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Paper Citation Record · LEDGER

HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

As of 20 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 15 inbound Pith citation observations for arXiv:2110.13716.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2110.13716 v2

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 15 of 15 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00

measured 15 of 15 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-16T10:32:52.399848Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-07-04T16:09:56.550698Z

Reference resolution

0 of 0 outbound references displayed

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External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 00faf2e8-5ee9-400f-a694-bb249cc1a772 · inbound

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network cites this paper.

GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 12

Resolution
unresolved
no resolver link, observed 2026-08-12T10:42:10.976835Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-12T10:42:10.976835Z digest=sha256:e6d345134c043b81885fa017b08d1ac5c05ddc2b7d038c5b0805e2df716e071a

Observation 4d298b0b-23ff-4c9e-9216-bd872cf76933 · inbound

Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations cites this paper.

Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 36

Resolution
unresolved
no resolver link, observed 2026-08-11T21:55:24.102263Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-11T21:55:24.102263Z digest=sha256:3a01c6efcbf0436c0338a3fd2657f95e317981a68fd39987109c145864fda293

Observation f3df35eb-c363-4479-a089-6d8f9bbc9bdd · inbound

From Votes to Volatility Predicting the Stock Market on Election Day cites this paper.

From Votes to Volatility Predicting the Stock Market on Election Day HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 20

Resolution
unresolved
no resolver link, observed 2026-08-11T15:14:28.131417Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-11T15:14:28.131417Z digest=sha256:92d31f3689796049b0b1ac255e340e8a88c88ddbeeae793af112370d33c5feef

Observation 68fd5263-8142-48b8-9c47-314d897f90cc · inbound

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

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.

source=pdf_text observed=2026-08-09T05:54:12.639256Z digest=sha256:12267b24cc49e4f08b1b06ea884b8f90c3c530a5a1dc60d523f35ae0c7cbe579

Observation 02796a20-ffbd-47dd-969f-773ce9b49b1f · inbound

QuantBench: Benchmarking AI Methods for Quantitative Investment cites this paper.

QuantBench: Benchmarking AI Methods for Quantitative Investment HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 53

Resolution
unresolved
no resolver link, observed 2026-08-16T10:32:52.399848Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-16T10:32:52.399848Z digest=sha256:0d7d23acef5ef4ec47cbc0a9a3a373a3286b035b4923d1f90cef1650442f6a76

Observation 68d25d7c-5324-4274-b836-cc1b0385c6e3 · inbound

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution cites this paper.

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 7

Resolution
verified exact
arxiv_id, observed 2026-05-17T06:44:10.698979Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-05-17T06:43:49.283270Z digest=sha256:36c4c05a9f14ead87fe8b0c53ef58cd8858dd43c93c68bc8434538a0f43dff47

Observation 36ed4810-632b-41ef-8666-7cdd52159659 · inbound

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution cites this paper.

Cognitive Alpha Mining via LLM-Driven Code-Based Evolution HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 7

Resolution
unresolved
no resolver link, observed 2026-08-03T20:41:26.190044Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-03T20:41:26.190044Z digest=sha256:a74e931835df4334213cf3f0ecb8da928a707efa6d9520ea0873878a62f06e9a

Observation 092913fd-01dd-4913-8d81-3f759ce89c07 · inbound

FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment cites this paper.

FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 19

Resolution
metadata mismatch
arxiv_id, observed 2026-05-15T10:35:27.672500Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-05-15T10:30:30.993682Z digest=sha256:9a6bf1a434a47cda2d9943b67ac8136d5afa0744d84f5621280a60cd601ade29

Observation 43fc0b74-e38b-4937-ae49-b6e3662a00f4 · inbound

Perforated Neural Networks for Keyword Spotting cites this paper.

Perforated Neural Networks for Keyword Spotting HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 29

Resolution
verified exact
arxiv_id, observed 2026-05-20T21:13:44.809905Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-05-20T21:10:09.974162Z digest=sha256:d5a42026b843b7621193f8fa3f7a735a1fc76d752605d25a4782ba41a349848d

Observation 01e66ba4-c537-4f8d-aa09-8452906562ec · inbound

Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting cites this paper.

Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 10

Resolution
metadata mismatch
arxiv_id, observed 2026-07-01T13:55:45.371248Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-06-30T22:37:48.016204Z digest=sha256:38c85789afe339d41d73d37d470fda65dc47d3c9374b9179f5d11964fb4187a2

Observation e7148fd1-8f10-4733-9bc4-5ba188ed5d7a · inbound

ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall cites this paper.

ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 92

Resolution
metadata mismatch
arxiv_id, observed 2026-07-02T11:16:53.926284Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=arxiv_source observed=2026-06-28T04:14:04.106847Z digest=sha256:4766d7531961e37e078b1a2d372ec5948caa27a46ed5574e13895be957eebbd6

Observation 66d6a95e-7061-49e0-ad27-09981f2d4dac · inbound

RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting cites this paper.

RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 38

Resolution
verified exact
arxiv_id, observed 2026-07-04T16:09:56.552396Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-06-26T00:59:34.961367Z digest=sha256:ead9c57c121a0a5ac8d1bcc755889f3aa236c467b0a368017d6953aae693d57a

Observation a42bd43d-9fde-40cf-9246-500de50601fe · inbound

STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification cites this paper.

STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 28

Resolution
unresolved
no resolver link, observed 2026-08-15T15:39:54.769602Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-15T15:39:54.769602Z digest=sha256:3b9eacbfd4561724be587f4968a0f795e819c06e4a24ff90e68bb699ca5ec727

Observation 9c84e259-e764-48f7-a26e-3835b6d412ac · inbound

AlphaG-OPD: Reliability-Gated Sibling Counterfactuals for On-Policy Distillation in Symbolic Alpha Factor Discovery cites this paper.

AlphaG-OPD: Reliability-Gated Sibling Counterfactuals for On-Policy Distillation in Symbolic Alpha Factor Discovery HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 64

Resolution
unresolved
no resolver link, observed 2026-08-15T15:13:07.077428Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-15T15:13:07.077428Z digest=sha256:7ed091d233c42bc6b6ca4219462b83d4aefa27f095e957d6df45b5896ab083eb

Observation cc8ee3c9-2905-4557-b925-e4abe2ae9fde · inbound

TradingMoE: Routing the Right Experts in Evolving Markets cites this paper.

TradingMoE: Routing the Right Experts in Evolving Markets HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Reference 55

Resolution
unresolved
no resolver link, observed 2026-08-16T00:36:13.181241Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-16T00:36:13.181241Z digest=sha256:b0789976060d59ebcabc5f85bae1766240cd7892da6e41a1010bdb43fea445c0