{"as_of":"2026-08-18T23:48:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:1d187ced8671df3259e8f03ed6b7359b56f418826c5ac06847fddb3d3ba14639","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":1,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-18T06:34:40.430872+00:00","state":"measured"},{"denominator":1,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":1,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-04T14:43:02.167376Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"1902.03125","last_updated":"2019-05-08T07:51:55Z","snapshot_observed_at":"2026-08-14T17:19:50.394748Z","submitted_at":"2019-02-07T09:08:07Z","title":"High-performance stock index trading: making effective use of a deep LSTM neural network","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1902.03125","snapshot_observed_at":"2026-08-04T14:43:02.167376Z","title":"High-performance stock index trading: making effective use of a deep long short-term memory neural network","venue":null,"work_id":null,"year":1902},"citing_paper":{"arxiv_id":"2509.24144","last_updated":"2026-05-25T18:56:25Z","snapshot_observed_at":"2026-08-17T10:42:22.725360Z","submitted_at":"2025-09-29T00:42:24Z","title":"From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions","version":2},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-04T14:43:02.167376Z"},"links":{"cited_paper":"/paper/1902.03125","citing_paper":"/paper/2509.24144"},"observation_digest":"sha256:6a136e43fa9f28f7a3aa8d78562cfe059f4e710a4bcdc3f515e800cceba8f90a","observation_id":"56621eef-d25b-4439-a968-3bd17fcbe3b6","resolution":{"observed_at":"2026-08-04T14:43:02.167376Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/1902.03125/citation-record","integrity":"/paper/1902.03125/integrity","json":"/paper/1902.03125/citation-record.json","paper":"/paper/1902.03125"},"outbound":[],"paper":{"arxiv_id":"1902.03125","last_updated":"2019-05-08T07:51:55Z","latest_version":2,"primary_category":"q-fin.ST","snapshot_observed_at":"2026-08-14T17:19:50.394748Z","submitted_at":"2019-02-07T09:08:07Z","title":"High-performance stock index trading: making effective use of a deep LSTM neural network"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"thesis":"As of 18 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1902.03125."}