Paper Citation Record · LEDGER

Deep Learning Volatility

As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 4 inbound Pith citation observations for arXiv:1901.09647.

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

pith.paper-citation-record.v1
1901.09647 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 4 of 4 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00

measured 4 of 4 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T22:15:53.333044Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-07-10T06:15:00.866473Z

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 5b4423a1-72b5-498c-96e9-78aac84c690a · inbound

Correct implied volatility shapes and reliable pricing in the rough Heston model cites this paper.

Correct implied volatility shapes and reliable pricing in the rough Heston model Deep Learning Volatility

Reference 45

Resolution: unresolved; no resolver link, observed 2026-08-11T10:53:43.694298Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e8aa6476-6e02-4326-b993-1f7e15c20eda · inbound

DELPHYNE: A Pre-Trained Model for General and Financial Time Series cites this paper.

DELPHYNE: A Pre-Trained Model for General and Financial Time Series Deep Learning Volatility

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-15T22:15:53.333044Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 537a79cc-7d13-4b57-a9c9-9103e6a9c90c · inbound

A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula cites this paper.

A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula Deep Learning Volatility

Reference 10

Resolution: verified exact; arxiv_id, observed 2026-05-11T22:16:38.158690Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

Observation f12f8134-9c29-4473-a1b8-c3982ddd9aae · inbound

Signature-based identification of volatility models from path geometry cites this paper.

Signature-based identification of volatility models from path geometry Deep Learning Volatility

Reference 23

Resolution: verified exact; local_arxiv, observed 2026-07-08T09:44:49.376945Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.