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Paper Citation Record · LEDGER

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

As of 11 August 2026, this Paper Citation Record lists 40 of 40 outbound references and 0 inbound Pith citation observations for arXiv:2502.05218.

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

pith.paper-citation-record.v1
2502.05218 v1

Coverage vector

measured 40 of 40 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-09T05:54:12.817062Z

measured 40 of 40 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

40 of 40 outbound references displayed

  • verified exact0
  • verified fuzzy2
  • unresolved38
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 6fd4773f-ff4f-4b7c-916b-f7c1afc0d5d3 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 1

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raw_fallback, observed 2026-08-09T05:54:13.550250Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

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Observation bf8bee55-c425-4460-ae6e-d9f755a77ed6 · outbound

This paper cites An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling

Reference 2

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no resolver link, observed 2026-08-09T05:54:12.116872Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.116872Z digest=sha256:3e9d7ebf091f13fc46bd9ee74d322bd1302d809b53be106b4f25b80361e21e50

Observation 0472793f-e83c-4003-a741-2827fd06087c · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 3

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raw_fallback, observed 2026-08-09T05:54:13.535774Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

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Observation da1291f3-18e5-469c-b2f9-66cf561e0f07 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 4

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raw_fallback, observed 2026-08-09T05:54:13.522164Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.127938Z digest=sha256:44a252a493a9f5ae79b640f73dc9b5af98acd15e8eb5f0cb37cd7abf4c71e3e0

Observation 02575634-673a-45f2-92f5-adc5fc7a3521 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 5

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.508244Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

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Observation 437c5441-6b4b-448e-973e-88a733aa93a7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 6

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.493744Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.137532Z digest=sha256:86e8049f12f10f2a16a73907d64cb103c2eec2ad3a8825ed8fb084ec21f50223

Observation e5086539-87e8-49c8-a002-4eb2b423f340 · outbound

This paper cites Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation

Reference 7

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no resolver link, observed 2026-08-09T05:54:12.142524Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.142524Z digest=sha256:8d7cf979622c6c824f5140c467f71b4e0c1a99e64d85f3ac1088bd01d2d5e94f

Observation 9c6a24c7-dbb4-48ae-bdc7-8feed15b974f · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 8

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.481642Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.152459Z digest=sha256:7fd8c3265a338303e6f87a30f1dca1cda0ba36ab9498b145da7adeddf27916bd

Observation 80a6b556-14d1-4a4b-be7f-71445bca840d · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 9

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.468508Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.190914Z digest=sha256:107bff8d97890c776af6404b816fb9cf7318282cbba2e29d1f998ec662af1798

Observation 9e990971-1ac4-4d06-aaee-4abef17cc7b7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 10

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raw_fallback, observed 2026-08-09T05:54:13.456462Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.276571Z digest=sha256:d4277ca6a7a900121eda6aa101808cf211e18341effac40cd189d27396b05995

Observation 324f25a4-73b3-41a5-bcd0-679465d19150 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 11

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raw_fallback, observed 2026-08-09T05:54:13.443907Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.322115Z digest=sha256:83b00e509c139c812f024eb14efb860f3d600026439db25c01d5e0d31093d2ad

Observation 923a7a5d-43b8-4c89-85b1-3651c18a14bb · outbound

This paper cites F.; and French, K.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction F.; and French, K

Reference 12

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verified fuzzy
raw_fallback, observed 2026-08-09T05:54:13.430190Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.347212Z digest=sha256:7ff371fa13ffbb9e0c252c5c022125cac2177f1a4f7638e88980d37f5ee13d68

Observation a78b2bb8-03c3-4b6c-9540-754a5d5052a7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 13

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.416397Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.390103Z digest=sha256:d1195f9e8c09bd92c49e9dadd2097b9308967c960b63c3e442b0d93dab58a52d

Observation 2b88ce62-ad6d-48db-bce2-0d3dccfff282 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 14

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.402242Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.424059Z digest=sha256:cf7fe5e7d1aef1de45dc1419b932c8f8225a39b4ca57d2a72a54c0af65cbaafb

Observation e45901e3-0629-4725-802a-00a10299a7a7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 15

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.388356Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.432930Z digest=sha256:aec1fc7a7b0514af701f419f61a7e933cd821d41d7c8e4987a6cfa1ed61a25fc

Observation 7ad36b21-a5a9-47da-99da-82f1a8ddfef0 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 16

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.374441Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.467177Z digest=sha256:4d9e5fb5616a866b427baa208a2856ba98cd18fa00769d0633dbcbd6716bbbe0

Observation 4b9d762d-005f-4b33-9f1e-a8d2f0abc23c · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 17

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raw_fallback, observed 2026-08-09T05:54:13.360925Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.505311Z digest=sha256:0b0f1f01468066196812edaf7713ddd3b5dfb42ce7e39489e185103dd01d6ed7

Observation 094963b5-c5df-4444-bfcd-4d7f3edb61da · outbound

This paper cites T.; Pruitt, S.; and Su, Y.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction T.; Pruitt, S.; and Su, Y

Reference 18

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raw_fallback, observed 2026-08-09T05:54:13.346975Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.510242Z digest=sha256:f728f1d7572cc408b5c7a2761979667fe78d9b9761880968f4b1e9f6ca8d3ec6

Observation 3a7efe7e-4875-49a3-b42e-bb06ced470bf · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 19

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raw_fallback, observed 2026-08-09T05:54:13.333240Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.515000Z digest=sha256:8b4b6c0818e4b7664d48fd1c973f6f5024ee8706b3902262f3604912c7436912

Observation f02823fb-beee-40d9-a060-aacd0610139e · outbound

This paper cites Prototypical Contrastive Learning of Unsupervised Representations.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Prototypical Contrastive Learning of Unsupervised Representations

Reference 20

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no resolver link, observed 2026-08-09T05:54:12.519042Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.519042Z digest=sha256:4542ed76032b9ac465acddac3d1cdb351efe7a457cf92bd6f7256efe849421ed

Observation 16c1eab0-e3c5-49dc-8c00-af1f5304a6d7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 21

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.319088Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.523649Z digest=sha256:3b294a72025adb0d017f3304fa0de3c4e5dfc875140f5195d227d36222e700fe

Observation 19ba4827-d43f-489c-90eb-d5e4fbce9665 · outbound

This paper cites AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction AlphaFin: Benchmarking Financial Analysis with Retrieval-Augmented Stock-Chain Framework

Reference 22

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no resolver link, observed 2026-08-09T05:54:12.527792Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.527792Z digest=sha256:850b798a6f01c843fbfdfa311c42573c259a7cd029486ba7f4fcd3a0b2c5894b

Observation 4e69be61-471b-4fb1-aa15-4fd6ac2fe615 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 23

Resolution
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raw_fallback, observed 2026-08-09T05:54:13.304998Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.532648Z digest=sha256:7fd53433870ffa19431fc5d508e2afb66a4a75dfbfa1658b0e03419564332d7a

Observation b770f62b-f593-43c7-8dfe-dfc5ac3a75a6 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 24

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raw_fallback, observed 2026-08-09T05:54:13.291753Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

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Observation a2918101-e057-4926-b344-7c00c10d13a2 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 25

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raw_fallback, observed 2026-08-09T05:54:13.258986Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

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Observation 1875f857-4f5c-4d06-a7c8-d6b52853df0b · outbound

This paper cites Representation Learning with Contrastive Predictive Coding.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Representation Learning with Contrastive Predictive Coding

Reference 26

Resolution
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no resolver link, observed 2026-08-09T05:54:12.545166Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.545166Z digest=sha256:5dab97077da04260f6fe671cce1646af46621a3f551135704de6b25554d429f7

Observation cc2ca4cf-3e5e-4dca-abea-6179e92e5fed · outbound

This paper cites A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

Reference 27

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no resolver link, observed 2026-08-09T05:54:12.549396Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.549396Z digest=sha256:26851d4ee20bc80446e6ccfe54fea4f9b9300c8d6547559270376789d7b7325e

Observation ce15a517-01d9-43d5-9d3f-120268125bf2 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 28

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.156339Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

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Observation 5b7c8ec5-0058-4816-b530-13458d3d5299 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 29

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unresolved
raw_fallback, observed 2026-08-09T05:54:13.142142Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.558324Z digest=sha256:4497d0a48d50b47517030d9d0c5fabc017510a2a02f5437e1da520400d73e665

Observation 9bab5c5d-c819-40b5-a361-ed2ebd585569 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 30

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.128622Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.562296Z digest=sha256:3875e77e3e6221396df62c1b67634f832d0b47072f9f38a88dd6cef512768a82

Observation fe03f481-8dfb-46e3-b893-1f7604b7c84a · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 31

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.114665Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.566910Z digest=sha256:d4f0fa4e4f6d02461993bd07b656ee02223ecb5d9085cc44d920ae30ed4dff9f

Observation fc3fdb64-9501-4ea3-ac80-81ff02f4860d · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 32

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.099270Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.571058Z digest=sha256:b11986dcf2a16bc65e6bc3f12d06491636895f225ad6fc32219292bb92aae79d

Observation f39c627e-85d1-474b-89c3-8c3593681dc7 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 33

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.084613Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.575110Z digest=sha256:d855fb00dbd6ffc1ecfceaa0bd4814b2729f215b3c52eb2d34bd812ec2d910c7

Observation 78fa123c-c5dc-454f-a40e-8c0779b15070 · outbound

This paper cites Attention Is All You Need.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Attention Is All You Need

Reference 34

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no resolver link, observed 2026-08-09T05:54:12.579511Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.579511Z digest=sha256:d92cfc3b6a90255a23ffe11bdded09d52dc4a9cceb7fc01431effdd1aaf18c2d

Observation f492c54b-0d2c-4ae5-b5b3-34aeba1df1d8 · outbound

This paper cites Graph Attention Networks.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Graph Attention Networks

Reference 35

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unresolved
no resolver link, observed 2026-08-09T05:54:12.583784Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.583784Z digest=sha256:ecd0d3aa8b8ad378846414befe5c2b6fa9c27d9d436a345054c896dd64f7d62e

Observation 1018a1ac-088c-4c3e-9f8f-ac394315a6b8 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 36

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.071200Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.594650Z digest=sha256:50fd6b27037e81c6be7dd86be9b937ded702947a483e7c3e95a256dd0069b8cb

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

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

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=sha256:885804b1c4f788d281cf29b6a29669a514ebcc00c4f7eb2dd4fddd4aaf1b5b91

Observation 6cefb513-6e38-43a5-9b9f-a69fd670d515 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 38

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.057442Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.692247Z digest=sha256:bbdc513c1b3e9e5e9d0d05b54272f00f9a427a6b55ec3f2bfe559728e8fdf117

Observation 380a5241-1d70-4b28-a516-43f62d2850e5 · outbound

This paper cites an unresolved cited work.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Unresolved cited work

Reference 39

Resolution
unresolved
raw_fallback, observed 2026-08-09T05:54:13.042495Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=pdf_text observed=2026-08-09T05:54:12.768885Z digest=sha256:e8de169f3eca067132c48a5595e55d2ab6912239e873d9ee9e260305cba780f2

Observation 96b2b1b3-a23f-452b-bae7-8d63a13ef3e7 · outbound

This paper cites Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model.

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model

Reference 40

Resolution
unresolved
no resolver link, observed 2026-08-09T05:54:12.817062Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-09T05:54:12.817062Z digest=sha256:83733c8ed8ed68173ff88b702469f08187b6f9a8a1f3cacf213f1c8b5860e62e

Pith citing papers

No inbound Pith citation observations are available.