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Paper Citation Record · LEDGER

A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 35 inbound Pith citation observations for arXiv:1706.10059.

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

pith.paper-citation-record.v1
1706.10059 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 35 of 35 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 35 of 35 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-16T11:48:12.698344Z

measured 1 of 1 external citation measurements

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

Source: pith, observed 2026-08-05T02:28:24.338817Z

Reference resolution

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External citation measurements

140
pith, observed 2026-08-05T02:28:24.338817Z

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation bb85db7f-2c6c-435e-baf0-5e31b5073944 · inbound

Financial News-Driven LLM Reinforcement Learning for Portfolio Management cites this paper.

Financial News-Driven LLM Reinforcement Learning for Portfolio Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 6

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source=pdf_text observed=2026-08-12T19:02:52.366842Z digest=sha256:ad2279176fa6fdcff1ee067a793615fd5acf6633a8b584a02195f417d73f6575

Observation 03884921-f116-4578-8885-fed17d8aaa01 · inbound

Simple and Effective Portfolio Construction with Crypto Assets cites this paper.

Simple and Effective Portfolio Construction with Crypto Assets A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 39

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source=arxiv_source observed=2026-08-11T23:17:13.205880Z digest=sha256:917963bffbf2ed5a2b7a941ec3f0cc209c05a12233820966ccbe7424a0a1850e

Observation 0b3dcf03-2c21-4179-8002-f84fb31c10ff · inbound

Multimodal Deep Reinforcement Learning for Portfolio Optimization cites this paper.

Multimodal Deep Reinforcement Learning for Portfolio Optimization A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 4

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source=pdf_text observed=2026-08-11T05:40:31.625252Z digest=sha256:802fbafce1cd31665a565cf4c12fb99a68143b65de3d7ab363138d9aaef1e1ec

Observation f4f4ecbe-a72b-413c-a40a-2ab7b7b7ab09 · 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 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 24

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source=pdf_text observed=2026-08-11T05:12:11.389415Z digest=sha256:a9e63abb3055a00ab373e6bca0b68b863deee03343ab0378766bdb67b30ff8e7

Observation 2a40518e-e336-4936-9e51-7ead578adac0 · inbound

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards cites this paper.

Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 22

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source=pdf_text observed=2026-08-09T12:52:42.526251Z digest=sha256:d372562bfb470e947c27a029f1ce7ce0fd459a2def26269dcfcef42cfe6c9aa8

Observation 4bd2aa4b-43d8-4ec5-8693-4011fc3d2655 · inbound

QuantBench: Benchmarking AI Methods for Quantitative Investment cites this paper.

QuantBench: Benchmarking AI Methods for Quantitative Investment A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 54

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source=arxiv_source observed=2026-08-16T10:32:52.403805Z digest=sha256:fc0ae786c163812ecbaf6a9ebbfe18aa758198a3f2b3044b3440eea98fc726c2

Observation d1345d86-5ec4-4c40-b2dc-17736002fabc · 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 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 6

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source=arxiv_source observed=2026-08-16T11:48:12.698344Z digest=sha256:bf3ba8653ed5247480c68cc51adde57d8a30f5640b6f8a4617d4ab06bc516359

Observation 1ece129d-e0d1-4716-b4f0-be64417379ac · inbound

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling cites this paper.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 43

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source=pdf_text observed=2026-08-07T05:44:25.774102Z digest=sha256:28c76ee47ad79e9bf15e390e7e6d07c8a0babde9b9e8ca5c6a53c8f842a844cf

Observation bcb8afab-e417-4282-b540-c6b2ce505fd0 · inbound

Light Aircraft Game : Basic Implementation and training results analysis cites this paper.

Light Aircraft Game : Basic Implementation and training results analysis A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 2017

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source=pdf_text observed=2026-08-07T00:23:07.583998Z digest=sha256:c28cdd0aa8fac3006d05fefd22be91a7c96f6bb8ec6a086d1c1eb4ff6de03749

Observation cac5f5b1-c378-4d72-8b92-79c50e8afc8c · inbound

Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation cites this paper.

Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 23

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source=pdf_text observed=2026-08-06T23:21:16.116971Z digest=sha256:8ef8ae2ff695767952089be991fe2a034c245c1ff4fd19ede17541aa2421bc24

Observation 1b409796-06f1-4c07-b5c7-a0b74436d093 · inbound

Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model cites this paper.

Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 39

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source=arxiv_source observed=2026-08-06T17:52:41.520275Z digest=sha256:f16d1ce36c4ea285b25af5db7b3a38037dc2063b8a9a8f77a516f5768b4f45cd

Observation 8821322f-9fba-45df-a217-81e12af0c381 · inbound

HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization cites this paper.

HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 8

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source=pdf_text observed=2026-08-15T18:14:42.591547Z digest=sha256:04c197ed8b967e72531ca546a830af9b2af260100439f226564af3433915de7f

Observation 1780315f-77e7-429a-9f29-1f5c1be16ea9 · inbound

FinXplore: An Adaptive Deep Reinforcement Learning Framework for Balancing and Discovering Investment Opportunities cites this paper.

FinXplore: An Adaptive Deep Reinforcement Learning Framework for Balancing and Discovering Investment Opportunities A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 7

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source=pdf_text observed=2026-08-05T05:48:42.314430Z digest=sha256:f1f494d4a3e418f6ecee1eae7641a317c47a4f8d03b46c85601536c6d13392e6

Observation 3212a009-6c51-448a-ac15-3af2ffee1620 · inbound

Prediction Arena: Benchmarking AI Models on Real-World Prediction Markets cites this paper.

Prediction Arena: Benchmarking AI Models on Real-World Prediction Markets A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 3

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source=arxiv_source observed=2026-05-14T22:56:58.482896Z digest=sha256:58609fdfc6595eec2bbbb3ecfc4d2b45f0144e69533e1dbefedbf2425b5526e1

Observation 88ac925c-d2e7-4e06-b3ae-400bb5086cea · inbound

Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training cites this paper.

Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 8

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arxiv_id, observed 2026-05-13T19:08:10.079590Z

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Observation dae94146-b207-4102-9aba-95da5fe2c53e · inbound

When Missing Becomes Structure: Intent-Preserving Policy Completion from Financial KOL Discourse cites this paper.

When Missing Becomes Structure: Intent-Preserving Policy Completion from Financial KOL Discourse A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 15

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source=pdf_text observed=2026-05-10T13:36:27.827601Z digest=sha256:67c6971be3f8a5f7ad8551ef51fe9b513368d375fc569497e30d362627927e16

Observation 097c6710-9127-44a7-b9a6-c7b79d829133 · inbound

A Systematic Review of Recent Advancements in PINN Augmented Deep Learning and Mathematical Modeling for Efficient Portfolio Management cites this paper.

A Systematic Review of Recent Advancements in PINN Augmented Deep Learning and Mathematical Modeling for Efficient Portfolio Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 61

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Observation aca3ec65-cea9-4297-a465-af90a80bb08c · 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 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 1

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source=arxiv_source observed=2026-05-10T15:31:21.815468Z digest=sha256:b338957e42538572c39ee66ead0cee0f9d3a02b69b9c93f0ca29920ec5bcad4e

Observation efabc21d-1b55-42a1-ac79-b2ab1e3d3342 · inbound

A Meta Reinforcement Learning Approach to Goals-Based Wealth Management cites this paper.

A Meta Reinforcement Learning Approach to Goals-Based Wealth Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 83

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source=arxiv_source observed=2026-05-08T18:42:50.962120Z digest=sha256:8d341b32546316b12a9a8f106329c268c899dfb1385893c00f74857f95739654

Observation 84c463fb-df51-426c-9314-448c3e714754 · inbound

Regime-Adaptive Continual Learning for Portfolio Management cites this paper.

Regime-Adaptive Continual Learning for Portfolio Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 23

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local_arxiv, observed 2026-06-28T20:32:37.267414Z

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

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Observation 3bbfb787-a3cd-4b78-8696-0c5544c965d0 · 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 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 22

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local_arxiv, observed 2026-07-02T06:06:41.413945Z

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source=pdf_text observed=2026-06-28T07:38:03.222413Z digest=sha256:10a91fccb4cca5cf78ccb2232ef550fbe9268d9c0a5a91b93865f617ea895e57

Observation 78cbf067-0f98-4b5e-aef9-a1b7fa44b67a · inbound

Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction cites this paper.

Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 32

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source=arxiv_source observed=2026-06-27T18:46:56.475224Z digest=sha256:b6ffc1153d093792203d17324481c667672a4d30d480d684c279d09d561afe42

Observation 0f24ea5b-11b2-4464-b30f-ed6d100b0edd · inbound

Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman cites this paper.

Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 15

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source=pdf_text observed=2026-06-27T17:40:08.165616Z digest=sha256:69f1bef343738571d883473cf6148e8da30d8f3be316340012d9eb8541420c02

Observation a6a35286-75d5-41cd-86c2-7db84d43c5fc · inbound

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

Counterfactual Transport Flows for Offline Conservative Trajectory Refinement A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 66

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source=arxiv_source observed=2026-06-27T17:33:35.857240Z digest=sha256:5eea06bff2d5e4d7bcf736f82e6138c1b10218ae64e1f44031e44f83d0c0d1d3

Observation f2f5c0b2-5269-4e87-b8e2-9855d77b757f · 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 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 22

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source=pdf_text observed=2026-06-27T13:54:35.571139Z digest=sha256:5cd1f63220ae0e58f347a582d71ed96c82cbc5b5d832c589910fffb7540136ea

Observation 32a17eed-9822-4aa0-8291-7a5502beb37b · inbound

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management cites this paper.

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 10

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local_arxiv, observed 2026-07-01T13:05:45.556541Z

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source=pdf_text observed=2026-07-01T01:05:15.939877Z digest=sha256:a55d0f8d16caadf0e97293cb8583f9f7e5061241d64d3f6fbb262d68d83d702a

Observation 27516f09-c486-4f60-a452-271f9e4e4a3b · inbound

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management cites this paper.

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 12

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source=pdf_text observed=2026-07-12T10:26:28.269588Z digest=sha256:d51638c9b442f9cf127d32d34d0353bebee160cfad9e00010ef82588fe681810

Observation 06c202fc-d198-427b-a673-b584c710aba6 · inbound

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management cites this paper.

A Three-Phase Foundation Model for Tax-Aware Personalized Portfolio Management A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 12

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source=pdf_text observed=2026-08-02T09:29:19.259206Z digest=sha256:efb002e357bdd5b7ae44c7031bedf5695b91e708434e6131cf5465993a9fdc47

Observation 05e70d0f-f395-499a-8f98-35521d16ebe8 · inbound

Can Reinforcement Learning Efficiently Discover Price Manipulation? cites this paper.

Can Reinforcement Learning Efficiently Discover Price Manipulation? A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 57

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source=arxiv_source observed=2026-07-11T01:19:41.352562Z digest=sha256:aff38ae91e139f9fff7efc88fb2f8c33b9eee350fb3950df83f5e6bf4048f3a3

Observation 72f8a918-153d-40b1-9377-3e22155fef62 · inbound

CLaC@FinMMEval 2026 Task 3: Sentiment-Augmented Deep Reinforcement Learning for Active Trading -- An Alpha-Reward Approach cites this paper.

CLaC@FinMMEval 2026 Task 3: Sentiment-Augmented Deep Reinforcement Learning for Active Trading -- An Alpha-Reward Approach A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 6

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source=pdf_text observed=2026-08-01T21:38:32.619908Z digest=sha256:f06e4c4a8d9d796c54c861ec5aeebe75558138d3d16baa992082c57a6a6618d8

Observation 750cc7e7-c4d1-4d80-8b6b-13e488ed7282 · inbound

AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios cites this paper.

AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 37

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source=pdf_text observed=2026-08-01T16:29:16.291437Z digest=sha256:4c797202d1052ca795dbcf18f629c2023c78c44d11f89c080f29c38271a8b58a

Observation 75e156f9-a4fb-425f-9b15-20871083ef87 · inbound

Simulation-Based Neural Policies for Portfolio Choice: Architecture, Training, and Interpretability cites this paper.

Simulation-Based Neural Policies for Portfolio Choice: Architecture, Training, and Interpretability A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 12

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source=pdf_text observed=2026-08-05T05:28:28.114830Z digest=sha256:bb49f8b0dfc088b60b6e09447cf4fcd5aeb075a470d1b672b826e3fb9980a3a9

Observation 6f3d0da5-7c6d-4cf9-99d1-cb0e360e3457 · inbound

An Emerging Retail Portfolio Management Application: Personalized, Tax-Aware Reinforcement Learning with Natural Language Goals cites this paper.

An Emerging Retail Portfolio Management Application: Personalized, Tax-Aware Reinforcement Learning with Natural Language Goals A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 6

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source=arxiv_source observed=2026-08-08T17:03:49.277054Z digest=sha256:439889ebdf9792a4a2c657280e8c78ac423f965a0ada877b58233ae55cf3f622

Observation 97e678d7-94d9-4523-829b-a9aa677d8c63 · 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 A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 2024

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source=pdf_text observed=2026-08-08T04:33:03.138220Z digest=sha256:1af440f7d78fefa1625cc41055300b8f7761bb4862bff3bc40347447588a21cf

Observation 4120ed11-a52d-40c0-a0e9-3b12c234a455 · inbound

TradingMoE: Routing the Right Experts in Evolving Markets cites this paper.

TradingMoE: Routing the Right Experts in Evolving Markets A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 22

Resolution
unresolved
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