{"as_of":"2026-08-18T21:15:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:e15f42c740c683dec6cd9d87f05693298b3fbbd5ca03a42d3b43def2c45862a5","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":2,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":2,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-18T06:34:40.430872+00:00","state":"measured"},{"denominator":2,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":2,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-09T18:17:40.198063Z","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":"2026-08-07T10:45:27.995648Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2408.01005","last_updated":"2024-08-02T04:40:15Z","snapshot_observed_at":"2026-08-16T13:29:03.861625Z","submitted_at":"2024-08-02T04:40:15Z","title":"Enhancing Financial Market Predictions: Causality-Driven Feature Selection","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2408.01005","snapshot_observed_at":"2026-08-09T18:17:40.198063Z","title":"arXiv preprint arXiv:2408.01005 (2024)","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2502.00646","last_updated":"2025-02-02T03:24:24Z","snapshot_observed_at":"2026-08-13T20:12:42.503834Z","submitted_at":"2025-02-02T03:24:24Z","title":"TrojanTime: Backdoor Attacks on Time Series Classification","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-09T18:17:40.198063Z"},"links":{"cited_paper":"/paper/2408.01005","citing_paper":"/paper/2502.00646"},"observation_digest":"sha256:840d066dadd41e0ab3c17f6cbb6d230f1b0168d3cfa1e5ac0793b7434e41c120","observation_id":"f9d92b10-546f-40f0-a186-339399dbd84a","resolution":{"observed_at":"2026-08-09T18:17:40.198063Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2408.01005","last_updated":"2024-08-02T04:40:15Z","snapshot_observed_at":"2026-08-16T13:29:03.861625Z","submitted_at":"2024-08-02T04:40:15Z","title":"Enhancing Financial Market Predictions: Causality-Driven Feature Selection","version":1},"cited_work":{"arxiv_id":"2408.01005","doi":null,"metadata_source":"pith","pith_arxiv_id":"2408.01005","snapshot_observed_at":"2026-08-07T10:45:27.995648Z","title":"Enhancing Financial Market Predictions: Causality-Driven Feature Selection","venue":"cs.LG","work_id":"cc1f3e39-4493-47db-889b-bd1c9831ce22","year":2024},"citing_paper":{"arxiv_id":"2507.08104","last_updated":"2025-06-04T21:58:50Z","snapshot_observed_at":"2026-08-13T15:23:36.449544Z","submitted_at":"2025-06-04T21:58:50Z","title":"VideoConviction: A Multimodal Benchmark for Human Conviction and Stock Market Recommendations","version":1},"reference_index":29,"source":"pdf_text","source_observed_at":"2026-08-07T10:45:26.952812Z"},"links":{"cited_paper":"/paper/2408.01005","citing_paper":"/paper/2507.08104"},"observation_digest":"sha256:cdce986b0bd46d3498fb2f80ecb3c7b6ff5350824172a7868796532f61d2f6e6","observation_id":"8a81c077-1816-49cc-8617-71d474dac8d1","resolution":{"observed_at":"2026-08-07T10:45:27.999696Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"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"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2408.01005/citation-record","integrity":"/paper/2408.01005/integrity","json":"/paper/2408.01005/citation-record.json","paper":"/paper/2408.01005"},"outbound":[],"paper":{"arxiv_id":"2408.01005","last_updated":"2024-08-02T04:40:15Z","latest_version":1,"primary_category":"cs.LG","snapshot_observed_at":"2026-08-16T13:29:03.861625Z","submitted_at":"2024-08-02T04:40:15Z","title":"Enhancing Financial Market Predictions: Causality-Driven Feature Selection"},"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 2 inbound Pith citation observations for arXiv:2408.01005."}