Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
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.
Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-16T11:48:12.702583Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-07-03T04:27:36.822253Z
0 of 0 outbound references displayed
External citation measurements
No source-named external measurement is stored.
No outbound reference observations are available for this paper version.
Observation 9160e4c4-8921-4d8b-9082-28150a5ed046 · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation a7cedd1e-22c5-419c-a6b4-1b607e0d7133 · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation fdcb3ed9-60ff-4153-bad7-971a7f0b0f6f · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 1d3d8d8c-bac0-45d6-9cfd-66d03c906a4c · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 8b976ddf-015f-4b17-8e37-b3c712fd5aac · inbound
A New DAPO Algorithm for Stock Trading FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
Reference 3
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 6b303480-fc51-43fe-882b-ecba86cf8f9e · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation edaa5694-9ea1-4291-8bad-879aa4ff170a · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 8ed66bbf-a0a8-4a94-9af3-9e6b78c9d8f2 · inbound
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
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.
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 FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
Reference 130
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.
Observation 5e0d8a76-6d12-4e13-92ad-a0e6aba05388 · inbound
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
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.
Observation 00737b9e-dc42-41d7-becd-6ad4a63d55c5 · inbound
Robust Adversarial Policy Optimization Under Dynamics Uncertainty FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
Reference 8
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.
Observation a7ed783d-2eba-4775-9185-1b20df3c71e8 · inbound
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
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.
Observation b0ba222d-c992-4c05-b484-c283c467da48 · inbound
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
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.
Observation 4a6650c8-ae61-4f03-bf5c-1df4faef0aaa · inbound
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
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.
Observation 8aeb9f2f-9d36-46ed-bf38-6b203dff9c3b · inbound
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
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.
Observation d9a15692-6951-42de-a794-b663afa00a5d · inbound
Counterfactual Transport Flows for Offline Conservative Trajectory Refinement FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
Reference 46
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.
Observation 7e5b7654-fb3f-4382-8c5c-118ca2f3bef5 · inbound
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
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.
Observation 333c61b8-23ce-4a4c-839b-10da09586400 · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation aa7edae9-b3ce-407c-a200-d9a31266a98d · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 23e6e5ad-ea60-4323-b0e2-2c88693cb786 · inbound
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
Source-reported events for the cited work
Unavailable: canonical work link unavailable.