Pith. sign in

Paper Citation Record · LEDGER

FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 20 inbound Pith citation observations for arXiv:2011.09607.

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

pith.paper-citation-record.v1
2011.09607 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 20 of 20 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+00:00

measured 20 of 20 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-16T11:48:12.702583Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-07-03T04:27:36.822253Z

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 9160e4c4-8921-4d8b-9082-28150a5ed046 · inbound

Trading Devil RL: Backdoor attack via Stock market, Bayesian Optimization and Reinforcement Learning cites this paper.

Trading Devil RL: Backdoor attack via Stock market, Bayesian Optimization and Reinforcement Learning FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 16

Resolution
unresolved
no resolver link, observed 2026-08-11T05:12:11.350120Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-11T05:12:11.350120Z digest=sha256:a8f6ba66061a4ab52018eb5921828318349157647360505bfcd32cb9bc7324f4

Observation a7cedd1e-22c5-419c-a6b4-1b607e0d7133 · inbound

FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024 cites this paper.

FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024 FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 5

Resolution
unresolved
no resolver link, observed 2026-08-09T13:48:49.979655Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T13:48:49.979655Z digest=sha256:72db89137b006a96d9c0d9dcd80047fda47224a7ac027df322e80f5f3da8802e

Observation fdcb3ed9-60ff-4153-bad7-971a7f0b0f6f · inbound

FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents cites this paper.

FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 2022

Resolution
unresolved
no resolver link, observed 2026-08-08T12:59:23.339940Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-08T12:59:23.339940Z digest=sha256:30d0c7ce6c8017a5f50083e22cc74f694cee3854f298f34c8d6d514604af2381

Observation 1d3d8d8c-bac0-45d6-9cfd-66d03c906a4c · inbound

Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach cites this paper.

Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 7

Resolution
unresolved
no resolver link, observed 2026-08-16T11:48:12.702583Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-16T11:48:12.702583Z digest=sha256:6b3c19b47ffd10c10cc97eaedc815eb197f990585407c5ec6f46d9b60e99e1b0

Observation 8b976ddf-015f-4b17-8e37-b3c712fd5aac · inbound

A New DAPO Algorithm for Stock Trading cites this paper.

A New DAPO Algorithm for Stock Trading FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 3

Resolution
unresolved
no resolver link, observed 2026-08-15T22:49:26.643960Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-15T22:49:26.643960Z digest=sha256:8ecdfdb679b2210dfaaae86e6a2ecd8a14093f4e1b72f8ed39c1cc5e221c2df3

Observation 6b303480-fc51-43fe-882b-ecba86cf8f9e · inbound

FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis cites this paper.

FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 24

Resolution
unresolved
no resolver link, observed 2026-08-07T10:32:16.578314Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-07T10:32:16.578314Z digest=sha256:780d119dfb18f90fb8ba92b94759a37fab7977284cbe7de320fdf40b1d67e265

Observation edaa5694-9ea1-4291-8bad-879aa4ff170a · inbound

Directly Learning Stock Trading Strategies Through Profit Guided Loss Functions cites this paper.

Directly Learning Stock Trading Strategies Through Profit Guided Loss Functions FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 23

Resolution
unresolved
no resolver link, observed 2026-08-06T14:17:11.942682Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-06T14:17:11.942682Z digest=sha256:225f292c4d48f7c1ef96d1ec2e691fc354522d775544c4f537f1315392b36020

Observation 8ed66bbf-a0a8-4a94-9af3-9e6b78c9d8f2 · inbound

AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading cites this paper.

AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 19

Resolution
verified exact
arxiv_id, observed 2026-05-18T06:56:00.760949Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-05-18T06:55:50.287160Z digest=sha256:93193e15801a626f1154e1d6fbdda9316c065ba6d06f4c4f58423ecb466d1078

Observation 213b0bdd-dc55-4807-96f8-7384c0f4fdb8 · inbound

From Pixels to Digital Agents: An Empirical Study on the Taxonomy and Technological Trends of Reinforcement Learning Environments cites this paper.

From Pixels to Digital Agents: An Empirical Study on the Taxonomy and Technological Trends of Reinforcement Learning Environments FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 130

Resolution
verified exact
arxiv_id, observed 2026-05-15T01:23:27.252298Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-05-15T01:20:03.181903Z digest=sha256:b0873078bb7dd2175d3367d772113c5ac71c9e2b23e59cc20c938043645cdaf3

Observation 5e0d8a76-6d12-4e13-92ad-a0e6aba05388 · inbound

EvoNash-MARL: A Closed-Loop Multi-Agent Reinforcement Learning Framework for Medium-Horizon Equity Allocation cites this paper.

EvoNash-MARL: A Closed-Loop Multi-Agent Reinforcement Learning Framework for Medium-Horizon Equity Allocation FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 8

Resolution
verified exact
arxiv_id, observed 2026-05-11T08:30:57.906891Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-05-10T16:35:51.831651Z digest=sha256:46cac68d87c312efc0b53eca00416ce9671c23c90f50125ee3abb3e067482f86

Observation 00737b9e-dc42-41d7-becd-6ad4a63d55c5 · inbound

Robust Adversarial Policy Optimization Under Dynamics Uncertainty cites this paper.

Robust Adversarial Policy Optimization Under Dynamics Uncertainty FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 8

Resolution
verified exact
arxiv_id, observed 2026-05-11T09:26:03.539218Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-05-10T16:00:33.267264Z digest=sha256:a12613dbf3f3757b2c2bf304f1e060864de6c155b50ae033b72250701995b89e

Observation a7ed783d-2eba-4775-9185-1b20df3c71e8 · inbound

SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization cites this paper.

SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 11

Resolution
metadata mismatch
arxiv_id, observed 2026-05-11T10:21:04.361331Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=arxiv_source observed=2026-05-10T15:31:21.815468Z digest=sha256:3263184d693a58a247f02df3239297f5ca09ef4bc6293066591cd4523f036f94

Observation b0ba222d-c992-4c05-b484-c283c467da48 · inbound

Semantic State Abstraction Interfaces for LLM-Augmented Portfolio Decisions: Multi-Axis News Decomposition and RL Diagnostics cites this paper.

Semantic State Abstraction Interfaces for LLM-Augmented Portfolio Decisions: Multi-Axis News Decomposition and RL Diagnostics FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 4

Resolution
verified exact
arxiv_id, observed 2026-05-11T04:55:59.189996Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-05-11T00:58:24.066300Z digest=sha256:19b43461e3ea6fe4c9bac9a4abe11f59d1c5995b4d1bac7f8feb964ca6dff7da

Observation 4a6650c8-ae61-4f03-bf5c-1df4faef0aaa · inbound

AI-Powered Sustainable Finance: An Integrative Taxonomy and Framework of AI Applications for Sustainable Investment Decision-Making cites this paper.

AI-Powered Sustainable Finance: An Integrative Taxonomy and Framework of AI Applications for Sustainable Investment Decision-Making FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 54

Resolution
verified exact
arxiv_id, observed 2026-06-29T19:13:52.571686Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=arxiv_source observed=2026-06-29T19:10:51.757469Z digest=sha256:6e92a0e8e5ba70953e871903d50e70855572e81204ddb629d920effdf66b6319

Observation 8aeb9f2f-9d36-46ed-bf38-6b203dff9c3b · inbound

Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning cites this paper.

Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 29

Resolution
verified exact
arxiv_id, observed 2026-07-02T06:06:41.419114Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-06-28T07:38:03.222413Z digest=sha256:a4ed2fb5874c271a2ed1adde2b2a04ef711c80c39bcf7bcf027c9c26a83c55f4

Observation d9a15692-6951-42de-a794-b663afa00a5d · inbound

Counterfactual Transport Flows for Offline Conservative Trajectory Refinement cites this paper.

Counterfactual Transport Flows for Offline Conservative Trajectory Refinement FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 46

Resolution
metadata mismatch
arxiv_id, observed 2026-07-03T00:07:27.680916Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=arxiv_source observed=2026-06-27T17:33:35.857240Z digest=sha256:f87a66a0b66503b2abcece6dde632de9ade59096a23f203a9fc5372d6f2e96ba

Observation 7e5b7654-fb3f-4382-8c5c-118ca2f3bef5 · inbound

Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations cites this paper.

Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 29

Resolution
verified exact
arxiv_id, observed 2026-07-03T04:27:36.823955Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

source=pdf_text observed=2026-06-27T13:54:35.571139Z digest=sha256:f379f827a36fd7981de995fd6b1218428f09ff1e620521c411e0de4b31baa15b

Observation 333c61b8-23ce-4a4c-839b-10da09586400 · inbound

AI Trading: Evaluating Large Language Models for Technical Market Analysis cites this paper.

AI Trading: Evaluating Large Language Models for Technical Market Analysis FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 46

Resolution
unresolved
no resolver link, observed 2026-08-01T23:29:52.003268Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-01T23:29:52.003268Z digest=sha256:96d342e1a0e81e5500bc9f05ddddf57b2b6879786561e81d0c7d2487720fda50

Observation aa7edae9-b3ce-407c-a200-d9a31266a98d · inbound

Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features cites this paper.

Bitcoin Price Direction Prediction via Regime-Aware Multi-Modal Fusion of Social Sentiment and Technical Features FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 17

Resolution
unresolved
no resolver link, observed 2026-07-31T23:40:54.681235Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-07-31T23:40:54.681235Z digest=sha256:f3e9432d02c59f3a747652ed56326a45e8fa180e354e8b8977d154da0ae38f2c

Observation 23e6e5ad-ea60-4323-b0e2-2c88693cb786 · inbound

F$^2$Agent: Financial Fusion of Agentic Intelligence for Multimodal Trading cites this paper.

F$^2$Agent: Financial Fusion of Agentic Intelligence for Multimodal Trading FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Reference 2022

Resolution
unresolved
no resolver link, observed 2026-08-08T04:33:03.152489Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-08T04:33:03.152489Z digest=sha256:d3062a3075b1fa07b2ffa8687713e37c785032f4a20d30ab298c15fbadf84489