Paper Citation Record · LEDGER

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

As of 17 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 2026-08-17T06:30:58.91139+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

Resolution: 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 2026-08-17T06:30:58.91139+00:00.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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 2026-08-17T06:30:58.91139+00:00.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: 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 2026-08-17T06:30:58.91139+00:00.

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 2026-08-17T06:30:58.91139+00:00.

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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: 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 2026-08-17T06:30:58.91139+00:00.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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 2026-08-17T06:30:58.91139+00:00.

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 2026-08-17T06:30:58.91139+00:00.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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 2026-08-17T06:30:58.91139+00:00.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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: unresolved; 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: 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 2026-08-17T06:30:58.91139+00:00.

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

Resolution: 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 2026-08-17T06:30:58.91139+00:00.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

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

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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 2026-08-17T06:30:58.91139+00:00.

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.

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 2026-08-17T06:30:58.91139+00:00.

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 2026-08-17T06:30:58.91139+00:00.

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.

Pith citing papers

No inbound Pith citation observations are available.