Paper Citation Record · LEDGER

Quantile Convolutional Neural Networks for Value at Risk Forecasting

As of 16 August 2026, this Paper Citation Record lists 21 of 21 outbound references and 0 inbound Pith citation observations for arXiv:1908.07978.

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

pith.paper-citation-record.v1
1908.07978 v4

Coverage vector

measured 21 of 21 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T11:56:52.441270Z

measured 21 of 21 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 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

21 of 21 outbound references displayed

verified exact0
verified fuzzy15
unresolved6
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 986812ad-bdf9-48f5-ad63-d96a3bef575c · outbound

This paper cites An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling.

Quantile Convolutional Neural Networks for Value at Risk Forecasting An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-14T11:56:52.345805Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 685215d7-bbcb-4545-8410-9ec12f60396e · outbound

This paper cites Conditional Time Series Forecasting with Convolutional Neural Networks.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Conditional Time Series Forecasting with Convolutional Neural Networks

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-14T11:56:52.351356Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 87244650-82d3-4df9-9f90-f6f4f891ad2a · outbound

This paper cites Application of quantile regression to estimation of value at risk.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Application of quantile regression to estimation of value at risk

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.780186Z

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 4a59854d-8a3e-4ba2-bcb9-3cce44d2c464 · outbound

This paper cites Garch 101: The use of arch/garch models in applied econometrics.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Garch 101: The use of arch/garch models in applied econometrics

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.764418Z

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 3e500dc3-b7a2-4ff9-a2c6-14d2ff87bdb5 · outbound

This paper cites Caviar: conditional value at risk by quantile regression.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Caviar: conditional value at risk by quantile regression

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.750088Z

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 4edc443c-d48c-4a6c-9b95-f078fd9bd698 · outbound

This paper cites Portfolio value-at-risk with heavy-tailed risk factors.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Portfolio value-at-risk with heavy-tailed risk factors

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.735897Z

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 a4e7f07a-5c45-4b26-951c-9e98c353aa98 · outbound

This paper cites Value at risk when daily changes in market variables are not normally distributed.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Value at risk when daily changes in market variables are not normally distributed

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.721112Z

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 1e5bc924-a393-4eed-90dc-01d998b612c9 · outbound

This paper cites Value at risk.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Value at risk

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.706368Z

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 468dd93c-9396-4a6e-be78-1f4dc0c40008 · outbound

This paper cites Quantile regression.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Quantile regression

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-14T11:56:52.385435Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 085b6805-8aad-411e-8da7-2f4da7e342a4 · outbound

This paper cites Quantile autoregression.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Quantile autoregression

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.681909Z

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 f9be4162-0eaa-48c8-9ca0-2eeb47be45d6 · outbound

This paper cites Convolutional networks for images, speech, and time series.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Convolutional networks for images, speech, and time series

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.667759Z

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 37d197a8-529a-4745-ac89-3cf67109b23b · outbound

This paper cites WaveNet: A Generative Model for Raw Audio.

Quantile Convolutional Neural Networks for Value at Risk Forecasting WaveNet: A Generative Model for Raw Audio

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-14T11:56:52.398882Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 18f452a1-9130-48e1-b9a3-2804426f1ae1 · outbound

This paper cites Risk and liquidity.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Risk and liquidity

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.653443Z

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 ea676d52-31f2-42e0-aec0-73523b0d462e · outbound

This paper cites A quantile regression neural network approach to estimating the conditional density of multiperiod returns.

Quantile Convolutional Neural Networks for Value at Risk Forecasting A quantile regression neural network approach to estimating the conditional density of multiperiod returns

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.638206Z

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 97faef1c-ac08-41ca-87f5-93e0d6f213cd · outbound

This paper cites Using exponentially weighted quantile regression to estimate value at risk and expected shortfall.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Using exponentially weighted quantile regression to estimate value at risk and expected shortfall

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.621779Z

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 28b9390d-138e-4501-9190-b4fc6d21b53f · outbound

This paper cites Phoneme recognition using time-delay neural networks.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Phoneme recognition using time-delay neural networks

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.606416Z

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 21e3e3ff-44e8-4a1d-a556-927fa89545e8 · outbound

This paper cites Var for var: Measuring tail dependence using multivariate regression quantiles.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Var for var: Measuring tail dependence using multivariate regression quantiles

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.591418Z

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 f2333a48-0e18-4b17-99b4-14dcb83f7784 · outbound

This paper cites Quantile autoregression neural network model with applications to evaluating value at risk.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Quantile autoregression neural network model with applications to evaluating value at risk

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.575859Z

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 e555e547-da19-429d-a7fd-1960795bd50f · outbound

This paper cites Parsimonious quantile regression of financial asset tail dynamics via sequential learning.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Parsimonious quantile regression of financial asset tail dynamics via sequential learning

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T11:56:52.559514Z

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 713f7333-36b3-4127-8a7d-b87366a9dc0a · outbound

This paper cites Multi-Scale Context Aggregation by Dilated Convolutions.

Quantile Convolutional Neural Networks for Value at Risk Forecasting Multi-Scale Context Aggregation by Dilated Convolutions

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-14T11:56:52.436211Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ce84d2ef-a5c2-4b61-b35a-d1926486491f · outbound

This paper cites ADADELTA: An Adaptive Learning Rate Method.

Quantile Convolutional Neural Networks for Value at Risk Forecasting ADADELTA: An Adaptive Learning Rate Method

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-14T11:56:52.441270Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.