98

Observation 1c5d36f8-0d09-440a-b8bf-6b8f9a569889 · outbound

This paper cites : Introductory Lectures on Convex Optimization: A Basic Course.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Introductory Lectures on Convex Optimization: A Basic Course

Reference 36

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T06:04:33.879025Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-08-12T06:03:47.709886Z digest=sha256:ad3b41c476a2d0296e02fb70107500e96f04b63c452cad31e16f9afd1e386849

Observation a8f57a92-5174-49d2-a895-7944b8a2cba6 · outbound

This paper cites , West , K.D.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , West , K.D

Reference 37

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T06:04:33.864333Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-08-12T06:03:47.714369Z digest=sha256:6de74894e4a45be95a3f4355c627d190bf1bfcca3d2e51f9eb62730586080164

Observation f0d0b889-10c6-404c-b3aa-13e8e29dd54b · outbound

This paper cites : The arbitrage theory of capital asset pricing.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : The arbitrage theory of capital asset pricing

Reference 38

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.718186Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.718186Z digest=sha256:f87d41fa9f6203dd7cc3e6cb59600cba2486a86ac9a312a7f79050974b93610c

Observation bfc3307a-79ca-4feb-b5ce-376fd438b477 · outbound

This paper cites : Stop explaining black box machine learning models for high stakes decisions and use interpretable models instead.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Stop explaining black box machine learning models for high stakes decisions and use interpretable models instead

Reference 39

Resolution
verified exact
doi, observed 2026-08-12T06:03:47.809392Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

source=arxiv_source observed=2026-08-12T06:03:47.722343Z digest=sha256:9b6832accd6eb2904130f5a41df0b4977fae5fbdd4c0d6e1d6c799a8a3e41e8e

Observation 15f05657-d5be-4c1d-959d-447851f45d85 · outbound

This paper cites : Capital asset prices: A theory of market equilibrium under conditions of risk.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) : Capital asset prices: A theory of market equilibrium under conditions of risk

Reference 40

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.726369Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.726369Z digest=sha256:8d5eafe9c1b2821ba07c00d7b0840d92ece25f86de2fa2c8acfb272d6fa44100

Observation 346d8887-96c9-4906-bff0-db8dffccb1b0 · outbound

This paper cites Attention Is All You Need.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) Attention Is All You Need

Reference 41

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.730747Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.730747Z digest=sha256:b8be5f436678c6db9d5bbf1bfbde9e7f44655e9dc3731ba1bde36bdefd75797e

Observation d0d45be0-e06d-4f67-90e9-d264262118b8 · outbound

This paper cites , Shazeer , N.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Shazeer , N

Reference 42

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.735491Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.735491Z digest=sha256:f5cb76a8cd8f84b0477f6d2fbe21947951898ea867120b7ba7f9b102039ccc28

Observation aa982a62-22ad-469c-b19a-69452765b320 · outbound

This paper cites , Chen , Y.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) , Chen , Y

Reference 43

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.739947Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.739947Z digest=sha256:bbf6e535580e948ecf07e4aea841aab7174cb24da57df4cfc2fd060c2e40991f

Observation 32c974a9-467b-40cf-8dfc-548a19499e62 · outbound

This paper cites Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting

Reference 44

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.744565Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.744565Z digest=sha256:43c106bd7b7cceb1b84a599c7f7536d55caa8d48822c0cab07f8443f7ebcf2e8

Observation 6179ed92-282a-4d4a-a2ac-8aab91b3d046 · outbound

This paper cites FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting

Reference 45

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.749402Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.749402Z digest=sha256:96df2b812de66e17dabe6b4e8db87c68d33a1758eb4ca87aef2d761b50bfc910

Observation 0dc73389-d815-4229-a8fa-b0571aa30667 · outbound

This paper cites Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting

Reference 46

Resolution
unresolved
no resolver link, observed 2026-08-12T06:03:47.754107Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.754107Z digest=sha256:4ce1129c18f211e75e0167e2bcfc33801ba909bdc54c2bf53c22cc972ef8882e

Observation d8bb7950-5554-4a14-b68c-98b0eb75d290 · outbound

This paper cites write newline.

Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress) write newline

Reference 47

Resolution
malformed identifier
no resolver link, observed 2026-08-12T06:03:47.758801Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T06:03:47.758801Z digest=sha256:5a9c9270610919c4a0cad0c158b6f9cc26068a39c44d7283b67b2acfa9c037a1

Pith citing papers

No inbound Pith citation observations are available.