Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-05T18:14:35.321595Z
Paper Citation Record · LEDGER
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
As of 19 August 2026, this Paper Citation Record lists 1 of 1 outbound references and 0 inbound Pith citation observations for arXiv:2508.14999.
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 2026-08-19T06:32:44.657259+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
1 of 1 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved1
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation ad0f344d-6154-4f48-ac81-42ef5d7cb6e3 · outbound
This paper cites Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs.
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs
Reference 1
- Resolution
- unresolved
- no resolver link, observed 2026-08-05T18:14:35.321595Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Pith citing papers
No inbound Pith citation observations are available.