Paper Citation Record · LEDGER

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts

As of 23 August 2026, this Paper Citation Record lists 27 of 27 outbound references and 0 inbound Pith citation observations for arXiv:2506.05755.

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

pith.paper-citation-record.v1
2506.05755 v1

Coverage vector

measured 27 of 27 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T10:18:55.087825Z

measured 27 of 27 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-23T06:30:58.430688+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

27 of 27 outbound references displayed

verified exact2
verified fuzzy16
unresolved9
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation c5dfa2aa-1f25-4af3-aeff-f6b07b642f89 · outbound

This paper cites Optimal execution of portfolio transac- tions.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal execution of portfolio transac- tions

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:01.725285Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation ac96525b-1316-4598-91fb-b97fd47089eb · outbound

This paper cites Optimalexecutionwithnonlinearimpactfunctions and trading-enhanced risk.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimalexecutionwithnonlinearimpactfunctions and trading-enhanced risk

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:01.303738Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 1b87f7a1-3c18-46f4-b0b8-799f90d9817b · outbound

This paper cites To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:51.216195Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fba41252-66f1-49ce-a55a-39e6850705f9 · outbound

This paper cites Staticversusadaptedoptimalexecutionstrate- gies in two benchmark trading models, in: Innovations in Insurance, Risk-and Asset Management.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Staticversusadaptedoptimalexecutionstrate- gies in two benchmark trading models, in: Innovations in Insurance, Risk-and Asset Management

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.943177Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation d126457c-f0a5-4d72-995f-f6de68849c23 · outbound

This paper cites OpenAI Gym.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts OpenAI Gym

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:51.558478Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f9153381-4bf7-4077-a1b9-73c5514efb01 · outbound

This paper cites Optimal trading with predictable return and stochastic volatility.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal trading with predictable return and stochastic volatility

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.726011Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation b6571b60-2d77-4bc5-b7ce-092e1da54335 · outbound

This paper cites Optimal execution with uncertain order fills in almgren–chriss framework.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal execution with uncertain order fills in almgren–chriss framework

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.429768Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 103ba2f9-c8e0-45ef-9ccc-d540619df9bd · outbound

This paper cites Optimal execution with non- linear transient market impact.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal execution with non- linear transient market impact

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:19:00.098281Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation d04fa316-73bc-4955-b863-80d2290b1a8f · outbound

This paper cites Optimalexecution: Areview.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimalexecution: Areview

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:59.735422Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 7f799310-bcae-47d6-b305-1d4924e07b11 · outbound

This paper cites One Step Diffusion via Shortcut Models.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts One Step Diffusion via Shortcut Models

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:52.316313Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 39fe3c66-9c3d-4deb-bdbd-b7220c876880 · outbound

This paper cites Optimal trade execution under geometric brownian motion in the almgren and chriss framework.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal trade execution under geometric brownian motion in the almgren and chriss framework

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:59.275766Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 9e2e6204-686a-430a-aecc-ff5d1dc23038 · outbound

This paper cites Permanent market impact can be nonlinear.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Permanent market impact can be nonlinear

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:52.626067Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b3e90144-e1be-4f39-b3bc-9ef50acb296f · outbound

This paper cites Optimal execution with reinforcement learn- ing.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal execution with reinforcement learn- ing

Reference 13

Resolution: verified exact; raw_fallback, observed 2026-08-07T10:18:55.994751Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 8db3d1c7-1ac8-4fba-91a0-b5714189edef · outbound

This paper cites Correlated order flow: Pervasiveness, sources, and pricing effects.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Correlated order flow: Pervasiveness, sources, and pricing effects

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:59.092151Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation b4c880c0-e026-4211-b651-cc66ee8a228f · outbound

This paper cites an unresolved cited work.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Unresolved cited work

Reference 15

Resolution: unresolved; raw_fallback, observed 2026-08-07T10:18:58.788711Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation a27c57c9-9827-4caa-bbe9-9561f65ae3da · outbound

This paper cites FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions

Reference 16

Resolution: verified exact; local_arxiv, observed 2026-08-07T10:18:55.502614Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 76e691e8-0079-4f93-971e-ad9fdff945b0 · outbound

This paper cites Flow Matching for Generative Modeling.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Flow Matching for Generative Modeling

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:53.357728Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4b0009a2-d75f-4bae-8b8a-07f630929b3b · outbound

This paper cites Rectified Flow: A Marginal Preserving Approach to Optimal Transport.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Rectified Flow: A Marginal Preserving Approach to Optimal Transport

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:53.535032Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3a89020a-4aee-4adb-8677-2176994084bb · outbound

This paper cites Mean–variance optimal adaptive execu- tion.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Mean–variance optimal adaptive execu- tion

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:58.523671Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 6df61b19-89b4-44f1-a871-7bc630494d25 · outbound

This paper cites A class of optimal liquidation problem with a nonlinear temporary market impact.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts A class of optimal liquidation problem with a nonlinear temporary market impact

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:58.186835Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 9a9a66fa-efbb-4043-afa4-30da1b2357d0 · outbound

This paper cites Reinforcement learning for optimal execution when liquidity is time-varying.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Reinforcement learning for optimal execution when liquidity is time-varying

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:57.915749Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 3bd5555c-a13b-46d6-b4cf-363214d12aba · outbound

This paper cites Heston’s stochastic volatility model: Implementation, calibration and some extensions.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Heston’s stochastic volatility model: Implementation, calibration and some extensions

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:57.574792Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation db53afc7-e326-4e83-afb2-0f2aa80980b0 · outbound

This paper cites Optimal trading strategy and sup- ply/demand dynamics.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal trading strategy and sup- ply/demand dynamics

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:57.211590Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 9cacca3f-8cdd-45a8-861e-5ae03a732dcc · outbound

This paper cites Proximal Policy Optimization Algorithms.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Proximal Policy Optimization Algorithms

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:54.445264Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f0501371-68f6-4d7e-8ae9-ccd0312a1b95 · outbound

This paper cites Optimal execution: Linear market impact with ex- ponential decay.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Optimal execution: Linear market impact with ex- ponential decay

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:56.888167Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 667a832b-92b9-43f3-8faf-9f3a9d5e48d4 · outbound

This paper cites Consistency models.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Consistency models

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T10:18:56.404127Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation c1212836-ed57-4ba5-a08e-d13ba5e3da38 · outbound

This paper cites Improving and generalizing flow-based generative models with minibatch optimal transport.

FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Improving and generalizing flow-based generative models with minibatch optimal transport

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-07T10:18:55.087825Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.