{"as_of":"2026-08-11T00:07:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:1c2f00e4f219b1a8c254ed944f6e220b71426a34f9847654a86bcd32508c291d","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":6,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":6,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-10T06:31:04.303077+00:00","state":"measured"},{"denominator":6,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":6,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-10T21:49:09.411227Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"arxiv_reference","source_observed_at":"2026-07-10T06:15:00.866473Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-08-10T21:49:09.411227Z","title":"P., and Wood, B","venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2501.03993","last_updated":"2026-07-18T12:33:41Z","snapshot_observed_at":"2026-08-10T21:39:56.039016Z","submitted_at":"2025-01-07T18:50:24Z","title":"Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance","version":6},"reference_index":20,"source":"arxiv_source","source_observed_at":"2026-08-10T21:49:09.411227Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2501.03993"},"observation_digest":"sha256:91f6cf074a74222271867255ae6ccd17f6a625872ba8f89fdf2807a091256c45","observation_id":"f59fa0e4-d79d-40a2-9ffd-747ce78338e8","resolution":{"observed_at":"2026-08-10T21:49:09.411227Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-08-07T05:44:19.215434Z","title":"A data-driven market simulator for small data environments.arXiv preprint arXiv:2006.14498, 2020","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2506.07299","last_updated":"2025-06-08T21:55:00Z","snapshot_observed_at":"2026-08-10T19:23:21.686898Z","submitted_at":"2025-06-08T21:55:00Z","title":"Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-07T05:44:19.215434Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2506.07299"},"observation_digest":"sha256:f2bdccca2fbdab3237766432460c583624c677ec3023e3d9dae7142c44db2c16","observation_id":"9f7429e8-fac5-4e5f-8d02-8d7f95e42526","resolution":{"observed_at":"2026-08-07T05:44:19.215434Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":"2006.14498","doi":"10.48550/arxiv.2006.14498","metadata_source":"arxiv_reference","pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-07-10T06:15:00.866473Z","title":"Working Paper","venue":null,"work_id":"46c6fdc9-c1d1-4003-881c-43c74f94295f","year":2006},"citing_paper":{"arxiv_id":"2604.05008","last_updated":"2026-04-06T13:23:59Z","snapshot_observed_at":"2026-07-06T22:53:51.418227Z","submitted_at":"2026-04-06T13:23:59Z","title":"Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-05-10T19:27:38.760443Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2604.05008"},"observation_digest":"sha256:385fe94a997e83d472c940642d9461f13433bd7134bb0f23fd4e683913946b09","observation_id":"c6e21893-51ac-48f0-95de-ced8a3f36c17","resolution":{"observed_at":"2026-05-10T22:55:51.883085Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-10T06:31:04.303077+00:00","source":"crossref"},{"observed_at":"2026-08-10T06:30:57.382061+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":"2006.14498","doi":"10.48550/arxiv.2006.14498","metadata_source":"arxiv_reference","pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-07-10T06:15:00.866473Z","title":"Working Paper","venue":null,"work_id":"46c6fdc9-c1d1-4003-881c-43c74f94295f","year":2006},"citing_paper":{"arxiv_id":"2606.05138","last_updated":"2026-06-03T17:46:50Z","snapshot_observed_at":"2026-08-10T19:19:17.945743Z","submitted_at":"2026-06-03T17:46:50Z","title":"Generating Financial Time Series by Matching Random Convolutional Features","version":1},"reference_index":90,"source":"arxiv_source","source_observed_at":"2026-06-28T06:56:06.376335Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2606.05138"},"observation_digest":"sha256:bd1a1793bbc49bc57e23802996126ae10cc5518348c293f3a4e660d2bea6f393","observation_id":"53a04432-77fa-4f5e-965a-b89000255c13","resolution":{"observed_at":"2026-07-02T07:26:45.964217Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-10T06:31:04.303077+00:00","source":"crossref"},{"observed_at":"2026-08-10T06:30:57.382061+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":"2006.14498","doi":"10.48550/arxiv.2006.14498","metadata_source":"arxiv_reference","pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-07-10T06:15:00.866473Z","title":"Working Paper","venue":null,"work_id":"46c6fdc9-c1d1-4003-881c-43c74f94295f","year":2006},"citing_paper":{"arxiv_id":"2606.23492","last_updated":"2026-06-22T15:39:33Z","snapshot_observed_at":"2026-08-06T19:47:36.081938Z","submitted_at":"2026-06-22T15:39:33Z","title":"Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk","version":1},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-06-26T01:56:25.909340Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2606.23492"},"observation_digest":"sha256:7e886c0966256c20d1080ae5e3227e866fe64100982f8ceec800e6a6c90c2dcc","observation_id":"a02a900e-d761-4258-a984-73ae5bae79aa","resolution":{"observed_at":"2026-06-26T01:58:54.103367Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-10T06:31:04.303077+00:00","source":"crossref"},{"observed_at":"2026-08-10T06:30:57.382061+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2006.14498","snapshot_observed_at":"2026-08-06T15:32:02.494671Z","title":"Lyons, Imanol Pérez Arribas, and Ben Wood","venue":null,"work_id":null,"year":2006},"citing_paper":{"arxiv_id":"2608.04832","last_updated":"2026-08-05T13:34:00Z","snapshot_observed_at":"2026-08-10T20:19:24.529891Z","submitted_at":"2026-08-05T13:34:00Z","title":"Robust Control under Stationary Ambiguity","version":1},"reference_index":2019,"source":"pdf_text","source_observed_at":"2026-08-06T15:32:02.494671Z"},"links":{"cited_paper":"/paper/2006.14498","citing_paper":"/paper/2608.04832"},"observation_digest":"sha256:5c20698bad64ca3014ed0df3155ba22c56dd050158002aace305a78641ac400f","observation_id":"6ca897fc-c73e-42f7-947e-93d9473d28ae","resolution":{"observed_at":"2026-08-06T15:32:02.494671Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/2006.14498/citation-record","integrity":"/paper/2006.14498/integrity","json":"/paper/2006.14498/citation-record.json","paper":"/paper/2006.14498"},"outbound":[],"paper":{"arxiv_id":"2006.14498","last_updated":"2020-06-21T14:04:21Z","latest_version":1,"primary_category":"q-fin.ST","snapshot_observed_at":"2026-08-10T19:44:11.324243Z","submitted_at":"2020-06-21T14:04:21Z","title":"A Data-driven Market Simulator for Small Data Environments"},"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":"2026-08-10T06:31:04.303077+00:00","source":"crossref"},{"observed_at":"2026-08-10T06:30:57.382061+00:00","source":"retraction_watch"}],"thesis":"As of 11 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 6 inbound Pith citation observations for arXiv:2006.14498."}