{"as_of":"2026-08-11T09:45:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:22fbde1f0e4e6fc1f7b470fb5559b4a028af4351a78c9310222a008c0071122c","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":3,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":3,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-11T06:34:44.6726+00:00","state":"measured"},{"denominator":3,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":3,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-06T15:32:03.340302Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":1,"source":"arxiv_reference","source_observed_at":"2026-08-05T02:28:24.338817Z","state":"measured"}],"external_citation_measurements":[{"count":0,"observed_at":"2026-08-05T02:28:24.338817Z","source":"arxiv_reference"}],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2112.06823","last_updated":"2021-12-13T17:34:28Z","snapshot_observed_at":"2026-07-06T12:18:14.988251Z","submitted_at":"2021-12-13T17:34:28Z","title":"Multi-Asset Spot and Option Market Simulation","version":1},"cited_work":{"arxiv_id":"2112.06823","doi":"10.48550/arxiv.2112.06823","metadata_source":"arxiv_reference","pith_arxiv_id":"2112.06823","snapshot_observed_at":"2026-08-05T02:28:24.338817Z","title":"Multi-asset spot and option market simulation.arXiv preprint arXiv:2112.06823, 2021","venue":"arXiv (Cornell University)","work_id":"019716ec-1812-4641-bc5f-c45e67c2be1d","year":2021},"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":41,"source":"arxiv_source","source_observed_at":"2026-06-28T06:56:06.376335Z"},"links":{"cited_paper":"/paper/2112.06823","citing_paper":"/paper/2606.05138"},"observation_digest":"sha256:3ed438b7d5426d505140ef5c0549a17141bc77cec90f912dff7853ae89092982","observation_id":"b0a05d47-ea2d-49b2-9894-2aecc52c7acf","resolution":{"observed_at":"2026-06-28T07:01:44.010041Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2112.06823","last_updated":"2021-12-13T17:34:28Z","snapshot_observed_at":"2026-07-06T12:18:14.988251Z","submitted_at":"2021-12-13T17:34:28Z","title":"Multi-Asset Spot and Option Market Simulation","version":1},"cited_work":{"arxiv_id":"2112.06823","doi":"10.48550/arxiv.2112.06823","metadata_source":"arxiv_reference","pith_arxiv_id":"2112.06823","snapshot_observed_at":"2026-08-05T02:28:24.338817Z","title":"Multi-asset spot and option market simulation.arXiv preprint arXiv:2112.06823, 2021","venue":"arXiv (Cornell University)","work_id":"019716ec-1812-4641-bc5f-c45e67c2be1d","year":2021},"citing_paper":{"arxiv_id":"2606.06007","last_updated":"2026-06-04T10:59:24Z","snapshot_observed_at":"2026-08-06T19:05:47.342902Z","submitted_at":"2026-06-04T10:59:24Z","title":"Diffusion Models for Adaptive Sequential Data Generation","version":1},"reference_index":38,"source":"pdf_text","source_observed_at":"2026-06-28T02:56:19.103411Z"},"links":{"cited_paper":"/paper/2112.06823","citing_paper":"/paper/2606.06007"},"observation_digest":"sha256:92286d70410fe871526ef93b58b76547c19c308906a8857489a325354e0e8d27","observation_id":"a4e07d9f-dc31-474e-bf61-a535f3c1affd","resolution":{"observed_at":"2026-07-02T11:46:56.038073Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2112.06823","last_updated":"2021-12-13T17:34:28Z","snapshot_observed_at":"2026-07-06T12:18:14.988251Z","submitted_at":"2021-12-13T17:34:28Z","title":"Multi-Asset Spot and Option Market Simulation","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2112.06823","snapshot_observed_at":"2026-08-06T15:32:03.340302Z","title":"Multi-Asset Spot and Option Market Simulation.ArXiv preprint arXiv:2112.06823,","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2608.04832","last_updated":"2026-08-05T13:34:00Z","snapshot_observed_at":"2026-08-11T00:22:45.553909Z","submitted_at":"2026-08-05T13:34:00Z","title":"Robust Control under Stationary Ambiguity","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-06T15:32:03.340302Z"},"links":{"cited_paper":"/paper/2112.06823","citing_paper":"/paper/2608.04832"},"observation_digest":"sha256:2e26aa9373c014ac0715841313043eb17d8497e2987fc24095ed6cd4f2988537","observation_id":"a2006c4f-4b77-434c-b473-bbbaaecbd1a7","resolution":{"observed_at":"2026-08-06T15:32:03.340302Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/2112.06823/citation-record","integrity":"/paper/2112.06823/integrity","json":"/paper/2112.06823/citation-record.json","paper":"/paper/2112.06823"},"outbound":[],"paper":{"arxiv_id":"2112.06823","last_updated":"2021-12-13T17:34:28Z","latest_version":1,"primary_category":"q-fin.CP","snapshot_observed_at":"2026-07-06T12:18:14.988251Z","submitted_at":"2021-12-13T17:34:28Z","title":"Multi-Asset Spot and Option Market Simulation"},"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":"2026-08-11T06:34:44.6726+00:00","source":"crossref"},{"observed_at":"2026-08-11T06:34:36.301508+00:00","source":"retraction_watch"}],"thesis":"As of 11 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2112.06823."}