Paper Citation Record · LEDGER

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

As of 22 August 2026, this Paper Citation Record lists 33 of 33 outbound references and 3 inbound Pith citation observations for arXiv:2505.10099.

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

pith.paper-citation-record.v1
2505.10099 v1

Coverage vector

measured 33 of 33 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-15T21:26:32.822462Z

measured 36 of 36 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-21T06:32:19.484+00:00

measured 3 of 3 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-04T15:59:25.534767Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-04T05:59:37.723511Z

Reference resolution

33 of 33 outbound references displayed

verified exact0
verified fuzzy11
unresolved22
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 796c8279-ee7c-40ae-97fe-1f9f380a1f43 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 1

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.173381Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 83a32c94-911b-4987-a642-7293ca384663 · outbound

This paper cites and Cory-Wright, R.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and Cory-Wright, R

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:33.164509Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 9e0a1581-b92b-4218-8eb6-30b80413f731 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 3

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.154861Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 7ab0087e-5c34-4290-9a80-728364749437 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.144201Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 70974df8-4e22-4f4a-9a46-114fba93c711 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 5

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.132619Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 789bebdf-8a48-4b16-a737-28a2bf8d408c · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-15T21:26:32.739666Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 787543a9-490d-4ae2-a35b-a20a60abf957 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 7

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.115921Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 72a11ed7-cafb-45e6-90db-d3b17f8f59f9 · outbound

This paper cites E., and Sharaiha, Y.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection E., and Sharaiha, Y

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:33.104924Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d86141bc-d29b-4b61-bf88-c3e9ec9c9910 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.093857Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 71d71096-9f49-4564-b68d-dc530d48d170 · outbound

This paper cites J., and Uppal, R.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection J., and Uppal, R

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:33.081876Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation f64c9044-0b72-4c98-ae1b-4e938209bbd1 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 11

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.071231Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 77959ee8-4835-4a08-96a4-6b2c08ac9179 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 12

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.060892Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation d2f06c81-e934-4a53-a678-16fea5d7da31 · outbound

This paper cites and Wolfe, P.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and Wolfe, P

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:33.050210Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation def39bc4-dd49-4d44-8c39-d39dde3388b2 · outbound

This paper cites and Li, D.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and Li, D

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-15T21:26:32.766340Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fa1e4ba3-5abd-4933-8c9a-160e63e602d7 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 15

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.034286Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 4b40b93e-42cf-4771-a298-61d56c25829c · outbound

This paper cites Gurobi optimizer reference manual.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Gurobi optimizer reference manual

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:33.025645Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 4614d4ac-c1b7-47ce-85ff-d6cbfd2e9fd5 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 17

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.016202Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 06bc8043-c6f6-4fdd-9b97-8bdd3576a23c · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:33.005882Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation accd0a14-823c-4ef9-a844-8e27a7961546 · outbound

This paper cites IBM ILOG CPLEX O ptimization S tudio.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection IBM ILOG CPLEX O ptimization S tudio

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:32.995498Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation c524fbf3-7a37-41d7-8aff-39d245adcfaa · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.984182Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 8916d54a-daf6-49ac-8b99-695ca75aedea · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 21

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.973467Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 95e6ab1e-71a2-4da6-8027-3510be433c0b · outbound

This paper cites and Wolf, M.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and Wolf, M

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:32.963763Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 3e53d8b9-1e03-4fec-bf6b-8ee5fd4815e3 · outbound

This paper cites and Wolf, M.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and Wolf, M

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:32.953412Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 9e4cde51-95c5-481c-8934-681c760e60a1 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 24

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.943043Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 3de9e888-2f8f-43b6-9994-b564d13352d6 · outbound

This paper cites and d'Ambrosio, C.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and d'Ambrosio, C

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:32.931894Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 70438c56-2e09-4f4c-af4c-bd4477d47cd9 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 26

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.923145Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 25c015bf-cac7-4ad2-8049-40a8c41e371a · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 27

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.913500Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation aca947a2-2e10-4206-b86a-68cb47577e11 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 28

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.902788Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 82323b07-4c3e-42f4-bb66-ca56d20dc0a2 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 29

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.891933Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation ccc83feb-6f17-4422-ad5e-42b1850614c6 · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-15T21:26:32.812575Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5146b6e9-c52e-45d3-a86e-e8b42fb8475f · outbound

This paper cites an unresolved cited work.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection Unresolved cited work

Reference 31

Resolution: unresolved; raw_fallback, observed 2026-08-15T21:26:32.874398Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 8647ecc6-f785-4449-a9aa-c2d0e642848b · outbound

This paper cites and Takane, Y.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection and Takane, Y

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:32.864072Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation 05ffc0bc-e2d7-4141-bfb2-6fe47a918a38 · outbound

This paper cites M., Bienstock, D., Lodi, A., and Schwartz, A.

A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection M., Bienstock, D., Lodi, A., and Schwartz, A

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T21:26:32.853294Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Pith citing papers

Observation 3375232d-8228-444f-b92f-0cdccae4aab7 · inbound

Quantum Portfolio Optimization: An Extensive Benchmark cites this paper.

Quantum Portfolio Optimization: An Extensive Benchmark A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-04T15:59:25.534767Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3858f76e-95a5-4b4d-8588-a38d37284e13 · inbound

DASH: A Dimensionality Reduction Method for Large-scale Convex MIQP with Applications in Subset Portfolio Selection cites this paper.

DASH: A Dimensionality Reduction Method for Large-scale Convex MIQP with Applications in Subset Portfolio Selection A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

Reference 25

Resolution: verified exact; arxiv_id, observed 2026-07-04T05:59:37.726228Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation e25cffef-b59d-4b3e-aef9-2add7b366bbf · inbound

How does academic performance affect self-efficacy? Interpretable modelling through latent academic achievement cites this paper.

How does academic performance affect self-efficacy? Interpretable modelling through latent academic achievement A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection

Reference 98

Resolution: verified exact; arxiv_id, observed 2026-07-02T07:56:46.898753Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.