Paper Citation Record · LEDGER

Option Pricing Using Ensemble Learning

As of 9 August 2026, this Paper Citation Record lists 30 of 30 outbound references and 0 inbound Pith citation observations for arXiv:2506.05799.

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

pith.paper-citation-record.v1
2506.05799 v1

Coverage vector

measured 30 of 30 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T10:18:59.243242Z

measured 30 of 30 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+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

30 of 30 outbound references displayed

verified exact1
verified fuzzy22
unresolved7
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation bd89c597-cd80-47cd-8ddb-dd4ff4c4eab0 · outbound

This paper cites Improving the pricing of op- tions: A neural network approach.

Option Pricing Using Ensemble Learning Improving the pricing of op- tions: A neural network approach

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:07.111590Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 6ec4e128-4a12-4c83-a156-9cae74167ea6 · outbound

This paper cites Black–scholes versus artificial neural networks in pricing ftse 100 options.

Option Pricing Using Ensemble Learning Black–scholes versus artificial neural networks in pricing ftse 100 options

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:06.939179Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 48d5c490-60a3-4425-9dd5-d52606f11ac4 · outbound

This paper cites The pricing of options and corporate liabilities.

Option Pricing Using Ensemble Learning The pricing of options and corporate liabilities

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:54.622607Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d4738f62-f0e7-4c7f-8810-4ee183d0c94d · outbound

This paper cites Random forests.

Option Pricing Using Ensemble Learning Random forests

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:06.732116Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 1cc4bf74-ec26-46c4-8a99-a99f1944ca7b · outbound

This paper cites Classifica- tion and regression trees.

Option Pricing Using Ensemble Learning Classifica- tion and regression trees

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:06.550130Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 184f9135-a00d-420f-9017-d6767c40abbf · outbound

This paper cites Introduction to boosted trees.

Option Pricing Using Ensemble Learning Introduction to boosted trees

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:06.325806Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 5c147724-4ed2-45a4-8dbc-550c1141cff1 · outbound

This paper cites Xgboost: A scalable tree boosting system, in: Proceedings of the 22nd acm sigkdd international conference on knowledge discovery and data mining, pp.

Option Pricing Using Ensemble Learning Xgboost: A scalable tree boosting system, in: Proceedings of the 22nd acm sigkdd international conference on knowledge discovery and data mining, pp

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:06.099045Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 72ab4774-ac77-4a8f-86ac-d2c5608ef1c9 · outbound

This paper cites CatBoost: gradient boosting with categorical features support.

Option Pricing Using Ensemble Learning CatBoost: gradient boosting with categorical features support

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:55.636880Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f64460ff-e415-4285-a9b8-007d5bac97a9 · outbound

This paper cites Ngboost: Natural gradient boosting for probabilistic pre- diction, in: International conference on machine learning, PMLR.

Option Pricing Using Ensemble Learning Ngboost: Natural gradient boosting for probabilistic pre- diction, in: International conference on machine learning, PMLR

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:05.858844Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 1cd8633c-90d8-4c3f-8c47-db295180a6e8 · outbound

This paper cites Greedy function approximation: a gradient boost- ing machine.

Option Pricing Using Ensemble Learning Greedy function approximation: a gradient boost- ing machine

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:05.526146Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d8576689-0f4a-4ca2-b6dc-185b6073f8d6 · outbound

This paper cites 3d tensor-based deep learning models for predicting option price, in: 2021 International Conference on Information Science and Communications Technologies (ICISCT), IEEE.

Option Pricing Using Ensemble Learning 3d tensor-based deep learning models for predicting option price, in: 2021 International Conference on Information Science and Communications Technologies (ICISCT), IEEE

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:05.304153Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 22f90636-5461-4e3b-b087-9e11159c1ce8 · outbound

This paper cites an unresolved cited work.

Option Pricing Using Ensemble Learning Unresolved cited work

Reference 12

Resolution: unresolved; raw_fallback, observed 2026-08-07T10:19:04.997985Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation b1387047-724c-466e-8156-25afc0a96484 · outbound

This paper cites an unresolved cited work.

Option Pricing Using Ensemble Learning Unresolved cited work

Reference 13

Resolution: unresolved; raw_fallback, observed 2026-08-07T10:19:04.726565Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 3a31c24f-936b-4d4e-b028-a6c54616e7e0 · outbound

This paper cites A nonparametric ap- proachtopricingandhedgingderivativesecuritiesvialearningnetworks.

Option Pricing Using Ensemble Learning A nonparametric ap- proachtopricingandhedgingderivativesecuritiesvialearningnetworks

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:04.444489Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 398c3bbd-2119-4f9c-8913-be381c6e89b5 · outbound

This paper cites Option pricing using machine learning.

Option Pricing Using Ensemble Learning Option pricing using machine learning

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:04.082837Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 4654a315-85b7-4525-a64a-7747388dc550 · outbound

This paper cites Lightgbm: A highly efficient gradient boosting decision tree.

Option Pricing Using Ensemble Learning Lightgbm: A highly efficient gradient boosting decision tree

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:03.750846Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation ec5c6727-0f01-4311-ac88-ed4744fd9b66 · outbound

This paper cites Option Pricing with Convolutional Kolmogorov-Arnold Networks.

Option Pricing Using Ensemble Learning Option Pricing with Convolutional Kolmogorov-Arnold Networks

Reference 17

Resolution: verified exact; local_arxiv, observed 2026-08-07T10:18:59.588700Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 10bb5fcc-884b-44f0-9354-44f53af26b43 · outbound

This paper cites Spectrum of variable- random trees.

Option Pricing Using Ensemble Learning Spectrum of variable- random trees

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:03.388728Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 18f57512-aac1-422e-910e-ca66331dcac5 · outbound

This paper cites A neural network model for estimating option prices.

Option Pricing Using Ensemble Learning A neural network model for estimating option prices

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:03.077117Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 613f02cc-0b21-46da-9afd-9c8b381c2936 · outbound

This paper cites New insights and perspectives on the natural gradient method.

Option Pricing Using Ensemble Learning New insights and perspectives on the natural gradient method

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:57.823667Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f67a8221-d99a-4610-b370-6140525ea3da · outbound

This paper cites A novel stacked generalization ensemble-based hy- brid lgbm-xgb-mlp model for short-term load forecasting.

Option Pricing Using Ensemble Learning A novel stacked generalization ensemble-based hy- brid lgbm-xgb-mlp model for short-term load forecasting

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:02.654602Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation c8cd0e64-4330-48b2-86d7-adaeec3140a4 · outbound

This paper cites Theory of rational option pricing.

Option Pricing Using Ensemble Learning Theory of rational option pricing

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:02.275424Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation e281298f-eb67-45dc-ab26-d31800b858b0 · outbound

This paper cites Classification under streaming emerging new classes: A solution using completely-random trees.

Option Pricing Using Ensemble Learning Classification under streaming emerging new classes: A solution using completely-random trees

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:01.930201Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 9a146245-14c6-4fee-b45f-1f94fa4531dc · outbound

This paper cites Approximation theory of the mlp model in neural networks.

Option Pricing Using Ensemble Learning Approximation theory of the mlp model in neural networks

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:01.625596Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation f171e285-9a6d-4422-ada5-65a493b64eab · outbound

This paper cites Ensemblelearning.

Option Pricing Using Ensemble Learning Ensemblelearning

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:01.198996Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 050cccf0-67a9-41a2-92bd-f44f731d10cc · outbound

This paper cites Neural networks for option pricing and hedging: a literature review.

Option Pricing Using Ensemble Learning Neural networks for option pricing and hedging: a literature review

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:58.707551Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9440d10e-080c-4923-a93b-bf413b21624b · outbound

This paper cites an unresolved cited work.

Option Pricing Using Ensemble Learning Unresolved cited work

Reference 27

Resolution: unresolved; raw_fallback, observed 2026-08-07T10:19:00.879002Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation fc0792cf-948b-4baa-a6ce-3be81ff2688b · outbound

This paper cites Real option valuation with neural networks.

Option Pricing Using Ensemble Learning Real option valuation with neural networks

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.649157Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 7f9e22a3-9989-4a90-945e-ec36b94b308a · outbound

This paper cites Option price forecasting using neural networks.

Option Pricing Using Ensemble Learning Option price forecasting using neural networks

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.321657Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation bb52c081-ce3b-4526-bb46-e0cd4ba401b8 · outbound

This paper cites Deep forest.

Option Pricing Using Ensemble Learning Deep forest

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.032928Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Pith citing papers

No inbound Pith citation observations are available.