Pith. sign in

Paper Citation Record · LEDGER

Option Pricing with Convolutional Kolmogorov-Arnold Networks

As of 21 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 1 inbound Pith citation observation for arXiv:2412.01224.

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

pith.paper-citation-record.v1
2412.01224 v1

Coverage vector

measured 24 of 24 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-12T04:38:33.872365Z

measured 25 of 25 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-21T06:32:19.484+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-07T10:18:57.287295Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-07T10:18:59.413988Z

Reference resolution

24 of 24 outbound references displayed

  • verified exact0
  • verified fuzzy21
  • unresolved3
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation a31addec-6965-428c-b797-48c78f49aad0 · outbound

This paper cites The pricing of options and corporate liabilities[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks The pricing of options and corporate liabilities[J]

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.320718Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.541863Z digest=sha256:073c7e79507cca472c35f7ffedff5efff1213ea974fe8fb28597c469ee7bc958

Observation 03e610d8-e75a-48ef-a020-6856caf15817 · outbound

This paper cites Theory of rational option pricing[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Theory of rational option pricing[J]

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.307319Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.545576Z digest=sha256:912e35f9549d64c40ff7e54111a31fbf5fedb49b049162c6b4150c1987ef3b14

Observation 9c5113ca-06bc-4faf-a023-3d0411e43777 · outbound

This paper cites 3D Tensor-based Deep Learning Models for Predicting Option Price[C].

Option Pricing with Convolutional Kolmogorov-Arnold Networks 3D Tensor-based Deep Learning Models for Predicting Option Price[C]

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.299350Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.548968Z digest=sha256:ddf98a4569b9dd6c90c9dff03ddde9425400c8c69b2c0f400239df0a572f6cc7

Observation e40acde5-7b1b-4f29-adf3-d09f818dac35 · outbound

This paper cites Option pricing using machine learning[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Option pricing using machine learning[J]

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.290632Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.552195Z digest=sha256:cb9badec01c02ccd99772e4c923359dd0f1c107828fcfc8101eba673f327f21c

Observation 1e627df0-36a0-4800-875c-f00392f16cad · outbound

This paper cites Generalization and noise[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Generalization and noise[J]

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.283265Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.555378Z digest=sha256:93d0f79bd1165cf22a1e76f56b17f18d9b3fc0e3f2eea910c9e6a561f1e5b4a9

Observation d5ca0937-b003-4478-8f0f-28f254159aaa · outbound

This paper cites Convolutional LSTM network: A machine learning approach for precipitation nowcasting[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Convolutional LSTM network: A machine learning approach for precipitation nowcasting[J]

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.276152Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.558411Z digest=sha256:f4b21d592e397fd79f4e3b585062302534cfe659466feafae86ef0d8d0d1c735

Observation 30ff5f03-79bb-4006-9fa8-efa6b32074f4 · outbound

This paper cites KAN: Kolmogorov-Arnold Networks.

Option Pricing with Convolutional Kolmogorov-Arnold Networks KAN: Kolmogorov-Arnold Networks

Reference 7

Resolution
unresolved
no resolver link, observed 2026-08-12T04:38:33.561751Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T04:38:33.561751Z digest=sha256:47c770f9810e8a73c5418f7df7729df0b6f3e6bf76573fd78cb5106449387fbc

Observation be335146-bc6c-42cf-b56e-ab3863360c0a · outbound

This paper cites Convolutional Kolmogorov-Arnold Networks.

Option Pricing with Convolutional Kolmogorov-Arnold Networks Convolutional Kolmogorov-Arnold Networks

Reference 8

Resolution
unresolved
no resolver link, observed 2026-08-12T04:38:33.564920Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T04:38:33.564920Z digest=sha256:48241dd08c4e4496faa5a0b2b2b85ad01475102a38beff30c8f85397c66992e0

Observation 4a51015e-4065-454a-89ac-325d8cb3cc9d · outbound

This paper cites Kolmogorov-Arnold Convolutions: Design Principles and Empirical Studies.

Option Pricing with Convolutional Kolmogorov-Arnold Networks Kolmogorov-Arnold Convolutions: Design Principles and Empirical Studies

Reference 9

Resolution
unresolved
no resolver link, observed 2026-08-12T04:38:33.568253Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-12T04:38:33.568253Z digest=sha256:fa4c6b2b0f46ef31c7bd35011e4f7fb2afc8ff1cdca8b6082dd0ce88fb6ec6bc

Observation 07337416-e0d3-4646-97c1-cd9e1a912a0c · outbound

This paper cites A nonparametric approach to pricing and hedging derivative securities via learning networks[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks A nonparametric approach to pricing and hedging derivative securities via learning networks[J]

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.268922Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.571436Z digest=sha256:456f3cf1217b05819280675d7c764db9237fab4d1b60085ef2b467e00035e579

Observation 2cc4ad29-8748-43db-bb73-64fd4b2c4a62 · outbound

This paper cites Pricing and hedging derivative securities with neural networks and a homogeneity hint[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Pricing and hedging derivative securities with neural networks and a homogeneity hint[J]

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.261165Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.574980Z digest=sha256:08c0bd115dd1c596a17a6829a4c0de4a44281e17b34c2da96ba264bc74d23b0e

Observation 4824abe4-6ab1-40e4-abe0-c7523a1cc6b4 · outbound

This paper cites Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging[J]

Reference 12

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.253246Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.578299Z digest=sha256:b2d23d0650de8430cf62956931744329321c5b9e95bd5484faa3ea9a4c8f2959

Observation 94a72d89-1954-4708-bb3d-3004753bcd44 · outbound

This paper cites Using genetic algorithms to select architecture of a feedforward artificial neural network[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Using genetic algorithms to select architecture of a feedforward artificial neural network[J]

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.245230Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.581718Z digest=sha256:86b29b9e5e3c1d27f233f0d459e3311398da11244a95e57ac871a0a2da32f8c7

Observation 4b6bd4de-e0e5-4b4d-9846-40c8dc97a7f8 · outbound

This paper cites Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Option pricing using deep learning approach based on LSTM-GRU neural networks: Case of London stock exchange[J]

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.200544Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.600493Z digest=sha256:4310d3bd04e269a9487029bb906e5748ce7ea2726ae038acc593c902dce95ead

Observation 08ce7cb3-3988-4311-8e06-9ffc1881a752 · outbound

This paper cites Options, futures, and other derivatives[M].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Options, futures, and other derivatives[M]

Reference 15

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.101222Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.651683Z digest=sha256:4ed503546fe28f469221ac8176b8b521902e4e5bab5dde5de59e80fe029e84c8

Observation fe3f4529-efda-4f3d-b437-7c62c4789a28 · outbound

This paper cites Multiple Wiener-Itô integrals[M].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Multiple Wiener-Itô integrals[M]

Reference 16

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.011246Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.662108Z digest=sha256:71289af35b6056eececa9819bce6d2ca27ccf381e221668f3ca10ccf7a3b569e

Observation f61dffaf-ce7f-4cd4-8e23-e9d8a8efc256 · outbound

This paper cites On stochastic differential equations[M].

Option Pricing with Convolutional Kolmogorov-Arnold Networks On stochastic differential equations[M]

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:34.003234Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.702336Z digest=sha256:aa97dcbd34e9fa6bd70e687e25dbe32558d07e7350ea605c6ad0d9e8f95432a6

Observation a8c97f90-a436-4724-b897-ea0f3ab0e1a6 · outbound

This paper cites Wavelet compression and nonlinear n-widths[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Wavelet compression and nonlinear n-widths[J]

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.995413Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.718212Z digest=sha256:0c40f16013f4946c5245e45aa4d5ac3dfefbd6615fb7fe475318f907530cc22c

Observation b83da292-ea80-4e4b-ba44-decfee37a6ce · outbound

This paper cites KAN-ODEs: Kolmogorov-Arnold network ordinary differential equations for learning dynamical systems and hidden physics[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks KAN-ODEs: Kolmogorov-Arnold network ordinary differential equations for learning dynamical systems and hidden physics[J]

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.986880Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.748835Z digest=sha256:4a73320f226bf28353710df8c2f4e2f2f9bd67a80c18429b766863c9e6750b29

Observation 45be7086-94fc-4a3c-9f31-89bd99fc4d69 · outbound

This paper cites On neural networks and learning systems for business computing[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks On neural networks and learning systems for business computing[J]

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.977967Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.787967Z digest=sha256:c61bdcf5b01b127b194b6bda1ba9bde818c4c7c24de7b406994eb4212c103e21

Observation 3ca7d4f5-2c48-4825-8fd6-cf8a5cf9ccfd · outbound

This paper cites Prediction of stock index futures prices based on fuzzy sets and multivariate fuzzy time series[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Prediction of stock index futures prices based on fuzzy sets and multivariate fuzzy time series[J]

Reference 21

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.970206Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.843327Z digest=sha256:104cb0dca4820e9d2fb9a76efe87b09ed102bddff93f0167aeaa482c73ff6466

Observation 52811588-14ec-405b-9664-0c02f0108646 · outbound

This paper cites A parallel multi-module deep reinforcement learning algorithm for stock trading[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks A parallel multi-module deep reinforcement learning algorithm for stock trading[J]

Reference 22

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.955811Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.866877Z digest=sha256:5c86891ed01aa381fd10efbc578e43f6220435df900c8291639c9ff0ced73f73

Observation e28facc2-19f7-471f-b150-af154f8b4230 · outbound

This paper cites A large-scale microblog dataset and stock movement prediction based on Supervised Contrastive Learning model[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks A large-scale microblog dataset and stock movement prediction based on Supervised Contrastive Learning model[J]

Reference 23

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.925814Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.869304Z digest=sha256:04a1b0089f08f8bf17d68813fac65414ee381ce822aa13c49d2cb42ef5132db0

Observation 3be819e9-c367-4d8c-a33e-a6bc4cc9e2cb · outbound

This paper cites Stock movement predictive network via incorporative attention mechanisms based on tweet and historical prices[J].

Option Pricing with Convolutional Kolmogorov-Arnold Networks Stock movement predictive network via incorporative attention mechanisms based on tweet and historical prices[J]

Reference 24

Resolution
verified fuzzy
raw_fallback, observed 2026-08-12T04:38:33.918028Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=arxiv_source observed=2026-08-12T04:38:33.872365Z digest=sha256:91a5b540cc99ebe8f1b9859ad3e46e9df6df2a8940c3902650107e8f8efbeb07

Pith citing papers

Observation ec5c6727-0f01-4311-ac88-ed4744fd9b66 · inbound

Option Pricing Using Ensemble Learning cites this paper.

Option Pricing Using Ensemble Learning Option Pricing with Convolutional Kolmogorov-Arnold Networks

Reference 17

Resolution
verified exact
local_arxiv, observed 2026-08-07T10:18:59.588700Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

source=pdf_text observed=2026-08-07T10:18:57.287295Z digest=sha256:75ba9d8ade70d1ed1e1fcbf1aecb062ef8d5d5a954f5c336e138bb5c67f2ffed