Paper Citation Record · LEDGER

Agentic Trading: When LLM Agents Meet Financial Markets

As of 21 August 2026, this Paper Citation Record lists 12 of 12 outbound references and 3 inbound Pith citation observations for arXiv:2605.19337.

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

pith.paper-citation-record.v1
2605.19337 v1

Coverage vector

measured 12 of 12 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-11T11:50:26.030339Z

measured 15 of 15 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 2026-08-01T13:29:24.797223Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-07-02T21:37:25.677354Z

Reference resolution

12 of 12 outbound references displayed

verified exact6
verified fuzzy0
unresolved1
parse uncertain0
malformed identifier1
metadata mismatch4

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 4ecc7fc3-6261-4efd-9d7b-67ce3cb14d02 · outbound

This paper cites arXiv preprint arXiv:2512.02228 URL: https://arxiv.org/ab s/2512.02228, doi:10.48550/arXiv.2512.02228.

Agentic Trading: When LLM Agents Meet Financial Markets arXiv preprint arXiv:2512.02228 URL: https://arxiv.org/ab s/2512.02228, doi:10.48550/arXiv.2512.02228

Reference 1

Resolution: verified exact; arxiv_id, observed 2026-05-20T06:08:04.802782Z

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 ee51e788-0700-4596-a820-441203fe93f3 · outbound

This paper cites SSRN Electronic Journal URL: https://papers.ssrn.com/sol3/papers.cfm?abstra ct_id=2326253, doi:10.2139/ssrn.2326253.

Agentic Trading: When LLM Agents Meet Financial Markets SSRN Electronic Journal URL: https://papers.ssrn.com/sol3/papers.cfm?abstra ct_id=2326253, doi:10.2139/ssrn.2326253

Reference 2

Resolution: verified exact; doi, observed 2026-05-20T06:08:04.832372Z

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 88f097cc-140f-4f19-a693-0fb6855497be · outbound

This paper cites Byun, W.

Agentic Trading: When LLM Agents Meet Financial Markets Byun, W

Reference 3

Resolution: verified exact; doi, observed 2026-05-20T06:08:04.829921Z

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 297ddcf6-4f22-414b-b9ac-b54f89518590 · outbound

This paper cites Cook, T., Osuagwu, R., Tsatiashvili, L., Vrynsia, V ., Ghosal, K., Masoud, M., Mattivi, R.

Agentic Trading: When LLM Agents Meet Financial Markets Cook, T., Osuagwu, R., Tsatiashvili, L., Vrynsia, V ., Ghosal, K., Masoud, M., Mattivi, R

Reference 5

Resolution: verified exact; doi, observed 2026-05-20T06:08:04.819296Z

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 d39b5111-3d4f-4d7a-bdb4-639456b2e97b · outbound

This paper cites an unresolved cited work.

Agentic Trading: When LLM Agents Meet Financial Markets Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-05-20T06:13:06.062808Z

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 e63cb877-1c0a-4182-a975-c056479d4e0e · outbound

This paper cites Davis, M.H.A., Norman, A.R.

Agentic Trading: When LLM Agents Meet Financial Markets Davis, M.H.A., Norman, A.R

Reference 7

Resolution: verified exact; doi, observed 2026-05-20T06:08:04.805564Z

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 ee1eba80-b9aa-454f-ab84-b63a70d0f16d · outbound

This paper cites Bandit Based Monte- Carlo Planning.

Agentic Trading: When LLM Agents Meet Financial Markets Bandit Based Monte- Carlo Planning

Reference 9

Resolution: metadata mismatch; doi, observed 2026-05-20T06:08:04.821667Z

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 a7cf8a5b-2c65-4c47-bb23-a7272ed7f526 · outbound

This paper cites Cognitive Alpha Mining via LLM-Driven Code-Based Evolution.

Agentic Trading: When LLM Agents Meet Financial Markets Cognitive Alpha Mining via LLM-Driven Code-Based Evolution

Reference 10

Resolution: metadata mismatch; local_arxiv, observed 2026-05-20T06:08:04.817028Z

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 91d20678-0eae-4de6-a100-c46801abe47f · outbound

This paper cites ExpeL: LLM Agents Are Experiential Learners.

Agentic Trading: When LLM Agents Meet Financial Markets ExpeL: LLM Agents Are Experiential Learners

Reference 11

Resolution: malformed identifier; doi_truncated, observed 2026-05-20T06:08:04.813211Z

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 c310d00a-93a5-431d-a734-ce31f230708c · outbound

This paper cites arXiv preprint arXiv:2602.20493v1 URL: https://arxiv.or g/pdf/2602.20493v1.

Agentic Trading: When LLM Agents Meet Financial Markets arXiv preprint arXiv:2602.20493v1 URL: https://arxiv.or g/pdf/2602.20493v1

Reference 12

Resolution: metadata mismatch; arxiv_id, observed 2026-05-20T06:08:04.809297Z

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 88d77a31-3f7d-4149-9b24-86139f33b1ac · outbound

This paper cites A survey on transfer learning.

Agentic Trading: When LLM Agents Meet Financial Markets A survey on transfer learning

Reference 13

Resolution: metadata mismatch; doi, observed 2026-05-20T06:08:04.824435Z

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 a95cff3b-c4fe-4e26-8156-c7c02c3c8899 · outbound

This paper cites arXiv preprint arXiv:2602.00948 URL: https://arxiv.org/ab s/2602.00948, doi:10.48550/arXiv.2602.00948.

Agentic Trading: When LLM Agents Meet Financial Markets arXiv preprint arXiv:2602.00948 URL: https://arxiv.org/ab s/2602.00948, doi:10.48550/arXiv.2602.00948

Reference 14

Resolution: verified exact; arxiv_id, observed 2026-05-20T06:08:04.827617Z

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 206c9ab1-555b-44a6-bd8d-7ac2602fda8a · inbound

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems cites this paper.

Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems Agentic Trading: When LLM Agents Meet Financial Markets

Reference 10

Resolution: verified exact; local_arxiv, observed 2026-07-02T21:37:25.678584Z

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 17eedafd-7314-489f-8e08-cd52d278d0d1 · inbound

Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines cites this paper.

Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines Agentic Trading: When LLM Agents Meet Financial Markets

Reference 32

Resolution: unresolved; no resolver link, observed 2026-07-11T10:55:52.903974Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 18aa8d86-2f42-4e62-b874-425dc5d866b2 · inbound

Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models cites this paper.

Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models Agentic Trading: When LLM Agents Meet Financial Markets

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-01T13:29:24.797223Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.