{"as_of":"2026-08-17T19:30:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:f69d342adc37dd28f66965147e807e9f5268180c9d903fa0211b757ce3cb52aa","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":"2026-08-17T06:30:58.91139+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":"2026-08-14T15:10:51.778202Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-08-14T15:10:52.321093Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"1907.06474","last_updated":"2020-12-02T13:37:09Z","snapshot_observed_at":"2026-08-14T16:05:51.300119Z","submitted_at":"2019-07-15T12:47:55Z","title":"Neural network regression for Bermudan option pricing","version":3},"cited_work":{"arxiv_id":"1907.06474","doi":null,"metadata_source":"pith","pith_arxiv_id":"1907.06474","snapshot_observed_at":"2026-08-14T15:10:52.321093Z","title":"Neural network regression for Bermudan option pricing","venue":"math.PR","work_id":"e58ea5ae-31d4-48ca-8ed8-6835049038b1","year":2019},"citing_paper":{"arxiv_id":"1908.01602","last_updated":"2021-08-08T22:09:32Z","snapshot_observed_at":"2026-08-16T03:49:28.628548Z","submitted_at":"2019-08-05T13:11:28Z","title":"Solving high-dimensional optimal stopping problems using deep learning","version":3},"reference_index":70,"source":"pdf_text","source_observed_at":"2026-08-14T15:10:51.778202Z"},"links":{"cited_paper":"/paper/1907.06474","citing_paper":"/paper/1908.01602"},"observation_digest":"sha256:f97fb836d167820c88dfd80cb68b5251dff1f4fd9ac86420e1eaae4329eaf54f","observation_id":"c7c39200-0c14-43ae-9482-ff81c36a5d98","resolution":{"observed_at":"2026-08-14T15:10:52.328291Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/1907.06474/citation-record","integrity":"/paper/1907.06474/integrity","json":"/paper/1907.06474/citation-record.json","paper":"/paper/1907.06474"},"outbound":[],"paper":{"arxiv_id":"1907.06474","last_updated":"2020-12-02T13:37:09Z","latest_version":3,"primary_category":"math.PR","snapshot_observed_at":"2026-08-14T16:05:51.300119Z","submitted_at":"2019-07-15T12:47:55Z","title":"Neural network regression for Bermudan option pricing"},"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":"2026-08-17T06:30:58.91139+00:00","source":"crossref"},{"observed_at":"2026-08-17T06:30:54.323127+00:00","source":"retraction_watch"}],"thesis":"As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1907.06474."}