Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-11T16:49:01.925870Z
Paper Citation Record · LEDGER
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection
As of 15 August 2026, this Paper Citation Record lists 12 of 12 outbound references and 0 inbound Pith citation observations for arXiv:2412.09769.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
12 of 12 outbound references displayed
- verified exact0
- verified fuzzy11
- unresolved1
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 1f4154bb-f3f4-4ae6-b46f-ea3529111ff9 · outbound
This paper cites an unresolved cited work.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Unresolved cited work
Reference 1
- Resolution
- unresolved
- no resolver link, observed 2026-08-11T16:49:01.881302Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 8afd0c14-e156-46bb-8e9b-43e3444ccd44 · outbound
This paper cites Evaluating multiple classifiers for stock price direction prediction.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Evaluating multiple classifiers for stock price direction prediction
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.085824Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 36a09191-016e-4502-af7f-1f52585f52f5 · outbound
This paper cites Credit spreads and the term structure of interest rates.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Credit spreads and the term structure of interest rates
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.074730Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 4f72c83a-edec-4817-bb9a-3e64b414c7cf · outbound
This paper cites The determinants of credit spread changes.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection The determinants of credit spread changes
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.063108Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 5b715c4b-0c6f-4344-b8f7-7a42e2f5c549 · outbound
This paper cites Credit spreads and monetary policy.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Credit spreads and monetary policy
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.051515Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 933dcafb-41b5-4178-a90e-df880e7f5088 · outbound
This paper cites Postwar capital flight and inflation.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Postwar capital flight and inflation
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.036865Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 76fb8482-859d-4c98-9f79-235cff40684e · outbound
This paper cites Interest rate spreads, credit constraints, and investment fluctuations: an empirical investigation.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Interest rate spreads, credit constraints, and investment fluctuations: an empirical investigation
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.022247Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation a0a81ee6-e2e2-4a94-80fa-697edbbf4f58 · outbound
This paper cites Credit spreads and business cycle fluctuations.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Credit spreads and business cycle fluctuations
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:02.008987Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 8e2feeda-c781-45a7-82b5-49da74448e48 · outbound
This paper cites Do markets respond more to more reliable labor market data? a test of market rationality.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Do markets respond more to more reliable labor market data? a test of market rationality
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:01.995032Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 68b73eb8-5a11-420a-8e7a-135faa17abd5 · outbound
This paper cites Market conditions, default risk and credit spreads.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Market conditions, default risk and credit spreads
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:01.982386Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 2f2b4036-3f6d-426b-a119-d27c1e7a6a43 · outbound
This paper cites Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:01.971250Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Observation 97a4f1f9-339b-4ed7-b801-3947796a2b64 · outbound
This paper cites A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure.
A Novel Methodology in Credit Spread Prediction Based on Ensemble Learning and Feature Selection A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-11T16:49:01.959669Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.
Pith citing papers
No inbound Pith citation observations are available.