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Paper Citation Record · LEDGER

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction

As of 9 August 2026, this Paper Citation Record lists 40 of 40 outbound references and 0 inbound Pith citation observations for arXiv:2502.05218.

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

pith.paper-citation-record.v1
2502.05218 v1

Coverage vector

measured 40 of 40 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-09T05:54:12.817062Z

measured 40 of 40 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

40 of 40 outbound references displayed

  • verified exact0
  • verified fuzzy2
  • unresolved38
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 6fd4773f-ff4f-4b7c-916b-f7c1afc0d5d3 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 1

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.550250Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation bf8bee55-c425-4460-ae6e-d9f755a77ed6 · outbound

This paper cites An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling

Reference 2

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no resolver link, observed 2026-08-09T05:54:12.116872Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.116872Z digest=sha256:792f726795fa451041ae2e8d7561b9774544d485b3cc5295655f337969e69d6f

Observation 0472793f-e83c-4003-a741-2827fd06087c · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 3

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raw_fallback, observed 2026-08-09T05:54:13.535774Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation da1291f3-18e5-469c-b2f9-66cf561e0f07 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 4

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.522164Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.127938Z digest=sha256:c9d85cb071f3cf8457257075869909b202af19f55f1bafaec384c9f089b6d8c2

Observation 02575634-673a-45f2-92f5-adc5fc7a3521 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 5

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.508244Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.133040Z digest=sha256:a10b367e7f1047acf1e30b602b6a1e75bf80ffa44fdbee20fed0e3d5f9b28d21

Observation 437c5441-6b4b-448e-973e-88a733aa93a7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 6

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.493744Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.137532Z digest=sha256:cebddc82e5433a280f4e9c586bbfc47901b6bd1d667d09ba7502672df9201622

Observation e5086539-87e8-49c8-a002-4eb2b423f340 · outbound

This paper cites Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation

Reference 7

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no resolver link, observed 2026-08-09T05:54:12.142524Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.142524Z digest=sha256:7fe4baa413d6cf33e326d1f68cd94d0374d934e2a27031cb5473c497b0a95e94

Observation 9c6a24c7-dbb4-48ae-bdc7-8feed15b974f · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 8

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.481642Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.152459Z digest=sha256:5a79017a66459e1d983fd0c178a5e5308139f8dd796980aa4b06ba533d50da4b

Observation 80a6b556-14d1-4a4b-be7f-71445bca840d · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 9

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.468508Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.190914Z digest=sha256:b2fca50fb2fd01abe5714a69538e6dad75271a356252145b130a2eca54626498

Observation 9e990971-1ac4-4d06-aaee-4abef17cc7b7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 10

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raw_fallback, observed 2026-08-09T05:54:13.456462Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.276571Z digest=sha256:63f289a62f8cbb9b1f5f5dee722159b2ee80ba4b5110215ce10d14941792cbfe

Observation 324f25a4-73b3-41a5-bcd0-679465d19150 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 11

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raw_fallback, observed 2026-08-09T05:54:13.443907Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.322115Z digest=sha256:e6abc335fce813da52d0ec6a7979d918e8a7f2f447bf2e02bad41c2b32cf0afa

Observation 923a7a5d-43b8-4c89-85b1-3651c18a14bb · outbound

This paper cites F.; and French, K.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction F.; and French, K

Reference 12

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verified fuzzy
raw_fallback, observed 2026-08-09T05:54:13.430190Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.347212Z digest=sha256:bff5a26f3aecbeec36ecb0fda26c16b796dd17097e242deb94b93f4fc8b2cff1

Observation a78b2bb8-03c3-4b6c-9540-754a5d5052a7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 13

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.416397Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.390103Z digest=sha256:5a53ac78352fb24f1f248a82b9fcd6d0860c261c53a2b02a5777479f08561087

Observation 2b88ce62-ad6d-48db-bce2-0d3dccfff282 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 14

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.402242Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.424059Z digest=sha256:803dd911a07b5a6351b741becfe2fe24f2c6d51aac18e0163150ece496e17ab5

Observation e45901e3-0629-4725-802a-00a10299a7a7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 15

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.388356Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.432930Z digest=sha256:52d34add7f784437e19414454e421131e2f071edd98af730fe82ee280b11c2a7

Observation 7ad36b21-a5a9-47da-99da-82f1a8ddfef0 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 16

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.374441Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.467177Z digest=sha256:277c52878ec58f2a7947fe66dcea0661971e014f856c18d823fbfb0c4fa90da5

Observation 4b9d762d-005f-4b33-9f1e-a8d2f0abc23c · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 17

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.360925Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.505311Z digest=sha256:1f8704a38fd33dee95300d3c877128013db68bab8fd6e0076a3a352c67543435

Observation 094963b5-c5df-4444-bfcd-4d7f3edb61da · outbound

This paper cites T.; Pruitt, S.; and Su, Y.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction T.; Pruitt, S.; and Su, Y

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-08-09T05:54:13.346975Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.510242Z digest=sha256:aaa9f4b9918612d783ce4e632e00255d16863b276ba7f12f4c18bbdae1682a8f

Observation 3a7efe7e-4875-49a3-b42e-bb06ced470bf · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 19

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.333240Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation f02823fb-beee-40d9-a060-aacd0610139e · outbound

This paper cites Prototypical Contrastive Learning of Unsupervised Representations.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Prototypical Contrastive Learning of Unsupervised Representations

Reference 20

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no resolver link, observed 2026-08-09T05:54:12.519042Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.519042Z digest=sha256:dbedf9422b2294b796e9423387b9fcbdcc14b1e75f92a944e19c0761ffa36eee

Observation 16c1eab0-e3c5-49dc-8c00-af1f5304a6d7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 21

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.319088Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.523649Z digest=sha256:c23d0dd56c5a5bea0ca7ba5d4912ad0589559431c6943638919e222949ae8840

Observation 19ba4827-d43f-489c-90eb-d5e4fbce9665 · outbound

This paper cites AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework

Reference 22

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no resolver link, observed 2026-08-09T05:54:12.527792Z

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Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.527792Z digest=sha256:a7708c210e3cccccf30d63ad42946ebf50526103e4e36f57d8f86e5bb5fea622

Observation 4e69be61-471b-4fb1-aa15-4fd6ac2fe615 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 23

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raw_fallback, observed 2026-08-09T05:54:13.304998Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.532648Z digest=sha256:323464f0a60c22113a49558401e1013f189d626f279f72ed92eb9b1563f1f0bc

Observation b770f62b-f593-43c7-8dfe-dfc5ac3a75a6 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 24

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raw_fallback, observed 2026-08-09T05:54:13.291753Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.537140Z digest=sha256:51d0e2862c2393a80ad73f7c9482fc1ac1c378468d7ea54e2287d6a662d8da19

Observation a2918101-e057-4926-b344-7c00c10d13a2 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 25

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raw_fallback, observed 2026-08-09T05:54:13.258986Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation 1875f857-4f5c-4d06-a7c8-d6b52853df0b · outbound

This paper cites Representation Learning with Contrastive Predictive Coding.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Representation Learning with Contrastive Predictive Coding

Reference 26

Resolution
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no resolver link, observed 2026-08-09T05:54:12.545166Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.545166Z digest=sha256:21847314cd4931976a258a54b4f8716e0530468a4e9321a241d0ba203f54c43b

Observation cc2ca4cf-3e5e-4dca-abea-6179e92e5fed · outbound

This paper cites A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

Reference 27

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no resolver link, observed 2026-08-09T05:54:12.549396Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.549396Z digest=sha256:8456b98c7557777275caded4e83c9351d93b612cb48fcdfacb3ffaa39f6d0b29

Observation ce15a517-01d9-43d5-9d3f-120268125bf2 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 28

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.156339Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation 5b7c8ec5-0058-4816-b530-13458d3d5299 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 29

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raw_fallback, observed 2026-08-09T05:54:13.142142Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation 9bab5c5d-c819-40b5-a361-ed2ebd585569 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 30

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raw_fallback, observed 2026-08-09T05:54:13.128622Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.562296Z digest=sha256:93349cf65ce9e89221c8d15a351352a9fdbb1a1805b95a6b82138bce9f0b39ae

Observation fe03f481-8dfb-46e3-b893-1f7604b7c84a · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 31

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.114665Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.566910Z digest=sha256:3864b34ed98b5a37a079f6c634f0a1820001533c1e9d9ca6568c552b2aa41631

Observation fc3fdb64-9501-4ea3-ac80-81ff02f4860d · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 32

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.099270Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

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Observation f39c627e-85d1-474b-89c3-8c3593681dc7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 33

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.084613Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.575110Z digest=sha256:62b516f252c1fae9aaa4f136db05374522832f0f57a851ca3eb8ddcfc7a794b7

Observation 78fa123c-c5dc-454f-a40e-8c0779b15070 · outbound

This paper cites Attention Is All You Need.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Attention Is All You Need

Reference 34

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no resolver link, observed 2026-08-09T05:54:12.579511Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.579511Z digest=sha256:cf689429d12139fc650d1622bbe0c9ca7166bda97b40af4f1959514a85598701

Observation f492c54b-0d2c-4ae5-b5b3-34aeba1df1d8 · outbound

This paper cites Graph Attention Networks.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Graph Attention Networks

Reference 35

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no resolver link, observed 2026-08-09T05:54:12.583784Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.583784Z digest=sha256:84c9042bb313e3b7a97d3fde67787e43dd3d2c37d2f3b2a331542a038a584970

Observation 1018a1ac-088c-4c3e-9f8f-ac394315a6b8 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 36

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.071200Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.594650Z digest=sha256:f71d51168d7bf3ccabf56c0fad7331d378399179b1f40a14a492788940b1b28d

Observation 68fd5263-8142-48b8-9c47-314d897f90cc · outbound

This paper cites HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 37

Resolution
unresolved
no resolver link, observed 2026-08-09T05:54:12.639256Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.639256Z digest=sha256:d7cfd781958304bb0739c4c03e90fde6622f50738bc932918221d1989141af38

Observation 6cefb513-6e38-43a5-9b9f-a69fd670d515 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 38

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.057442Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.692247Z digest=sha256:488018b3993c92012c6a9c4f84ab34a2b3a2e521eba4a5f583b7264319cd9042

Observation 380a5241-1d70-4b28-a516-43f62d2850e5 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 39

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.042495Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

source=pdf_text observed=2026-08-09T05:54:12.768885Z digest=sha256:5f71f9da30d0c52792e0160ed4fcf5dba586f17e0799725cd18d10350186cd75

Observation 96b2b1b3-a23f-452b-bae7-8d63a13ef3e7 · outbound

This paper cites Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model

Reference 40

Resolution
unresolved
no resolver link, observed 2026-08-09T05:54:12.817062Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.817062Z digest=sha256:e92e9b096b8c180c5f7d5ac3a06c839820f810c0878dab854cd39e2ca42823ae

Pith citing papers

No inbound Pith citation observations are available.