Paper Citation Record · LEDGER

Agent-based Liquidity Risk Modelling for Financial Markets

As of 15 August 2026, this Paper Citation Record lists 33 of 33 outbound references and 1 inbound Pith citation observation for arXiv:2505.15296.

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

pith.paper-citation-record.v1
2505.15296 v1

Coverage vector

measured 33 of 33 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T15:24:54.635919Z

measured 34 of 34 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-01T19:27:09.693697Z

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

33 of 33 outbound references displayed

verified exact3
verified fuzzy0
unresolved30
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 596ef67d-d84f-4d2b-a453-be0139692d96 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 1

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:59.875665Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation f855a730-1f08-4c54-904e-5eff33395419 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 2

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:59.613704Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 8cd51112-50a1-467b-8594-7c812c237f1b · outbound

This paper cites How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?.

Agent-based Liquidity Risk Modelling for Financial Markets How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?

Reference 3

Resolution: verified exact; local_arxiv, observed 2026-08-07T15:24:55.204720Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation cbaadac0-ed96-48e6-8fbd-e71699d7ca4f · outbound

This paper cites Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects.

Agent-based Liquidity Risk Modelling for Financial Markets Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects

Reference 4

Resolution: verified exact; local_arxiv, observed 2026-08-07T15:24:55.025277Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 16b005d3-d0ab-4d60-a6f1-79768300c93c · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 5

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:59.284281Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 2c49c94e-b24c-48eb-90b0-50a2e1076ea4 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:59.170869Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 76294e62-ed04-4e98-8741-87e3585d2127 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 7

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:58.996258Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 96a981e4-246a-4d12-8357-259b372b0f9b · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:58.889945Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 7ecafac4-f888-4695-865c-7672b53dd121 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:58.720530Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 8fb2774a-e42c-42bd-8d69-f9e5064ed4d5 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 10

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:58.516058Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 32443417-1e7a-477b-af64-bdde4c2017d2 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 11

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:58.364980Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 97a93345-0d6a-437e-9d07-55f1a66eebcc · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 12

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:58.195719Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 0603eb11-181a-4196-85fe-bf9f200d60db · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 13

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:57.971221Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 26b9faa9-1157-423e-b91c-773354725b79 · outbound

This paper cites A stochastic partial differential equation model for limit order book dynamics.

Agent-based Liquidity Risk Modelling for Financial Markets A stochastic partial differential equation model for limit order book dynamics

Reference 14

Resolution: verified exact; local_arxiv, observed 2026-08-07T15:24:54.857326Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 7a8c40b0-bcae-4620-a71e-996d12802ad5 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 15

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:57.775661Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation d497c8a0-e09a-456c-81fa-4602983e55b7 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-07T15:24:53.399129Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation adc975c0-3950-40f6-9fdf-b3a1258bc558 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 17

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:57.403718Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation baa763ff-c3db-465d-b173-d820ff8db4fb · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:57.212267Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 08425708-520e-4813-912a-2070d30b2dec · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-07T15:24:53.694071Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cd846b04-8d59-442f-b9dd-989bf59fe9cd · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:57.052137Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 4bb03a79-958e-449a-822e-4e68b42ff09a · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 21

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:56.858115Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 3a8dd223-4d53-4467-a53e-5dfd8aa625bd · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 22

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:56.694000Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation f1ef92eb-a196-4982-935f-5fe748a54b85 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 23

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:56.541926Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 0427c7eb-4896-4a27-9cf8-6c7de4e23ca5 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 24

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:56.350819Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 14e5eb3b-53d0-4687-bee8-cee27b92fbd5 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 25

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:56.230291Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 7da858fc-c97c-4251-a66c-9b21219ab4a7 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 26

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:56.062014Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 1d8c61c2-573a-4cb4-af66-d219c9a184aa · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 27

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:55.935517Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 4985ed02-a008-416e-8946-08630f436ef5 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 28

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:55.786742Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 0f4e6d7f-3bdb-4f1d-a8c1-9154b06d1c65 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 29

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:55.656136Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 99c4cc6b-358f-410d-8347-0df3d9a6a455 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 30

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:55.527066Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation fa916ce5-c17d-49af-86c2-85f7626fda42 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 31

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:55.369089Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 572a0d76-a973-45f0-b44d-4817a6fa08bb · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 2014

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:59.469535Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation ae3ee333-514d-4652-8896-9a42f4c039e4 · outbound

This paper cites an unresolved cited work.

Agent-based Liquidity Risk Modelling for Financial Markets Unresolved cited work

Reference 2022

Resolution: unresolved; raw_fallback, observed 2026-08-07T15:24:57.614745Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Pith citing papers

Observation eb27d960-4618-45a4-9100-9288828a5874 · inbound

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity cites this paper.

Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity Agent-based Liquidity Risk Modelling for Financial Markets

Reference 2025

Resolution: unresolved; no resolver link, observed 2026-08-01T19:27:09.693697Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.